Urban and regional land use analysis: CARETS and census cities experiment package

The author has identified the following significant results. Temperatures in degrees Celsius were derived from PCM counts using the Pease's modified gray window technique. The Outcalt simulator was setup on the USGS computer. The input data to the model are basically meteorological and geographical in nature. The output data is presented in three matrices

Normal Cones and Thompson Metric

The aim of this paper is to study the basic properties of the Thompson metric $d_T$ in the general case of a real linear space $X$ ordered by a cone $K$. We show that $d_T$ has monotonicity properties which make it compatible with the linear structure. We also prove several convexity properties of $d_T$ and some results concerning the topology of $d_T$, including a brief study of the $d_T$-convergence of monotone sequences. It is shown most of the results are true without any assumption of an Archimedean-type property for $K$. One considers various completeness properties and one studies the relations between them. Since $d_T$ is defined in the context of a generic ordered linear space, with no need of an underlying topological structure, one expects to express its completeness in terms of properties of the ordering, with respect to the linear structure. This is done in this paper and, to the best of our knowledge, this has not been done yet. The Thompson metric $d_T$ and order-unit (semi)norms $|\cdot|_u$ are strongly related and share important properties, as both are defined in terms of the ordered linear structure. Although $d_T$ and $|\cdot|_u$ are only topological (and not metrical) equivalent on $K_u$, we prove that the completeness is a common feature. One proves the completeness of the Thompson metric on a sequentially complete normal cone in a locally convex space. At the end of the paper, it is shown that, in the case of a Banach space, the normality of the cone is also necessary for the completeness of the Thompson metric.Comment: 36 page

A multiscale view on inverse statistics and gain/loss asymmetry in financial time series

Researchers have studied the first passage time of financial time series and observed that the smallest time interval needed for a stock index to move a given distance is typically shorter for negative than for positive price movements. The same is not observed for the index constituents, the individual stocks. We use the discrete wavelet transform to illustrate that this is a long rather than short time scale phenomenon -- if enough low frequency content of the price process is removed, the asymmetry disappears. We also propose a new model, which explain the asymmetry by prolonged, correlated down movements of individual stocks

Deslocamento de DMUS pela fronteira de eficiência em modelos de Análise de Envoltória de Dados com ganhos de soma zero.

O trabalho apresenta uma extensão do modelo DEA com Ganhos de Soma Zero (DEA-GSZ) para os casos em que devido à redução de outputs (para que a soma seja constante), há a possibilidade ou a imposição de redução dos inputs utilizados. Nesses casos, não há o deslocamento da fronteira, mas sim o deslocamento das DMUs pela fronteira eficiente (ou pelas camadas de iso-eficiência). São apresentados os casos bidimensional e multidimensional. Para este, devido à complexidade dos algoritmos de determinação de faces do poliedro envolvente (fronteira DEA), é proposto o uso do modelo de suavização da fronteira, que representa a fronteira inteira por uma única equação polinomial