This paper deals with the prediction of time series with correlated errors at each time point using a Bayesian forecast approach based on the multivariate Holt–Winters model. Assuming that each of the univariate time series comes from the univariate Holt–Winters model, all of them sharing a...

This paper presents the Bayesian analysis of a general multivariate exponential smoothing model that allows us to forecast time series jointly, subject to correlated random disturbances. The general multivariate model, which can be formulated as a seemingly unrelated regression model, includes...

This paper presents a new possibilistic programming approach to the portfolio selection problem. It is based on two issues: the approximation of the rates of return on securities by means of fuzzy numbers of trapezoidal form, for which we use the interval-valued ex-pectation defined by Dubois...

Zimmermann (1978) proposed a fuzzy method for solving multiple objective decision problems whose main difficulty is in specifying the membership functions of the objectives. We have considered two different approaches to construct those membership functions that give rise to two algorithms for...

This paper presents the Bayesian analysis of a general multivariate exponential smoothing model that allows us to forecast time series jointly, subject to correlated random disturbances. The general multivariate model, which can be formulated as a seemingly unrelated regression model, includes...

This paper approaches a pickup and delivery problem with multiple vehicles in which LIFO conditions are imposed when performing loading and unloading operations and the route durations cannot exceed a given limit. We propose two mixed integer formulations of this problem and a heuristic...