Statistical auditing of large-scale management information systems

In recent years many large government and commercial organizations have developed large-scale management information systems. During the early phases of any system development, questions are likely to be raised concerning the criteria of completeness and accuracy of the data. How to respond to these questions is difficult, and represents the general subject of this paper. In particular, this paper describes the application of statistical techniques, namely, various kinds of multivariate data analysis, to the problem of assessing the quality of a large-scale data collection system in the U. S. Navy. Results of using these techniques are described and indicate their usefulness as auditing procedures. While the discussion is placed in a particular context, the procedures should be of value for other large-scale information systems.     

Tree-search algorithms for quadratic assignment problems

Problems having the mathematical structure of a quadratic assignment problem are found in a diversity of contexts: by the economist in assigning a number of plants or indivisible operations to a number of different geographical locations; by the architect or indusatrial engineer in laying out activities, offices, or departments in a building; by the human engineer in arranging the indicators and controls in an operators control room; by the electronics engineer in laying out components on a backboard; by the computer systems engineer in arranging information in drum and disc storage; by the production scheduler in sequencing work through a production facility; and so on. In this paper we discuss several types of algorithms for solving such problems, presenting a unifying framework for some of the existing algorithms, and dcscribing some new algorithms. All of the algorithms discussed proceed first to a feasible solution and then to better and better feasible solutions, until ultimately one is discovered which is shown to be optimal.     

Insurance type item provisioning guidelines

Policy decisions for insurance type items, where zero or one unit is maintained at the depot, are more difficult and more critical than decisions for common supply items. This report presents results of developing initial provisioning guidelines for insurance type items. The guidelines are based on examination of lifetime costs and benefits. Costs of stocking an item as compared with not stocking are developed through a sinking fund annual payment formulation. Benefits of stocking are developed as stationary reduction in time weighted backorders experienced. A resource allocation formulation yields an optimal policy for allocating a fixed budget. The guideline is presented with refinements based on a sample of items. A figure of merit is calculated for each item, and if it is large the item is stocked while if small it is not stocked. Empirical definitions for large and small are developed based on sample data. Estimation techniques are discussed for deriving all of an item's parameters needed to compute its figure of merit. A Bayes procedure is suggested based on family group Experienced Demand Replacement Factors. This and other techniques are discussed.     

Dynamic multiattribute models for mixed manpower systems

This paper reviews a wide variety of manpower and personnel models of the goal programming variety. This is done from a strategy-oriented point of view addressing the problems of interest for immediate implementation as well as basic problems of manpower model research development. Particular emphasis in this paper is concerned with how analytical models can be brought to bear on the problems of combining military and civilian manpower into one management system. This includes a discussion of the computer support arrangements necessary to implement the models. First, we discuss an extension of multilevel models to provide an integrated approach to program planning which includes the dynamics of the manpower requirements-inventory relationships of mixed military-civilian manpower systems. Then, focus is given to some of the potential Navy applications particularly in terms of ways the outputs from the global multilevel model might be interfaced with assignment models for operational planning. The paper concludes with a discussion of static and dynamic multiattribute assignment models which operate on the individual man-job matching level. It is at this level of detail that dynamic mixed manpower systems might be constructed for use in equal employment opportunity planning and for local organization design studies.     

An improved branch and bound procedure for n × m flow shop problems

This paper considers the classical nXm flow shop sequencing problem. An improved branch and bound procedure is proposed. Computational experience shows that the proposed procedure is more efficient compared to the existing optimizing procedures.     

A time dependent continuous review inventory model with compound poisson demand

We discuss a time dependent optimal ordering policy for a finite horizon inventory system for which the provision of service is essential and thus no stockout is allowed. It is assumed that the system can place an order at any point in time during the horizon when it cannot meet the customer's demand and that lead time is negligible. The demand is considered to be distributed as a compound Poisson process with known parameters and the functional equation approach of dynamic programming is used to formulate the objective function. An algorithm has been developed to obtain the solution for all the cases. In addition, analytical solutions of the basic equation under two limiting conditions are presented.     

Statistical analysis of very high-dimensional data sets of hierarchically structured binary variables with missing data: An application to marine corps readiness evaluations

The present analysis deals with very high-dimensional data sets, each one containing close to 900 binary variables. Each data set corresponds to an evaluation of one complex system. These data sets are characterized by large portions of missing data where, moreover, the unobserved variables are not the same in different evaluations. Thus, the problems which confront the statistical analysis are those of multivariate binary data analysis, where the number of variables is much larger than the sample size and in which missing data varies with the sample elements. The variables, however, are hierarchically structured and the problem of clustering variables to groups does not exist in the present study. In order to motivate the statistical problem under consideration, the Marine Corps Combat Readiness Evaluation System (MCCRES) is described for infantry battalions and then used for exposition. The present article provides a statistical model for data from MCCRES and develops estimation and prediction procedures which utilize the dependence structure. The E-M algorithm is applied to obtain maximum-likelihood estimates of the parameters of interest. Numerical examples illustrate the proposed methods.     

A new method to solve steady state queueing equations

There are a great number of queueing systems, including the M^X/M^Y/c, the Gl^X/M/c and the discrete Gl/G/1 queue in which the state probabilities are determined by repeated queue equations. This paper gives a simple, efficient and numerically stable algorithm to caiculate the state probabilities and measure of performance for such systems. The method avoids both complex arithmetric and matrix manipulations.