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
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