Stuart Jay Deutsch

A Three-Stage Iterative Procedure for Space-Time Modeling

A three-stage iterative procedure for building space-time models is presented. These models fall into the general class of STARIMA models and are characterized by autoregressive and moving average terms lagged in both time and space. This model class collapses into the ARIMA model class in the absence of spatial correlation. The theoretical properties of STARIMA models are presented and the model building procedure is described and illustrated by a substantive example.

A Versatile Four Parameter Family of Probability Distributions Suitable for Simulation

Abstract Methods are well-known for generating random values from many common statistical distributions. These common distributions are sometimes used in simulation studies due to the lack of convenient methods of generating random values from distributions having more arbitrary shapes. A family of distributions is presented here which assumes many shapes, including those of the exponential, Bernoulli and uniform distributions. Any given first four moments may be obtained through manipulation of four parameters. The inverse cdf exists in closed form, allowing straightforward generation of random values given a source of U(0,1) values. Properties of the distribution and methods of parameter determination are developed.

Identification and Interpretation of First Order Space-Time ARMA Models

The effect of system size and shape on the theoretical space-time autocorrelation function is described for first order STARMA models. Figures and tables are presented to assist in identification considerations which include model interpretation, patterns of the theoretical spacetime autocorrelation and partial autocorrelation functions, and initial estimation for the STAR(11) and STMA(11) models.

Space-Time ARMA Modeling With Contemporaneously Correlated Innovations

A comprehensive model-building procedure is presented for the building of space-time ARMA models. This procedure explicitly considers the possibility that G, the covariance matrix of the innovations, might not be spherical (G = σ2 I). The cases of diagonal G, wherein the innovations are independent between sites but are allowed to have unequal variances, and genera1 G, wherein the innovations may in fact be contemporaneously correlated, are examined. Model identification, estimation, and diagnostic checking are described, and tests of the assumptions concerning the form of G are incorporated into the modeling procedure. The procedure is illustrated through two substantive examples.

A stock location model for dual address order picking systems

Abstract A model is formulated to evaluate alternative stock levels and item locations for dedicated storage warehouses where storage and retrieval transactions are interleaved to economize on travel of the order picking vehicle. The model can be used to measure the order picking and inventory cost effects of warehouse layouts representing alternatives to application of economic lot sizing and cube per order index storage assignment. A simple, sequential search heuristic is proposed for generating such alternative warehouse layouts and applied to a sample problem.

A STARIMA Model-Building Procedure with Application to Description and Regional Forecasting

A three-stage iterative procedure for building space-time autoregressive integrated moving average models is overviewed. An example illustrating the modelling is exhibited. The results of the STARIMA modelling approach are compared to the previous models of Casetti and Semple (1969), and Cliff and Ord (I975b) with respect to descriptive ability and forecasting potential.

Quantile estimation from grouped data: the cell midpoint

Data are often collected in histogram form, especially in the context of computer simulation. While requiring less memory and computation than saving all observations, the grouping of observations in the histogram cells complicates statistical estimation of parameters of interest. In this paper the mean and variance of the cell midpoint estimator of the pth quantile are analyzed in terms of distribution, cell width, and sample size. Three idiosyncrasies of using cell midpoints to estimate quantiles are illustrated. The results tend to run counter to previously published results for grouped data.

Effects of a single outlier on arma identification

Fox (1972), Box and Tiao (1975), and Abraham and Box (1979) have proposed methods for detecting outliers in time series whose ARMA form is known (or identified). We show that the existence of a single aberrant observation, innovation, or intervention causes an ARMA model to be misidentified using unadjusted autocorrelation (acf) and partial autocorrelation estimates. The magnitude, location, type of outlier, and in some cases the ARMAs parameters, affect the identification outcome. We use variance inflation, signal-to-noise ratios, and acf critical values to determine an ARMA models susceptibility to misidentifi-cation. Numerical and simulation examples suggest how to iteratively use the outlier detection methods in practice.

Stochastic Models of Crime Rates

Empirical-stochastic models of index crimes are developed in ten major metropolitan areas. Detailed examples of the model building and forecasting ability of the models are illustrated. Characteristics of the resulting model forms are briefly discussed relative to their use in forecasting and resource assignment in criminal justice planning. The existence of uniform underlying causal mechanisms for given crime types are also discussed from re-occurring model forms.

The obsolescence of evaluation research

Abstract As a discipline within the applied social sciences, evaluation research survives despite mounting evidence that it is peripheral or even damaging to efforts aimed at the improvement of public policies and programs. The obsolescence of evaluation research is a consequence of its failure to recognize that the enterprise of evaluation is an ill-structured problem; and of its uncritical acceptance of implicit decision rules and underlying philosophical assumptions which maximize its own irrelevance: An alternative approach—systemic-dialectical evaluation —is proposed as a concrete means for enhancing the relevance of the discipline.