Our ltsa package implements the Durbin-Levinson and Trench algorithms and provides a general approach to the problems of fitting, forecasting and simulating linear time series models as well as fitting regression models with linear time series errors. For computational efficiency both algorithms are implemented in C and interfaced to R. Examples are given… (More)
Keywords: Disturbance Numerical model Simulation Stochastic modelling Geographic information system (GIS) Terrain analysis system (TAS) Forest fire a b s t r a c t A stochastic model for generating disturbances in landscapes that interfaces with geographic information systems (GIS) is presented. The model operates on a lattice (rectangular array of points)… (More)
We introduce a Matlab mprec arbitrary precision library with applications to numerical analysis. For maximum efficiency arithmetic operators and algebraic functions are implemented in the mpreal class. The examples are chosen to reflect the diversity of types of problems for which multiple precision can play a useful role.
A number of nonlinear programming algorithms are proposed to obtain the approximate solutions for non-product form multiclass queueing network models, as well as priority queueing networks. Using sensitivity analysis, we develop an efficient iterative technique for closed queueing networks. We compare the approximate solutions obtained from our approach… (More)