Evaluation of the ARTAFIT method for fitting time-series input processes for simulation

DOI10.1287/IJOC.1070.0261zbMATH Open1243.62114OpenAlexW2161943552MaRDI QIDQ2901029FDOQ2901029

Authors: Bahar Biller, Barry L. Nelson 

Publication date: 28 July 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/04ed68e76f42ef9034d7a3cd73cbc67a656645ab

Recommendations

• Fitting Time-Series Input Processes for Simulation
• Autoregressive to anything: Time-series input processes for simulation
• Modeling and generating multivariate time-series input processes using a vector autoregressive technique
• Copula-based multivariate input models for stochastic simulation
• Arm processes and modeling methodology

zbMATH Keywords

\texttt{ARTAFIT}

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (8)

• A simulation method for finite non-stationary time series
• Multi-variate time-series simulation
• Modeling and generating multivariate time-series input processes using a vector autoregressive technique
• Using discrete event simulation to fit probability distributions for autocorrelated service times
• The use of synthetic input sequences in time series modeling
• Faster Kriging: facing high-dimensional simulators
• Copula-based multivariate input models for stochastic simulation
• Fitting Time-Series Input Processes for Simulation

This page was built for publication: Evaluation of the ARTAFIT method for fitting time-series input processes for simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2901029)