Improving standardized time series methods by permuting path segments

James M. Calvin; Marvin K. Nakayama

Improving standardized time series methods by permuting path segments

James M. Calvin, Marvin K. Nakayama

Computer Science

Research output: Contribution to journal › Conference article › peer-review

3 Scopus citations

Abstract

We describe an extension procedure for constructing new standardized time series procedures from existing ones. The approach is based on averaging over sample paths obtained by permuting path segments. Analytical and empirical results indicate that permuting improves standardized time series methods. We also propose a new standardized time series method based on maximums.

Original language	English (US)
Pages (from-to)	348-353
Number of pages	6
Journal	Winter Simulation Conference Proceedings
Volume	1
State	Published - 2001
Event	Proceedings of the 2001 Winter Simulation Conference - Arlington, VA, United States Duration: Dec 9 2001 → Dec 12 2001

All Science Journal Classification (ASJC) codes

Software
Modeling and Simulation
Safety, Risk, Reliability and Quality
Chemical Health and Safety
Applied Mathematics

Cite this

@article{06ee2abef9e946339730cf68e30f77fa,

title = "Improving standardized time series methods by permuting path segments",

abstract = "We describe an extension procedure for constructing new standardized time series procedures from existing ones. The approach is based on averaging over sample paths obtained by permuting path segments. Analytical and empirical results indicate that permuting improves standardized time series methods. We also propose a new standardized time series method based on maximums.",

author = "Calvin, {James M.} and Nakayama, {Marvin K.}",

year = "2001",

language = "English (US)",

volume = "1",

pages = "348--353",

journal = "Winter Simulation Conference Proceedings",

issn = "0275-0708",

note = "Proceedings of the 2001 Winter Simulation Conference ; Conference date: 09-12-2001 Through 12-12-2001",

}

TY - JOUR

T1 - Improving standardized time series methods by permuting path segments

AU - Calvin, James M.

AU - Nakayama, Marvin K.

PY - 2001

Y1 - 2001

N2 - We describe an extension procedure for constructing new standardized time series procedures from existing ones. The approach is based on averaging over sample paths obtained by permuting path segments. Analytical and empirical results indicate that permuting improves standardized time series methods. We also propose a new standardized time series method based on maximums.

AB - We describe an extension procedure for constructing new standardized time series procedures from existing ones. The approach is based on averaging over sample paths obtained by permuting path segments. Analytical and empirical results indicate that permuting improves standardized time series methods. We also propose a new standardized time series method based on maximums.

UR - http://www.scopus.com/inward/record.url?scp=0035696432&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0035696432&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0035696432

SN - 0275-0708

VL - 1

SP - 348

EP - 353

JO - Winter Simulation Conference Proceedings

JF - Winter Simulation Conference Proceedings

T2 - Proceedings of the 2001 Winter Simulation Conference

Y2 - 9 December 2001 through 12 December 2001

ER -

Improving standardized time series methods by permuting path segments

Abstract

All Science Journal Classification (ASJC) codes

Other files and links

Fingerprint

Cite this