Data-driven simulation of complex multidimensional time series

DOI10.1145/2553082zbMath1322.62215OpenAlexW2061281125MaRDI QIDQ5176914

Lee W. Schruben, Dashi I. Singham

Publication date: 5 March 2015

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2553082

zbMATH Keywords

flocking algorithms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Uses Software

• Boids

Cites Work

• Transforming Renewal Processes for Simulation of Nonstationary Arrival Processes
• Copula-Based Multivariate Input Models for Stochastic Simulation
• Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process from Overlapping Realizations
• Least squares estimation of nonhomogeneous poisson processes
• Bootstrap Methods for Time Series

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