30 search results - page 1 / 6 » Permuted Standardized Time Series for Steady-State Simulatio... |
MOR
2006
13 years 5 months ago
2006
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 per...
WSC
2004
13 years 6 months ago
2004
We discuss ASAP3, a refinement of the batch means algorithms ASAP and ASAP2. ASAP3 is a sequential procedure designed to produce a confidence-interval estimator for the expected r...
WSC
2001
13 years 6 months ago
2001
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 pe...
WSC
2004
13 years 6 months ago
2004
Calvin and Nakayama previously introduced permuting as a way of improving existing standardized time series methods. The basic idea is to split a simulated sample path into nonove...
CSDA
2010
13 years 5 months ago
2010
We introduce robust regression-based online filters for multivariate time series and discuss their performance in real time signal extraction settings. We focus on methods that ca...