Modeling and generating multivariate time series with arbitrary marginals and autocorrelation structures

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2001, Pages 275-282

  Deler, Bahar ^a   Nelson, Barry L ^a  

^a Northwestern University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DATA STRUCTURES; RANDOM PROCESSES; TIME SERIES ANALYSIS;

DATA FITTING;

COMPUTER AIDED SOFTWARE ENGINEERING;

EID: 0035691358     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (10)

1. Sensitivity of output performance measures to input distributions in queueing simulation modeling
2. Systems of frequency curves generated by methods of translation
3. Least-squares estimation of non-homogeneous Poisson processes
4. The TES methodology: Modeling empirical stationary time series
5. Least-squares estimation of distribution functions in Johnson's translation system
6. Automatic modeling of file system workloads using two-level arrival processes