State realization with exogenous variables - a test on blast furnace data
Article Abstract:
State space was employed for modelling the hot metal silicon content and temperature of pig iron in an ironmaking blast furnace. The Dickey-Fuller test was utilized to examine the stationary conditions of both the endogenous and exogenous vectors. The ADF test showed that all processes are I(0) and that there is substantial Granger causality between the input and output processes. Spectral analysis indicated that the trend and cyclical components are concentrated at low frequencies.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1996
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Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming
Article Abstract:
The performance of seven important multivariate and mathematical programming methods in solving the multigroup discriminant problem was examined using simulated data. QLPB, a variant of Linear Programming with Quadratic cross-product terms, and Recursive Partitioning appear to be the best methods in the assymetric case. Results revealed that a greater variety of distributions for the data should be considered when using simulation methods.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1998
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A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problem
Article Abstract:
The genetic hybrid algorithm (GHA) is a general-purpose algorithm, spanning several areas of mathematical solving. A multicomputer framework for the basic GHA is designed and implemented.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2004
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