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| 2. |
- Andersson, Michael, et al.
(författare)
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A simulation based decision support approach for operational capacity planning in a customer order driven assembly line
- 1998
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Ingår i: Proceedings of the 1998 Winter Simulation Conference. - : IEEE.
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Konferensbidrag (refereegranskat)abstract
- The paper reports on a project in the area of simulation based decision support (SBDS) at the operational level of the manufacturing system. The purpose of the project was to explore and describe the possibilities to use a standard discrete event simulation package for capacity planning in a situation where labor was a primary and scarce production resource. This has been done through a case study at a Radio Base Station (RBS) assembly line at Ericsson Radio System, Gavle in Sweden. Results from the study are a conceptual structure for a SBDS system and a prototype simulation system tailored for the RBS-2000 assembly line. The system has been tested in a simulated environment and results indicate a delivery precision improvement of eleven percent. Conclusions from the study are that this kind of tool for operational decision support offers a flexible decision support environment and that the need for high quality information and information collecting systems are crucial for the success of such tools.
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| 3. |
- Andersson, Michael K., et al.
(författare)
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Bootstrap testing for fractional integration
- 1998
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Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- Asymptotic tests for fractional integration, such as the Geweke-Porter-Hudak test, the modified rescaled range test and Lagrange multiplier type tests, exhibit size distortions in small samples. This paper investigates a parametric bootstrap testing procedure, for size correction, by means of a computer simulation study. The bootstrap provides a practical method to eliminate size distortions in the case of an asymptotic pivotal statistic while the power, in general, is close to the corresponding size adjusted asymptotic test. The results are very encouraging and suggest that a bootstrap testing procedure does correct for size distortions.
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| 4. |
- Andersson, Michael K.
(författare)
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On testing and forecasting in fractionally integrated time series models
- 1998
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This volume contains five essays in the field of time series econometrics. All five discuss properties of fractionally integrated processes and models. The first essay, entitled Do Long-Memory Models have Long Memory?, demonstrates that fractional integration can enhance the memory of ARMA processes enormously. This is however not true for all combinations of diffe-rencing, autoregressive and moving average parameters. The second essay, with the title On the Effects of Imposing or Ignoring Long-Memory when Forecasting, investigates how the choice between mo-delling stationary time series as ARMA or ARFIMA processes affect the accu-racy of forecasts. The results suggest that ignoring long-memory is worse than imposing it and that the maximum likelihood estimator for the ARFIMA model is to prefer. The third essay, Power and Bias of Likelihood Based Inference in the Cointegration Model under Fractional Cointegration, investigates the performance of the usual cointegration approach when the processes are fractionally cointegrated. Under these circumstances, it is shown that the maximum likelihood estimates of the long-run relationship are severely biased. The fourth and fifth essay, entitled respectively Bootstrap Testing for Fractional Integration andRobust Testing for Fractional Integration using the Bootstrap, propose and investigate the performance of some bootstrap testing procedures for fractional integration. The results suggest that the empirical size of a bootstrap test is (almost) always close to the nominal, and that a well-designed bootstrap test is quite robust to deviations from standard assumptions.
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| 5. |
- Andersson, Michael K.
(författare)
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On the effects of imposing or ignoring long memory when forecasting
- 1998
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Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- Since the true nature of a time series process is often unknown it is important to understand the effects of model choice. This paper examines how the choice between modelling stationary time series as ARMA or ARFIMA processes affects the accuracy of forecasts. This is done, for first-order autoregressions and moving averages and for ARFIMA(l,d,O) processes, by means of a Monte Carlo simulation study. The fractional models are estimated using the technique of Geweke and Porter-Hudak, the modified rescaled range and the maximum likelihood procedure. We conclude that ignoring long memory is worse than imposing it, when forecasting, and that the ML estimator is preferred.
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| 6. |
- Andersson, Michael K., et al.
(författare)
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Power and bias of likelihood based inference in the cointegration model under fractional cointegration
- 1999
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Ingår i: Economics Letters. - : Elsevier. - 0165-1765. ; 65:2, s. 143-147
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Tidskriftsartikel (övrigt vetenskapligt/konstnärligt)abstract
- This paper investigates how fractional cointegration affects the common maximum likelihood cointegration procedure. It is shown that the likelihood ratio test of no cointegration has considerable power against fractional alternatives. In contrast to the case of a cointegrated system, the usual maximum likelihood estimator gives severely biased estimates of the long-run relation under fractional cointegration. This suggests that the standard likelihood approach should be used with caution and that a test to separate fractionally cointegrated series from series that are cointegrated of an integer order should be executed prior to estimation.
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| 7. |
- Andersson, Michael K., et al.
(författare)
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Robust testing for fractional integration using the bootstrap
- 1998
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Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- Asymptotic tests for fractional integration are usually badly sized in small samples, even for normally distributed processes. Furthermore, tests that are well-sized (under normality) may be seriously distorted by non-normalities and ARCH errors. This paper demonstrates how the bootstrap can be implemented to correct for such size distortions. It is shown that a well-designed bootstrap test based on the MRR and GPH tests is exact, and that a procedure based on the REG test is nearly exact. Ort, förlag, år, upplaga, sidor
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| 8. |
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| 9. |
- Lindberg, A. Michael, et al.
(författare)
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Echovirus 5 : infectious transcripts and complete nucleotide sequence from uncloned cDNA
- 1999
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Ingår i: Virus Research. - 0168-1702. ; 59:1, s. 75-87
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Tidskriftsartikel (refereegranskat)abstract
- Echovirus 5 (EV5) may be isolated from various neurological and exanthematic diseases. To determine the relationship of EV5 to other enteroviruses and for studies of its interactions with the target cell, the complete nucleotide sequence of EV5 was determined. Three overlapping fragments, collectively representing the complete genome, were amplified with RT–PCR and sequenced. Analysis of the EV5 sequence revealed a typical enterovirus-like organization of the genome. To verify that the cDNA generated sequence was derived from infectious viruses, complete EV5 genomes were amplified in one amplicon by long distance PCR. Transfection of in vitro transcribed RNA from these amplicons into cell cultures resulted in replicating EV5. Comparison of the overall nucleotide and amino acid sequences demonstrates that EV5 can be regarded as a coxsackievirus B-like enterovirus. Variable sequences between EV5 and the well characterized coxsackievirus B3 (CVB3) are for the most part observed for amino acid residues that correspond to exposed sequences in the CVB3 capsid. This observation indicates that the reported EV5 strain recently diverged from group B coxsackieviruses.
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