In 1962, G. Matheron introduced the term geostatistics to describe a scientific approach to evaluate problems in geology and mining, from ore reserve estimation to grade control. Geostatistics provides statistical methods used to describe spatial relationships among sample data and to apply this analysis to the prediction of spatial and temporal phenomena. They are used to explain spatial patte...

We study the activity, i.e., the number of transactions per unit time, of financial markets. Using the diffusion entropy technique we show that the autocorrelation of the activity is caused by the presence of peaks whose time distances are distributed following an asymptotic power law which ultimately recovers the Poissonian behavior. We discuss these results in comparison with ARCH models, sto...

A lagged dependent variable in an OLS regression is often used as a means of capturing dynamic effects in political processes and as a method for ridding the model of autocorrelation. But recent work contends that the lagged dependent variable specification is too problematic for use in most situations. More specifically, if residual autocorrelation is present, the lagged dependent variable cau...

a confounder is a variable whose presence affects the variables being studied so that the results do not reflect the actual relationship. there are various ways to exclude or control confounding variables including randomization, restriction and matching. but all these methods are applicable at the time of study design. when experimental designs are premature, impractical, or impossible, resear...

Because classical music has greatly affected our life and culture in its long history, it has attracted extensive attention from researchers to understand laws behind it. Based on statistical physics, here we use a different method to investigate classical music, namely, by analyzing cumulative distribution functions (CDFs) and autocorrelation functions of pitch fluctuations in compositions. We...

In this paper we study the neighbourhood of 15-variable Patterson-Wiedemann (PW) functions, i.e., the functions that differ by a small Hamming distance from the PW functions in terms of truth table representation. We exploit the idempotent structure of the PW functions and interpret them as Rotation Symmetric Boolean Functions (RSBFs). We present techniques to modify these RSBFs to introduce ze...

This paper considers modeling methodologies of variable bit-rate (VBR) video sources for performance evaluation of integrated networks. We consider an example in which compressed VBR video is transmitted over a local area network carrying both video and data. We devised a group-of-block (GOB) level simulation of an H.261 algorithm over representative VBR image sequences. This simulation data is...

We consider a statistical multiplexer model, in which each of K sources is a Markov modulated rate process (MMRP). This formulation allows a more general source model than the well studied “on–off” source model in characterizing variable bit rate (VBR) sources such as compressed video. In our model we allow an arbitrary distribution for the duration of each of M states (or levels) that the sour...

Many statistical problems involve the learning of an importance/effect of a variable for predicting an outcome of interest based on observing a sample of n independent and identically distributed observations on a list of input variables and an outcome. For example, though prediction/machine learning is, in principle, concerned with learning the optimal unknown mapping from input variables to a...