One of the most widely available procedures packaged with CIS for the analysis of a Digital Elevation Model (DEM) is the identification of the viewable area, or the viewshed. The elevations recorded in the DEM do, however, contain error, and the USGS, for example, publishes a Root Mean Squared Error (RMSE) for each DEM. Research reported here assesses the uncertainty of locations being within a...

AIMS To examine the relationship between alcohol outlet density and violent crime controlling for neighbourhood sociostructural characteristics and the effects of spatially autocorrelated error. DESIGN The sample for this ecologic study comprised 188 census tracts from the City of Austin, Texas and 263 tracts from the City of San Antonio, Texas. Data pertaining to neighbourhood social structu...

independence of observations is a fundamental assumption in designing an x chart for individual observations. but unfortunately, the assumption of existence of independent data is not even approximately satisfied. in fact, there is one kind of autocorrelation in the data. this paper demonstrates, through simulating an ar(1) process, that the autocorrelation in the data has deep effect on x char...

We tested the hypothesis that temporally autocorrelated variation should increase the abundance of an inferior competitor sustained by immigration. Temporally autocorrelated variability can increase abundance of the inferior species through effects on demography, the strength of competition, and the mean and variance in the abundance of competing species. We allowed the competitive inferior to ...

We present a method for the separation of superimposed, independent, autocorrelated components from noisy multichannel measurement. The presented method simultaneously reconstructs and separates the components, taking all channels into account, and thereby increases the effective signal-to-noise ratio considerably, allowing separations even in the high-noise regime. Characteristics of the measu...

This paper analyses persistence in US interest rates. It focuses on the Federal Funds effective rate, whose degree of persistence is modelled using fractional integration, monthly from July 1954 through March 2008. The full-sample estimates of the fractional differencing parameter appear to be very sensitive to the choice of the I(0) error term; specifically, the order of integration is strictl...