Analysis of nonstationary stochastic simulations using classical time-series models

ACM Transactions on Modeling and Computer Simulation

Volumn 19, Issue 2, 2009, Pages

  Brandão, Rita Marques ^a,b   Nova, Acácio M O Porta ^a  

^a INSTITUTO SUPERIOR TÉCNICO   (Portugal)

^b UNIVERSITY OF THE AZORES   (Portugal)

Author keywords

Discrete event simulation; Output analysis; Simulation metamodels; Time series models

Indexed keywords

AUTO-REGRESSIVE; EFFICIENT ESTIMATION; EXPERIMENTAL EVALUATION; META MODEL; MOVING AVERAGES; NONSTATIONARY; OUTPUT ANALYSIS; PERFORMANCE MEASURE; QUEUEING SYSTEM; SIMULATION METAMODELS; STATIONARITY; STOCHASTIC SIMULATIONS; TARGET SYSTEMS; TIME-SERIES MODELS; TRAFFIC CONDITIONS;

SIMULATORS; TIME SERIES ANALYSIS;

STOCHASTIC MODELS;

EID: 67149121802     PISSN: 10493301     EISSN: 15581195     Source Type: Journal    
DOI: 10.1145/1502787.1502792     Document Type: Article

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