H. Ittmann, Jenny P. Holloway, Nontembeko Dudeni-Tlhone
General elections are held every five years in South Africa. During the 12 to 24 hour period after the close of the voting booths, the expected final results are of huge interest to the electorate and politicians. In the past, the Council for Scientific and Industrial Research (CSIR) has developed an election forecasting model in order to provide the media and political analysts with forecasts of the final results during this period of peak interest. In formulating this model, which forecasts the election results as the results from voting districts (VDs) become available, some assumptions had to be made. In particular, assumptions were made about the clustering of previous voting patterns as well as the order in which VD results are released. This election forecasting model had been used successfully for a number of elections in the past and in these previous elections, with around 5%-10% of the results available, the predictions produced by the model were very close to the final outcome, particularly for the ANC, being the largest party. For the 2014 national election, however, the predictions, with close to 50% of the voting district results known (equivalent to an estimated 40% of the total votes), were still not accurate and varied by more than 1% for both the ANC and the EFF. This paper outlines a post-election analysis to determine the reasons for these discrepancies and how they relate directly to the model assumptions. The aim is to highlight how practical realities can affect the assumptions and consequently their impact on the forecasted results. Reference is made to previous election forecasts and the 2014 post-election analysis is presented.
{"title":"2014 Election forecast - a post-election analysis","authors":"H. Ittmann, Jenny P. Holloway, Nontembeko Dudeni-Tlhone","doi":"10.5784/33-1-567","DOIUrl":"https://doi.org/10.5784/33-1-567","url":null,"abstract":"General elections are held every five years in South Africa. During the 12 to 24 hour period after the close of the voting booths, the expected final results are of huge interest to the electorate and politicians. In the past, the Council for Scientific and Industrial Research (CSIR) has developed an election forecasting model in order to provide the media and political analysts with forecasts of the final results during this period of peak interest. In formulating this model, which forecasts the election results as the results from voting districts (VDs) become available, some assumptions had to be made. In particular, assumptions were made about the clustering of previous voting patterns as well as the order in which VD results are released. This election forecasting model had been used successfully for a number of elections in the past and in these previous elections, with around 5%-10% of the results available, the predictions produced by the model were very close to the final outcome, particularly for the ANC, being the largest party. For the 2014 national election, however, the predictions, with close to 50% of the voting district results known (equivalent to an estimated 40% of the total votes), were still not accurate and varied by more than 1% for both the ANC and the EFF. This paper outlines a post-election analysis to determine the reasons for these discrepancies and how they relate directly to the model assumptions. The aim is to highlight how practical realities can affect the assumptions and consequently their impact on the forecasted results. Reference is made to previous election forecasts and the 2014 post-election analysis is presented.","PeriodicalId":30587,"journal":{"name":"ORiON","volume":"5 1","pages":"35-55"},"PeriodicalIF":0.0,"publicationDate":"2017-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81420659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The resource constrained scheduling problem involves the scheduling of a number of activities over time, where each activity consumes one or more resources per time period. For a feasible solution to exist, the total resource consumption per time period must not exceed the available resources. In addition, the order in which activities may be scheduled is determined by a precedence graph. In this paper, valid inequalities proposed for the resource flow-based formulation in previous studies are investigated to determine what effect they may have on computing times. It is shown empirically that improved computing times may be obtained if these valid inequalities are, in fact, omitted from the resource ow-based formulation. In addition, a heuristic is proposed for the generation of initial starting solutions and for estimating the extent of the scheduling horizon which, in turn, is required to calculate the latest starting times of activities. The computational results are based on well-known problem test instances as well as new randomly generated problem instances. Keywords: Scheduling, mixed integer linear programming, valid inequalities
{"title":"A note on flow-based formulations for solving resource constrained scheduling problems","authors":"S. Terblanche, Jh van Vuuren","doi":"10.5784/33-1-555","DOIUrl":"https://doi.org/10.5784/33-1-555","url":null,"abstract":"The resource constrained scheduling problem involves the scheduling of a number of activities over time, where each activity consumes one or more resources per time period. For a feasible solution to exist, the total resource consumption per time period must not exceed the available resources. In addition, the order in which activities may be scheduled is determined by a precedence graph. In this paper, valid inequalities proposed for the resource flow-based formulation in previous studies are investigated to determine what effect they may have on computing times. It is shown empirically that improved computing times may be obtained if these valid inequalities are, in fact, omitted from the resource ow-based formulation. In addition, a heuristic is proposed for the generation of initial starting solutions and for estimating the extent of the scheduling horizon which, in turn, is required to calculate the latest starting times of activities. The computational results are based on well-known problem test instances as well as new randomly generated problem instances. Keywords: Scheduling, mixed integer linear programming, valid inequalities","PeriodicalId":30587,"journal":{"name":"ORiON","volume":"21 1","pages":"21-34"},"PeriodicalIF":0.0,"publicationDate":"2017-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86483068","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Reinforcement Learning (RL) is a powerful technique to develop intelligent agents in the field of Artificial Intelligence (AI). This paper proposes a new RL algorithm called the Temporal-Difference value iteration algorithm with state-value functions and presents applications of this algorithm to the decision-making problems challenged in the RoboCup Small Size League (SSL) domain. Six scenarios were defined to develop shooting skills for an SSL soccer robot in various situations using the proposed algorithm. Furthermore, an Artificial Neural Network (ANN) model, namely Multi-Layer Perceptron (MLP) was used as a function approximator in each application. The experimental results showed that the proposed RL algorithm had effectively trained the RL agent to acquire good shooting skills. The RL agent showed good performance under specified experimental conditions.
{"title":"New reinforcement learning algorithm for robot soccer","authors":"M. Yoon, J. Bekker, Steve Kroon","doi":"10.5784/33-1-542","DOIUrl":"https://doi.org/10.5784/33-1-542","url":null,"abstract":"Reinforcement Learning (RL) is a powerful technique to develop intelligent agents in the field of Artificial Intelligence (AI). This paper proposes a new RL algorithm called the Temporal-Difference value iteration algorithm with state-value functions and presents applications of this algorithm to the decision-making problems challenged in the RoboCup Small Size League (SSL) domain. Six scenarios were defined to develop shooting skills for an SSL soccer robot in various situations using the proposed algorithm. Furthermore, an Artificial Neural Network (ANN) model, namely Multi-Layer Perceptron (MLP) was used as a function approximator in each application. The experimental results showed that the proposed RL algorithm had effectively trained the RL agent to acquire good shooting skills. The RL agent showed good performance under specified experimental conditions.","PeriodicalId":30587,"journal":{"name":"ORiON","volume":"158 1","pages":"1-20"},"PeriodicalIF":0.0,"publicationDate":"2017-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73461339","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The education system in South Africa finds itself in a dismal position. Existing research reports and general news bulletins suggest that schools in South Africa suffer from a general lack of efficiency measures and therefore underperform in comparison with those in other countries. This paper proposes a class-ranking technique as a means to evaluate schools. The technique implements Pareto optimality principles and utilises a mathematical model that is based on output variables (e.g. pass rates) only. The model also provides for the construction of a step-by-step improvement plan for underperforming schools. The suggested framework was applied to 54 secondary schools in one of the four major municipal districts in the North West province of South Africa. Results are contrasted with the application of an ordinary DEA model that is based on input and output variables and showed that the suggested approach offers a more reliable alternative to evaluate, monitor and improve the performance of schools ranked as inefficient.
{"title":"Class ranking of secondary schools in the North West province of South Africa","authors":"G. Kent, H. Kruger, J. Toit","doi":"10.5784/32-2-570","DOIUrl":"https://doi.org/10.5784/32-2-570","url":null,"abstract":"The education system in South Africa finds itself in a dismal position. Existing research reports and general news bulletins suggest that schools in South Africa suffer from a general lack of efficiency measures and therefore underperform in comparison with those in other countries. This paper proposes a class-ranking technique as a means to evaluate schools. The technique implements Pareto optimality principles and utilises a mathematical model that is based on output variables (e.g. pass rates) only. The model also provides for the construction of a step-by-step improvement plan for underperforming schools. The suggested framework was applied to 54 secondary schools in one of the four major municipal districts in the North West province of South Africa. Results are contrasted with the application of an ordinary DEA model that is based on input and output variables and showed that the suggested approach offers a more reliable alternative to evaluate, monitor and improve the performance of schools ranked as inefficient.","PeriodicalId":30587,"journal":{"name":"ORiON","volume":"23 1","pages":"123-146"},"PeriodicalIF":0.0,"publicationDate":"2016-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73482359","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper focuses on a manpower system with a fixed number of jobs that uses both permanent and temporary staff. The dynamics of workforce-mix in such a system is modelled as an optimal control problem. The objective is to find the most economical workforce-mix for the manpower system, subject to the fluctuations in workforce caused by wastage and the hiring of temporary staff. The fluctuations in the workforce-mix are modelled using a model similar to the Vidale-Wolfe advertising model. The solution is found by applying Pontryagin's principle, and a number of resulting propositions are presented along with their proofs. A real-life manpower setting is used to illustrate the utility of the model.
{"title":"On the dynamics of workforce-mix in a manpower system","authors":"V. Ekhosuehi","doi":"10.5784/32-2-534","DOIUrl":"https://doi.org/10.5784/32-2-534","url":null,"abstract":"This paper focuses on a manpower system with a fixed number of jobs that uses both permanent and temporary staff. The dynamics of workforce-mix in such a system is modelled as an optimal control problem. The objective is to find the most economical workforce-mix for the manpower system, subject to the fluctuations in workforce caused by wastage and the hiring of temporary staff. The fluctuations in the workforce-mix are modelled using a model similar to the Vidale-Wolfe advertising model. The solution is found by applying Pontryagin's principle, and a number of resulting propositions are presented along with their proofs. A real-life manpower setting is used to illustrate the utility of the model.","PeriodicalId":30587,"journal":{"name":"ORiON","volume":"47 1","pages":"105-122"},"PeriodicalIF":0.0,"publicationDate":"2016-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85360656","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Editorial to Volume 32(2)","authors":"S. E. Visagie","doi":"10.5784/32-2-573","DOIUrl":"https://doi.org/10.5784/32-2-573","url":null,"abstract":"","PeriodicalId":30587,"journal":{"name":"ORiON","volume":"48 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2016-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88634344","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper a comparison of classical metaheuristic techniques over different sizes of petrochemical blending problems is presented. Three problems are taken from the literature and used for initial comparisons and parameter setting. A fourth instance of real world size is then introduced and the best performing algorithm of each type is then applied to it. Random search techniques, such as blind random search and local random search, deliver fair results for the smaller instances. Within the class of genetic algorithms the best results for all three problems were obtained using ranked fitness assignment with tournament selection. Good results are also obtained by means of continuous tabu search approaches. A simulated annealing approach also yielded fair results. Comparisons of the results for the different approaches shows that the tabu search technique delivers the best results with respect to solution quality and execution time for all of the three smaller problems under consideration. However, simulated annealing delivers the best result with respect to solution quality and execution time for the introduced real world size problem.
{"title":"On the solution of petrochemical blending problems with classical metaheuristics","authors":"L. Venter, S. E. Visagie","doi":"10.5784/32-2-520","DOIUrl":"https://doi.org/10.5784/32-2-520","url":null,"abstract":"In this paper a comparison of classical metaheuristic techniques over different sizes of petrochemical blending problems is presented. Three problems are taken from the literature and used for initial comparisons and parameter setting. A fourth instance of real world size is then introduced and the best performing algorithm of each type is then applied to it. Random search techniques, such as blind random search and local random search, deliver fair results for the smaller instances. Within the class of genetic algorithms the best results for all three problems were obtained using ranked fitness assignment with tournament selection. Good results are also obtained by means of continuous tabu search approaches. A simulated annealing approach also yielded fair results. Comparisons of the results for the different approaches shows that the tabu search technique delivers the best results with respect to solution quality and execution time for all of the three smaller problems under consideration. However, simulated annealing delivers the best result with respect to solution quality and execution time for the introduced real world size problem.","PeriodicalId":30587,"journal":{"name":"ORiON","volume":"17 1","pages":"79-104"},"PeriodicalIF":0.0,"publicationDate":"2016-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78389521","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Portfolios and indices that have been specifically constructed to have low risk attributes have received increasing interest in the recent international literature. It has been found that portfolios constructed by targeting low risk assets have predominantly outperformed portfolios constructed to have higher risks. This anomaly has led to renewed interest in constructing low volatility portfolios by practitioners. This study analyses a variety of low volatility portfolio construction methodologies using sectors as building blocks in the South African environment. The empirical results from back-testing these portfolios show significant promise in the South African setting when compared with a market capitalization-weighted benchmark. In the empirical analysis in the South African environment two techniques stand out as being superior low volatility construction techniques amongst the seven techniques assessed. Furthermore, the low volatility portfolios are blended with typical general equity portfolios (using the Shareholder-Weighted Index (SWIX) as a proxy). It was found that these blended portfolios have useful features which lead to enhanced performance and therefore can serve as effective portfolio strategies.
{"title":"Low volatility sector-based portfolios : a South African case","authors":"O. Oladele, D. Bradfield","doi":"10.5784/32-1-541","DOIUrl":"https://doi.org/10.5784/32-1-541","url":null,"abstract":"Portfolios and indices that have been specifically constructed to have low risk attributes have received increasing interest in the recent international literature. It has been found that portfolios constructed by targeting low risk assets have predominantly outperformed portfolios constructed to have higher risks. This anomaly has led to renewed interest in constructing low volatility portfolios by practitioners. This study analyses a variety of low volatility portfolio construction methodologies using sectors as building blocks in the South African environment. The empirical results from back-testing these portfolios show significant promise in the South African setting when compared with a market capitalization-weighted benchmark. In the empirical analysis in the South African environment two techniques stand out as being superior low volatility construction techniques amongst the seven techniques assessed. Furthermore, the low volatility portfolios are blended with typical general equity portfolios (using the Shareholder-Weighted Index (SWIX) as a proxy). It was found that these blended portfolios have useful features which lead to enhanced performance and therefore can serve as effective portfolio strategies.","PeriodicalId":30587,"journal":{"name":"ORiON","volume":"43 14","pages":"55-78"},"PeriodicalIF":0.0,"publicationDate":"2016-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72410153","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Editorial to Volume 32(1)","authors":"S. E. Visagie","doi":"10.5784/32-1-561","DOIUrl":"https://doi.org/10.5784/32-1-561","url":null,"abstract":"","PeriodicalId":30587,"journal":{"name":"ORiON","volume":"57 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2016-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77142452","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this article, a service facility inventory system with server interruptions and a nite number of sources are considered. The inventory is replenished according to ( s; S ) ordering policy. Using the matrix methods, the stationary distribution of the stock level, server status and waiting area level is obtained in the steady state case. The Laplace-Stieltjes transform of the waiting time of the tagged customer is derived. Many impartment system performance measures are derived and the total expected cost rate is computed under a suitable cost structure. The results are illustrated numerically. Keywords: Essential and optional service, inventory with service time, service interruption, repair, nite source
{"title":"A finite source perishable inventory system with second optional service and server interruptions","authors":"V. Yadavalli, K. Jeganathan","doi":"10.5784/32-1-528","DOIUrl":"https://doi.org/10.5784/32-1-528","url":null,"abstract":"In this article, a service facility inventory system with server interruptions and a nite number of sources are considered. The inventory is replenished according to ( s; S ) ordering policy. Using the matrix methods, the stationary distribution of the stock level, server status and waiting area level is obtained in the steady state case. The Laplace-Stieltjes transform of the waiting time of the tagged customer is derived. Many impartment system performance measures are derived and the total expected cost rate is computed under a suitable cost structure. The results are illustrated numerically. Keywords: Essential and optional service, inventory with service time, service interruption, repair, nite source","PeriodicalId":30587,"journal":{"name":"ORiON","volume":"73 1","pages":"23-53"},"PeriodicalIF":0.0,"publicationDate":"2016-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73900764","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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