Title :
Should we model dependence and nonstationarity, and if so how?
Author :
Henderson, Shane G.
Author_Institution :
Sch. of Operations Res. & Ind. Eng., Cornell Univ., Ithaca, NY, USA
Abstract :
It can be difficult to develop, fit to data, and generate from, models that capture dependence and/ or nonstationarity in simulation inputs. Should we bother? How should we go about it? We discuss these issues, focusing on three examples: call center arrivals, ambulance travel speeds and wind modeling for America´s Cup races.
Keywords :
modelling; operations research; simulation; America Cup race; ambulance travel speed; call center arrival; dependence model; nonstationarity modeling; simulation input; wind modeling; Accreditation; Boats; Concrete; Guidelines; Industrial engineering; Operations research; Random variables; Stochastic processes; Wind speed;
Conference_Titel :
Simulation Conference, 2005 Proceedings of the Winter
Print_ISBN :
0-7803-9519-0
DOI :
10.1109/WSC.2005.1574245
