Naval Postgraduate School

About: Naval Postgraduate School is a education organization based out in Monterey, California, United States. It is known for research contribution in the topics: Tropical cyclone & Nonlinear system. The organization has 5246 authors who have published 11614 publications receiving 298300 citations. The organization is also known as: NPS & U.S. Naval Postgraduate School.

Quantile Estimation in Dependent Sequences

Abstract: Standard nonparametric estimators of quantiles based on order statistics can be used not only when the data are i.i.d., but also when the data are drawn from a stationary, I•-mixing process of continuous random variables. However, when the random variables are highly positively correlated, the sample sizes needed for estimating extreme quantiles become computationally unmanageable. This paper gives a practical scheme, based on a maximum transformation in a two-way layout of the data, that reduces the sample size sufficiently to allow an experimenter to obtain a point estimate of an extreme quantile. The paper gives three schemes that lead to confidence interval estimates for the quantile. One uses a spectral analysis of the reduced sample. The other two, averaged group quantiles and nested group quantiles, are extensions of the method of batched means to quantile estimation. These two schemes give even greater data compaction than the first scheme. None of the schemes requires that the process being simulated is regenerative.

Clear-sky closure studies of lower tropospheric aerosol and water vapor during ACE-2 using airborne sunphotometer, airborne in-situ, space-borne, and ground-based measurements

Abstract: We report on clear-sky column closure experiments (CLEARCOLUMN) performed in the Canary Islands during the second Aerosol Characterization Experiment (ACE-2) in June/July 1997. We present CLEARCOLUMN results obtained by combining airborne sunphotometer and in-situ (optical particle counter, nephelometer, and absorption photometer) measurements taken aboard the Pelican aircraft, space-borne NOAA/AVHRR data and ground-based lidar and sunphotometer measurements. During both days discussed here, vertical profiles flown in cloud-free air masses revealed 3 distinctly diVerent layers: a marine boundary layer (MBL) with varying pollution levels, an elevated dust layer, and a very clean layer between the MBL and the dust layer. A key result of this study is the achievement of closure between extinction or layer aerosol optical depth (AOD) computed from continuous in-situ aerosol size-distributions and composition and those measured with the airborne sunphotometer. In the dust, the agreement in layer AOD (l=380‐1060 nm) is 3‐8%. In the MBL there is a tendency for the in-situ results to be slightly lower than the sunphotometer measurements (10‐17% at l=525 nm), but these diVerences are within the combined error bars of the measurements and computations.

The Consistent Shapley Value for Games without Side Payments

Abstract: In [Maschler and Owen, 1989], a new generalization of the Shapley value for a class of NTU games was introduced. The motivation was a desire to preserve as much as possible the consistency property of the Shapley value for TU games, in the sense of [Hart and Mas-Colell, 1989]. It turned out that the new value resulted from an intuitive dynamic process which was interesting also for the class of TU games. Unfortunately, the class of NTU games was quite narrow; namely, the class of hyperplane games. The purpose of this paper is to extend the definition to the general class of NTU games, whose coalition functions satisfy (essentially) the usual requirements.

Shifting production bottlenecks: causes, cures, and conundrums

Abstract: We examine the phenomenon of shifting production bottlenecks from an analytic perspective. We quantify the propensity of a work center to be a bottleneck, defined as maximal queue length, using a simple Jackson production network model. Comparison of the analytic model against an empirical simulation-based model shows that the two are in good agreement. A scalar measure of bottleneck shiftiness is proposed and used to investigate several policies for mitigating shiftiness. Simulation experiments show that several commonly observed managerial policies for coping with shifting bottlenecks actually increase shiftiness, but that shiftiness declines when the capacity of nonbottleneck resources is increased.