We investigate the daily share prices of the Nikkei 225 stock index to identify jump times of the stock index using a jump diffusion model, which consists of the Black-Scholes model with stochastic volatility and a compound Poisson process. Since the data of daily share prices of the Nikkei 225 stock index are observed at discrete times, it is difficult to find real jump times from the data. In this paper, we consider how to separate jump times from the observed times. The volatility of the stock index is estimated by the historical volatility from the observation of daily share prices. We also refer to the number of daily share prices for historical volatility and show that the number is essential for the accuracy of identifying of jump times.

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The purpose of this study is to clarify the relationship between whole body posture and touch panel operation method. Posture and physical load were evaluated by examining joint angles, joint torques, and lower back compression. The methods employed for touch panel operation were as follows: pushing only one button on the panel (one-push method) and pushing ten buttons on the panel (ten-push method). The conditions for touch panels were the height of the touch panel (shoulder, knee, and waist heights) and the angle of the touch panel (horizontal and vertical settings). The results showed that the touch panel operation method was more effective with the panel mounted at shoulder and knee heights than at waist height. With the panel mounted at shoulder height, the subjects adopted a posture with the neck flexed forward and the shoulder abducted more in the ten-push method than in the one-push method. The neck torque was larger in the ten-push method than in the one-push method, while upper limb torques in both the pushing methods did not show a significant difference. With the panel mounted at waist height, the subjects adopted a posture with the trunk inclined in the one-push method when the touch panel was vertically mounted, although there was no significant difference between the two pushing methods. With the panel mounted vertically at knee height, the subjects adopted a forward-bending posture in the one-push method. With similar mounting conditions, in the ten-push method, the subjects tended to adopt a squat posture with less trunk inclination: therefore, the upper limb load was higher and lower back compression and neck load were lower in the ten-push method than in the one-push method.

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Recently, the dynamic MTS/MTO hybrid system, which is compatible for both make-to-stock (MTS) and make-to-order (MTO) in common facilities, has been developed and analyzed. This system introduces two types of machines: MTS-dedicated machines and hybrid machines that can be switched between MTS and MTO production flexibly depending on the situation. On the other hand, demand from customers can be classified into two classes: one is priority demand, which has long agreement and high stockout cost, and the other is ordinary demand, which is stochastic demand and has a low stockout cost. In this paper, for a dynamic MTS/MTO hybrid system with two classes of MTS demand, we proposed a flexible service policy where ordinary demand is accepted only with a priority rate. The system was analyzed utilizing Markov analysis with state transition diagrams, and the performance, such as system operating cost and number of MTO waiting customers (MTO queue length) were calculated. The results of numerical experiments showed that system performance was improved by utilizing the proposed policy.

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We have developed a system for supporting work posture design in conformity with the requirements of the OWAS. The system succeeded in redesigning work posture and reducing workload, but has the drawback that redesigning increases work operations and consequently prolongs work time. The conceivable measures taken against the drawback are to have a system user wear a work-assisting tool and decrease workload without increasing work operations. The OWAS, however, does not assume the system user wears the work-assisting tool. Accordingly, the present study proposes a method that quantitatively measures a decrease in workload and enables the workload to be assessed in conformity with the OWAS if the system user wears the work-assisting tool. First, we define the biomechanical model of trunk flexion and estimate the lumber load. Next, the subjects experiment evaluates the muscle load in erector spinae muscles. Then, the reduction in muscle load as the result of wearing the work-assisting tool is estimated. Furthermore, the result of the biomechanical model and subjects experiment leads to a formula between muscle load in erector spinae muscles and trunk flexion torque. Using the above result, we estimate the support torque given by the work-assisting tool and formulate the back posture code in the OWAS according to the biomechanical model of trunk flexion torque. In addition, the proposed method is implemented in the present system and the usefulness of the method is examined in application examples.

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To expedite the identification of a machine failure causes, this paper proposes a work instruction method based on expected value of working hours to identify the failure cause. Failure cause identification generally includes two types of work, which are diagnosis to narrow down the candidates of failure causes and confirmation to identify the actual failure cause. In this paper, a structure of interrelations among the works is modeled using a graphical model, on whose nodes working hours, probabilities concerning failure cause existence, and reliabilities concerning diagnostic results are defined. In the proposed methods, the graphical model is divided into small groups to reduce computational complexity. An optimal work instruction is decided to minimize the expected value of working hours for each group. After instructed work has been executed, the remaining work instructions, including the next optimal work, are updated. The method was evaluated using Monte Carlo simulation, in which actual failure causes and results of diagnostic work are decided with random numbers under defined probabilities and reliabilities. In the evaluation, the proposed method is compared with conventional methods that follow a flow chart of failure cause identification and instruct only the confirmation work with the expected value of working hours. As a result, it was confirmed that failure cause identification working hours of the proposed method are shorter than those of the conventional methods.

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The purpose of this study is to clarify the relationship between whole body posture and types of pushing task. We evaluated whole body posture and physical workload on various body parts for each pushing condition. There were 12 total experimental conditions and the materials handled were arranged for each pushing condition. The types of pushing task were set at two different levels (instantaneous and continuous). The pushing direction was set at two different levels (forward and downward). The height of the material was set at three different levels (knee, waist and shoulder). The result showed that the effect of the types of pushing task was greater at knee height than waist and shoulder heights. In the continuous task at knee height, subjects tend ed to take a squat posture during forward pushing task unlike that in the instantaneous task. Under the same condition, subjects flexed knee joint and then inclined the upper-body trunk. The relationship between whole body posture and pushing direction was not clear; however, the relationship between pushing direction and physical workload was clearly shown. The result showed that lower back compression was high during downward pushing, and the elbow and shoulder joint torque was high during forward pushing. At shoulder height, subjects tended to push using upper limb movement without trunk inclination and knee flexion. At knee height, subjects took a squatting or forward-bending posture. The pushing force was higher at knee height than shoulder height. In the instantaneous task, the pushing force was higher than that in continuous task by 20 N, and the lower back compression and upper limb joint torque was greater than that during continuous pushing.

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The importance of employee satisfaction concerning supply of good service has been widely recognized. To enhance both employee satisfaction and service quality, investigation of employee satisfaction and clarification of its structure are required. This paper analyzes employee satisfaction in restaurant services; a Japanese cuisine restaurant chain located in Japan is selected as the analytical target. In the restaurants, there are various types of employees and each employee is also required to have specific skills and techniques in each contact point according to his/her working position. Furthermore, service production in the restaurant is done in a labor-intensive manner; staff who work on the service floor provide their service face-to-face with customers. In the kitchen, service operations still include many hand-made processes that create value. Hence, the working conditions of the staff may possibly influence their provision of service. This study conducts a questionnaire for restaurant staff. An employee satisfaction model is proposed considering customer-oriented motivations and contact points in their service provision processes. Difference of satisfaction structures are discussed using correlation analysis and covariance structure analysis among kitchen staff, floor staff, and washing and pantry staff based on the results of the questionnaire.

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