Cart (Loading....) | Create Account
Close category search window
 

Parameter estimation for ARTA processes

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Biller, B. ; Dept. of Manuf. & Operations Manage., Carnegie Mellon Univ., Pittsburgh, PA, USA ; Nelson, B.L.

Providing accurate and automated input-modeling support is one of the challenging problems in the application of computer simulation. The models incorporated in current input-modeling software packages often fall short of what is needed because they emphasize independent ana identically distributed processes, while dependent time-series processes occur naturally in the simulation of many real-life systems. This paper introduces a statistical methodology for fitting stochastic models to dependent time-series input processes. Specifically, an automated and statistically valid algorithm is presented to fit ARTA (autoregressive-to-anything) processes with marginal distributions from the Johnson translation system to stationary univariate time-series data. The use of this algorithm is illustrated via a real-life example.

Published in:

Simulation Conference, 2002. Proceedings of the Winter  (Volume:1 )

Date of Conference:

8-11 Dec. 2002

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.