Belen Martin-Barragan's research while affiliated with The University of Edinburgh and other places

Publications (15)

Preprint
Electric road systems (ERS) are roads that allow compatible vehicles to be powered by grid electricity while in transit, reducing the need for stopping to recharge electric batteries. We investigate how this technology can affect routing and delivery decisions for hybrid heavy good vehicles (HGVs) travelling on a ERS network to support the demand o...
Article
In 2016, the British government acknowledged the importance of reducing antimicrobial prescriptions to avoid the long-term harmful effects of overprescription. Prescription needs are highly dependent on the factors that have a spatiotemporal component, such as bacterial outbreaks and urban densities. In this context, density-based clustering algori...
Article
Full-text available
It is well known that outliers can affect both the estimation of parameters and volatilities when fitting a univariate GARCH-type model. Similar biases and impacts are expected to be found on correlation dynamics in the context of multivariate time series. We study the impact of outliers on the estimation of correlations when fitting multivariate G...
Preprint
Full-text available
In 2016 the British government acknowledged the importance of reducing antimicrobial prescriptions in order to avoid the long-term harmful effects of over-prescription. Prescription needs are highly dependent on factors that have a spatio-temporal component, such as the presence of a bacterial outbreak and the population density. In this context, d...
Preprint
This paper considers the periodic-review nonstationary stochastic joint replenishment problem (JRP) under Bookbinder and Tan's static-dynamic uncertainty control policy. According to a static-dynamic uncertainty control rule, the decision maker fixes timing of replenishments once and for all at the beginning of the planning horizon, inventory posit...
Preprint
This paper considers the single-item single-stocking non-stationary stochastic lot-sizing problem under correlated demand. By operating under a nonstationary (R, S) policy, in which R denote the reorder period and S the associated order-up-to-level, we introduce a mixed integer linear programming (MILP) model which can be easily implemented by usin...
Article
Full-text available
In this paper, we study the single-item single-stocking location non-stationary stochastic lot sizing problem for a perishable product. We consider fixed and proportional ordering cost, holding cost and penalty cost. The item features a limited shelf life, therefore we also take into account a variable cost of disposal. We derive exact analytical e...
Article
In this work we investigate opportunities offered by telematics and analytics to enable better informed, and more integrated, collaborative management decisions on construction sites. We focus on efficient refuelling of assets across construction sites. More specifically, we develop decision support models that, by leveraging data supplied by diffe...
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Full-text available
This paper addresses the single-item single-stocking location stochastic lot sizing problem under the $(s, S) $ policy. We first present a mixed integer non-linear programming (MINLP) formulation for determining near-optimal $(s, S)$ policy parameters. To tackle larger instances, we then combine the previously introduced MINLP model and a binary se...
Article
In a global economy, shocks occurring in one market can spill over to other markets. This paper investigates the impact of oil shocks and stock market crashes on correlations between stock and oil markets. We test changes in correlations for different time scales with non-overlapping confidence intervals based on estimated wavelet correlations. Our...
Article
Functional boxplot is an attractive technique to visualize data that come from functions. We propose an alternative to the functional boxplot based on depth measures. Our proposal generalizes the usual construction of the box-plot in one dimension related to the down-upward orderings of the data by considering two intuitive pre-orders in the functi...
Preprint
Full-text available
Outliers of moderate magnitude cause large changes in financial time series of prices and returns and affect both the estimation of parameters and volatilities when fitting a GARCH-type model. The multivariate setting is still to be studied, but similar biases and impacts on correlation dynamics are believed to exist. The accurate estimation of the...
Chapter
This work analyses the impact of additive level outliers in multivariate time series. Our proposal is to extend the procedure by Grané and Veiga (Comput Stat Data Anal 54:2580–2593, 2010) to the context of Multivariate GARCH models by considering random-projections of multivariate residuals. The effectiveness of this new procedure is evaluated thro...
Article
Support Vector Machines (SVMs) is known to be a powerful nonparametric classification technique even for high-dimensional data. Although predictive ability is important, obtaining an easy-to-interpret classifier is also crucial in many applications. Linear SVM provides a classifier based on a linear score. In the case of functional data, the coeffi...
Article
Full-text available
Resumen En estas páginas se describen algunas conexiones entre algunos métodos de Clasificación Supervisada (Máquinas de Vector de Apoyo, Vecinos Más Cercanos) y ciertos problemas de Localización.

Citations

... and T = 240 than the robust alternative presented in this section, and slightly better when T = 60. Alternative multivariate outlier detection procedures such as those proposed by Galeano et al. (2006), Grané et al. (2019), and Alonso et al. (2020) could also provide good results, but were not implemented. ...
... VI. APPLICATIONS Besides Scarf's stochastic lot sizing model [9] presented in the previous section, which is available in package jsdp.app.lotsizing, the library features further sample applications in stochastic inventory control (package jsdp.app.inventory), an application in maintenance scheduling (package jsdp.app.maintenance), an application in stochastic optimal control (Constrained Linear Quadratic Gaussian Problem [11], package jsdp.app.clqg), and an application in stochastic vehicle routing [10] (package jsdp.app.routing). ...
... Here we introduce the first-order loss function and its complementary, to capture penalty and holding costs, respectively, which play key roles in inventory control [Silver et al., 1998]. Recent applications of loss functions in inventory control involve works by Rossi et al. [2014], Rossi et al. [2015] and Xiang et al. [2018]. And based on these works, loss function and its complementary can be approximated by two piecewise linear functions, and it leads to a linear programming ( , 1988]; this conclusion also applies to our problem. ...
... Chua et al. [14] decide whether and how much to discount items using dynamic programming. Others solve problems with perishable inventory by incorporating partial information [19], uncertain demands [26,34], or time delays happening in the supply chain [18]. Nguyen and Chen [43,44] build a MIP model and consider perishability and stockouts in an inventory model setting. ...
... FPCA is based on the well known Karhunen-Loève expansion introduced by [28,30]. FDA techniques have been successfully applied in chemistry, physics, engineering and mathematics, including many other interdisciplinary areas [5,20,24,54] [ 10,31,32,37]. ...
... Moreover, Filis et al. (2011) and Jammazi (2012a) report a dynamic effect of the oil price on the equity market. Similarly, Martín-Barragán et al. (2015) find that the correlation between the oil and stock market is dynamic. While the correlation is insignificant during normal times, it becomes significant due to a shock from either the oil market or stock market or both. ...
... SVM makes it possible to make predictions based on an important parameter which is the function of the kernel [35]. SVM contains several types of the kernel but the most commonly used are linear, polynomial and radial (RBF) kernel [36]. ...