Inference on a structural break in trend with fractionally integrated errors

Perron and Zhu (2005) established the consistency, convergence rate and limiting distributions of parameter estimates in time trends with a change in slope with or without a concurrent level change for the cases with I(1) or I(0) errors. We extend their analysis to the general case of fractionally integrated errors with memory parameter d∗. Our results uncover interesting features; e.g., with a level shift allowed, the convergence rate for the break date estimate is the same for all d∗∈(−0.5,0.5). In other cases, it is decreasing as d∗ increases. We also provide results about the so-called spurious break issue

Generalized Functional Additive Mixed Models

We propose a comprehensive framework for additive regression models for non-Gaussian functional responses, allowing for multiple (partially) nested or crossed functional random effects with flexible correlation structures for, e.g., spatial, temporal, or longitudinal functional data as well as linear and nonlinear effects of functional and scalar covariates that may vary smoothly over the index of the functional response. Our implementation handles functional responses from any exponential family distribution as well as many others like Beta- or scaled non-central $t$-distributions. Development is motivated by and evaluated on an application to large-scale longitudinal feeding records of pigs. Results in extensive simulation studies as well as replications of two previously published simulation studies for generalized functional mixed models demonstrate the good performance of our proposal. The approach is implemented in well-documented open source software in the "pffr()" function in R-package "refund"

Constant-time cost evaluation for behavioral partitioning

Given a system behavioral specification, partitioning can be used to distribute among chips the processes, procedures, and storage elements that comprise the specification. We introduce a technique for constant-time recomputation of pin, area, and execution-time estimates for a behavioral partitioning move. The technique permits fast, accurate estimations of a large number of partitionings, thus enabling better results than approaches which attain tractable computation time by using gross estimates or less thorough partitioning algorithms. The key to our technique is the isolation and extraction before partitioning of the basic design attributes needed for estimation, and the updating of this information in constant-time for each move. The estimation models are almost as detailed as those presented in previous estimation approaches not intended for constant-time update. The results we provide indicate the speed and practicality of our estimation approach in conjunction with sophisticated partitioning algorithms

Progress in large-shared projects : method for forecasting and optimizing project duration in a distributed project

In large-shared projects, it is still difficult to measure progress due to the complexities involved, because the realization is shared among departments of a company or among companies in the world. Project management and operations research literature is reviewed for discovering various techniques applicable. Widely used tools for progress measurement and forecasting, such as Earned Value Analysis, Progress Plot, Milestone and Resource slip charts, concurrent engineering, can be employed. This paper is based on a problem of pharmaceutical industry where the effectiveness of a certain medical treatment is examined on patients in a number of countries. The number of variables involved increase the complexity of this problem. The main objective is to analyze the effectiveness of a solution in different situations during the project such that a better project duration and a lower cost can be achieved. Our findings suggest that reallocation of patients among countries produces better results in terms of progress