Abstract
In this paper, we consider the single machine weighted tardiness scheduling problem with sequence-dependent setups. We present heuristic algorithms based on the beam search technique. These algorithms include classic beam search procedures, as well as the filtered and recovering variants. Previous beam search implementations use fixed beam and filter widths. We consider the usual fixed width algorithms, and develop new versions that use variable beam and filter widths. The computational results show that the beam search versions with a variable width are marginally superior to their fixed value counterparts, even when a lower average number of beam and filter nodes is used. The best results are given by the recovering beam search algorithms. For large problems, however, these procedures require excessive computation times. The priority beam search algorithms are much faster, and can therefore be used for the largest instances.

Abstract
In this paper, we present beam search heuristics for the single machine early/tardy scheduling problem with job-independent penalties, and no machine idle time. These heuristics include priority and detailed classic beam search algorithms, as well as filtered and recovering procedures. Three dispatching rules are considered as evaluation functions, in order to analyse the effect of different rules on the performance of the beam search heuristics. The computational results show that the performance of the beam search procedures does improve with the quality of the dispatching rule. The detailed and recovering algorithms clearly Outperform the best existing heuristic, and the improvement is particularly higher for the more difficult instances. The detailed beam search algorithm provides the best performance, and is recommended for small to medium size instances. For larger instances, however, this algorithm requires excessive computation times. The recovering beam search procedure is computationally more efficient, and is then the heuristic of choice for medium to large instances.

Abstract
Many time series encountered in practice are nonstationary, and instead are often generated from a process with a unit root. Because of the process of data collection or the practice of researchers, time series used in analysis and modeling are frequently obtained through temporal aggregation. As a result, the series used in testing for a unit root are often time series aggregates. In this paper, we study the effects of the use of aggregate time series on the Dickey-Fuller test for a unit root. We start by deriving a proper model for the aggregate series. Based on this model, we find the limiting distributions of the test statistics and illustrate how the tests are affected by the use of aggregate time series. The results show that those distributions shift to the right and that this effect increases with the order of aggregation, causing a strong impact both on the empirical significance level and on the power of the test. To correct this problem, we present tables of critical points appropriate for the tests based on aggregate time series and demonstrate their adequacy. Examples illustrate the conclusions of our analysis.

Abstract
We have been working on a model for the shallow-layer settler, in a mixer-settler system, which is able to describe the hydrodynamic phenomena of the transient state of a liquid-liquid system. The mathematical model used includes parameters of the drop transport process as well as of the drop-drop and drop-interface coalescence with the active interface. The most adequate values of these parameters are unknown. In order to tune the model parameters we have linked the mixer-settler simulation algorithm to an optimization procedure. Due to its simplicity and robustness we've used the Hooke-Jeeves optimization algorithm to fit these parameters to given experimental results. © 2008 Civil-Comp Press.

Abstract
This work considers a generalization of the INAR(1) model to the panel data first order Seemingly Unrelated INteger AutoRegressive Poisson model, SUINAR(1). It presents Bayesian and classical methodologies to estimate the parameters of Poisson SUINAR(1) model and to forecast future observations of the process. In particular, prediction intervals for forecasts - classical approach - and HPD prediction intervals - Bayesian approach - are derived. A simulation study is provided to give additional insight into the finite sample behaviour of the parameter estimates and forecasts.

Abstract
The characterisation and quantification of long-term sea-level variability is of considerable interest in a climate change context. Long time series from coastal tide gauges are particularly appropriate for this purpose. Long-term variability in tide gauge records is usually expressed through the linear slope resulting from the fit of a linear model to the time series, thus assuming that the generating process is deterministic with a short memory component. However, this assumption needs to be tested, since trend features can also be due to non-deterministic processes such as random walk or long range dependent processes, or even be driven by a combination of deterministic and stochastic processes. Specific methodology is therefore required to distinguish between a deterministic trend and stochastically-driven trend-like features in a time series. In this chapter, long-term sea-level variability is characterised through the application of (i) parametric statistical tests for stationarity, (ii) wavelet analysis for assessing scaling features, and (iii) generalised least squares for estimating deterministic trends. The results presented here for long tide gauge records in the North Atlantic show, despite some local coherency, profound differences in terms of the low frequency structure of these sea-level time series. These differences suggest that the long-term variations are reflecting mainly local/regional phenomena. © 2008 Springer-Verlag Berlin Heidelberg.