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dc.contributor.authorLewis, Peter A.W.
dc.date.accessioned2014-01-29T23:39:17Z
dc.date.available2014-01-29T23:39:17Z
dc.date.issued1981
dc.identifier.urihttp://hdl.handle.net/10945/38613
dc.description1981 Winter Simulation Conference Proceedings T.I. Oren, C.M. Delfosse, C.M. Shub (Eds.)en_US
dc.description.abstractRecent work has made the generation of univariate time series for inputs to stochastic systems quite simple. The time series are all random linear combina- tion~ of i.i.d. random variables with Exponential, Gamma and hyperexponential marginal distributions. The simplicity of structure of these time series models makes it practical to combine them to model multivariate situations. Thus one can model, for example, alternating sequences of response and think times at a terminal in which response and· think times are not only autocorrelated, but also crosscorrelated.en_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. As such, it is in the public domain, and under the provisions of Title 17, United States Code, Section 105, may not be copyrighted.en_US
dc.titleSimple Multivariate Time Series for Simulations of Complex Systemsen_US
dc.typeConference Paperen_US
dc.contributor.departmentDepartment of Operations Research


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