Autoregressive to anything: Time-series input processes for simulation

Marne C. Cario, Barry L. Nelson*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

96 Scopus citations

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 languageEnglish (US)
Pages (from-to)51-58
Number of pages8
JournalOperations Research Letters
Volume19
Issue number2
DOIs
StatePublished - Aug 1996

Keywords

  • Input modeling
  • Simulation
  • Time series

ASJC Scopus subject areas

  • Software
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics

Fingerprint Dive into the research topics of 'Autoregressive to anything: Time-series input processes for simulation'. Together they form a unique fingerprint.

Cite this