Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems
DOI10.1137/17M1120555zbMath1395.62297OpenAlexW2800461407MaRDI QIDQ3176237
Warren B. Powell, Raj Patel, Joseph Durante
Publication date: 19 July 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1120555
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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