Reports and Technical Reports
Nonlinear Modeling of Time Series using Multivariate Adaptive Regression Splines (MARS)
(Monterey, California. Naval Postgraduate School, 1990-04); NPS55-90-10
MARS is a new methodology, due to Friedman, for nonlinear regression modeling. MARS can be conceptualized as a generalization of recursive partitioning that uses spline fitting in lieu of other simple functions. Given a ...
Statistical Analysis of Non-Stationary Series of Events in a Data Base System
(Monterey, California: Naval Postgraduate School., 1976-09); NPS55Lw76092
Central problems in performance evaluation of computer systems are the description of the behavior of the system and characterization of the workload. One approach to these problems comprises the interactive combination ...
Variance reduction for quantile estimates in simulations via nonlinear controls
(Monterey, California. Naval Postgraduate School, 1990-04); NPS-55-90-09
Linear controls are a well known simple technique for achieving variance reduction in computer simulation. Unfortunately the effectiveness of a linear control depends upon the correlation between the statistic of interest ...
Use of color in differentiating factor levels in simulation output (preliminary report)
(Monterey, California. Naval Postgraduate School, 1986-01); NPS55-86-001
A simulation is essentially a multi-factor statistical sampling experiment through which approximate answers to questions about some aspect of a system or statistic are obtained. Unfortunately the multi-factor aspect of ...
UEDIT-- A Full-Scale, Scrollable APL2 Spreadsheet Input/Output Editor
(Monterey, California. Naval Postgraduate School, 1990-04); NPS-55-90-08
A full-screen, scrollable spreadsheet-like editor written in the APL2 language is described for inputting, examining and outputting data. Mixed numeric and character arrays can be read into or read out to formatted DOS ...
Testing for a monotone trend in a modulated renewal process
(Monterey, California. Naval Postgraduate School, 1973-12); NPS-55Lw73121
In examining point processes which are overdispersed with respect to a Poisson process, there is a problem of discriminating between trends and the appearance in data of sequences of very long intervals. In this case the ...
Statistical tests of some widely used and recently proposed uniform random number generators
(Monterey, California. Naval Postgraduate School, 1973-11); NPS55LW73111A
Several widely used uniform random number generators have been extensively
subjected to three commonly used statistical tests of uniformity
and randomness. The object was i) to examine the power of these statistical
tests ...
Stationary exponential time series : further model development and a residual analysis
(Monterey, California. Naval Postgraduate School, 1983-04); NPS-55-83-008
A second order autoregressive process in exponential variables, NEAR(2),
is established: the distributional assumptions involved in this model highlight
a yery broad four parameter structure which combines five ...
The spectrum of intervals for superposed Erlang renewal processes
(Monterey, California. Naval Postgraduate School, 1973-06); NPS55LW73062A
The spectrum of the stationary synchronous interval process in the stochastic point process obtained by superposing p Erlang renewal processes is derived by using relationships based on the Palm-Khinchine formulae and the ...
Some simple models for continuous variate time series
(Monterey, California. Naval Postgraduate School, 1985-06); NPS55-85-009
A survey is given of recently developed mathematical models for continuous variate non-Gaussian time series. The emphasis is on marginally specific models with given correlation structure. Exponential, Gamma, Weibull, ...