Publications by authors named "Zongli Dai"

Amid the epidemic outbreaks such as COVID-19, a large number of patients occupy inpatient and intensive care unit (ICU) beds, thereby making the availability of beds uncertain and scarce. Thus, elective surgery scheduling not only needs to deal with the uncertainty of the surgery duration and length of stay in the ward, but also the uncertainty in demand for ICU and inpatient beds. We model this surgery scheduling problem with uncertainty and propose an effective algorithm that minimizes the operating room overtime cost, bed shortage cost, and patient waiting cost.

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During the COVID-19 period, randomly arrived patients flooded into the hospital, which caused staffing beds to be occupied. Then, elective surgeries could not be carried out timely. It not only affects the health of patients but also affects hospital income.

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Operating Room (OR) management has been among the mainstream of hospital management research, as ORs are commonly considered as one of the most critical and expensive resources. The complicated connection and interplay between ORs and their upstream and downstream units has recently attracted research attention to focus more on allocating medical resources efficiently for the sake of a balanced coordination. As a critical step, surgical scheduling in the presence of uncertain surgery durations is pivotal but rather challenging since a patient cannot be hospitalized if a recovery bed will not be available to accommodate the admission.

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In time series forecasting, information presentation directly affects prediction efficiency. Most existing time series forecasting models follow logical rules according to the relationships between neighboring states, without considering the inconsistency of fluctuations for a related period. In this paper, we propose a new perspective to study the problem of prediction, in which inconsistency is quantified and regarded as a key characteristic of prediction rules.

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Most existing high-order prediction models abstract logical rules that are based on historical discrete states without considering historical inconsistency and fluctuation trends. In fact, these two characteristics are important for describing historical fluctuations. This paper proposes a model based on logical rules abstracted from historical dynamic fluctuation trends and the corresponding inconsistencies.

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In this paper, we propose a hybrid method to forecast the stock prices called High-order-fuzzy-fluctuation-Trends-based Back Propagation(HTBP)Neural Network model. First, we compare each value of the historical training data with the previous day's value to obtain a fluctuation trend time series (FTTS). On this basis, the FTTS blur into fuzzy time series (FFTS) based on the fluctuation of the increasing, equality, decreasing amplitude and direction.

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