Abstract
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.
Original language | English (US) |
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Pages (from-to) | 51-58 |
Number of pages | 8 |
Journal | Operations Research Letters |
Volume | 19 |
Issue number | 2 |
DOIs | |
State | Published - Aug 1996 |
Keywords
- Input modeling
- Simulation
- Time series
ASJC Scopus subject areas
- Software
- Management Science and Operations Research
- Industrial and Manufacturing Engineering
- Applied Mathematics