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

DOI10.1287/IJOC.1070.0261MaRDI QIDQ2901029zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

\texttt{ARTAFIT}

Mathematics Subject Classification ID

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

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Cited in

(8)

• Fitting Time-Series Input Processes for Simulation
• A simulation method for finite non-stationary time series
• Modeling and generating multivariate time-series input processes using a vector autoregressive technique
• Multi-variate time-series simulation
• 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

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