Autoregressive to anything: Time-series input processes for simulation

被引：96

作者：

Cario, MC

Nelson, BL

机构：

[1] NORTHWESTERN UNIV, MCCORMICK SCH ENGN & APPL SCI, DEPT IND ENGN & MANAGEMENT SCI, EVANSTON, IL 60208 USA

[2] OHIO STATE UNIV, DEPT IND WELDING & SYST ENGN, COLUMBUS, OH 43210 USA

来源：

OPERATIONS RESEARCH LETTERS | 1996年 / 19卷 / 02期

关键词：

simulation; time series; input modeling;

D O I：

10.1016/0167-6377(96)00017-X

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We develop a model for representing stationary time series with arbitrary marginal distributions and autocorrelation structures and describe how to generate data based upon our model for use in a simulation.

引用

页码：51 / 58

页数：8

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