Improving standardized time series methods by permuting path segments

Authors

James M. Calvin, Department of Computer Science
Marvin K. Nakayama, Department of Computer Science

Document Type

Conference Proceeding

Publication Date

12-1-2001

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.

Identifier

0035696432 (Scopus)

Publication Title

Winter Simulation Conference Proceedings

ISSN

02750708

First Page

348

Last Page

353

Volume

1

Recommended Citation

Calvin, James M. and Nakayama, Marvin K., "Improving standardized time series methods by permuting path segments" (2001). Faculty Publications. 15032.
https://digitalcommons.njit.edu/fac_pubs/15032