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Performance of a Wavelet-Based Spectral Procedure for Steady-State Simulation Analysis

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Publication:2892320
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DOI10.1287/IJOC.1050.0161zbMath1241.62127OpenAlexW2140124766MaRDI QIDQ2892320

Natalie M. Steiger, James R. Wilson, Emily K. Lada, Jeffrey A. Joines

Publication date: 18 June 2012

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

Full work available at URL: https://doi.org/10.1287/ijoc.1050.0161



Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for wavelets (65T60)


Related Items (3)

Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations ⋮ Fourier trajectory analysis for system discrimination ⋮ A wavelet-based spectral procedure for steady-state simulation analysis







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