Improving standardized time series methods by permuting path segments

Research output: Contribution to journalConference articlepeer-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 languageEnglish (US)
Pages (from-to)348-353
Number of pages6
JournalWinter Simulation Conference Proceedings
Volume1
StatePublished - Dec 1 2001
EventProceedings of the 2001 Winter Simulation Conference - Arlington, VA, United States
Duration: Dec 9 2001Dec 12 2001

All Science Journal Classification (ASJC) codes

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

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