best advice I can give is arm yourself very well, lock your windows/doors/stuff that can open or close and keep an ear out.
if you have any guns, arm yourselves with those too.
It'd be completely ridiculous to because I'm not even sure that there's anyone there. But there have been a few robberies around.
Well if anything call your local police department from their desk rather than 911 and let them know, just tell them what happened and that they should send out someone to just patrol the area for a bit.