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Introduction to modeling and generating probabilistic input processes for simulation
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Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come table of contents
Washington D.C.
SESSION: Introductory tutorials: modeling and generating input processes table of contents
Pages 63-76  
Year of Publication: 2007
ISBN:1-4244-1306-0
Authors
Michael E. Kuhl  Rochester Institute of Technology, Rochester, NY
Emily K. Lada  SAS Institute Inc., Cary, NC
Natalie M. Steiger  University of Maine, Orono, ME
Mary Ann Wagner  SAIC, Vienna, VA
James R. Wilson  North Carolina State University, Raleigh, NC
Sponsors
INFORMS-SIM : Institute for Operations Research and the Management Sciences: Simulation Society
NIST : National Institute of Standards and Technology
(SCS) : The Society for Modeling and Simulation International
ACM/SIGSIM : Association for Computing Machinery: Special Interest Group on Simulation
IIE : Institute of Industrial Engineers
ASA : American Statistical Association
IEEE/SMC : Institute of Electrical and Electronics Engineers: Systems, Man, and Cybernetics Society
Publisher
IEEE Press  Piscataway, NJ, USA
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ABSTRACT

Techniques are presented for modeling and generating the univariate probabilistic input processes that drive many simulation experiments. Emphasis is on the generalized beta distribution family, the Johnson translation system of distributions, and the Bézier distribution family. Also discussed are nonparametric techniques for modeling and simulating time-dependent arrival streams using nonhomogeneous Poisson processes. Public-domain software implementations and current applications are presented for each input-modeling technique. Many of the references include live hyperlinks providing online access to the referenced material.


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
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AbouRizk, S. M., D. W. Halpin, and J. R. Wilson. 1991. Visual interactive fitting of beta distributions. Journal of Construction Engineering and Management 117 (4): 589--605. Available online via <ftp.ncsu.edu/pub/eos/pub/jwilson/abourizk91jcem.pdf> {accessed July 13, 2007}.
 
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AbouRizk, S. M., D. W. Halpin, and J. R. Wilson. 1994. Fitting beta distributions based on sample data. Journal of Construction Engineering and Management 120 (2): 288--305. Available online via <ftp.ncsu.edu/pub/eos/pub/jwilson/abourizk94jcem.pdf> {accessed July 29, 2007}.
 
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Kuhl, M. E., and J. R. Wilson. 2000. Least squares estimation of nonhomogeneous Poisson processes. Journal of Statistical Computation and Simulation 67:75--108. Available online via <ftp.ncsu.edu/pub/eos/pub/jwilson/kuh100jscs.pdf> {accessed July 13, 2007}.
 
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Kuhl, M. E., and J. R. Wilson. 2001. Modeling and simulating Poisson processes having trends or non-trigonometric cyclic effects. European Journal of Operational Research 133 (3): 566--582. Available online via <ftp.ncsu.edu/pub/eos/pub/jwilson/kuhl0lejor.pdf> {accessed July 13, 2007}.
 
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Kuhl, M. E., J. R. Wilson, and M. A. Johnson. 1997. Estimating and simulating Poisson processes having trends or multiple periodicities. IIE Transactions 29 (3): 201--211. Available online via <ftp.ncsu.edu/pub/eos/pub/jwilson/kuhl97iie.pdf> {accessed July 13, 2007}.
 
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Swain, J. J., S. Venkatraman, and J. R. Wilson. 1988. Least-squares estimation of distribution functions in Johnson's translation system. Journal of Statistical Computation and Simulation 29:271--297. Available online via <ftp.ncsu.edu/pub/eos/pub/jwilson/jnsn88jscs.pdf> {accessed July 13, 2007}.
 
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Wagner, M. A. F., and J. R. Wilson. 1996a. Using univariate Bézier distributions to model simulation input processes. IIE Transactions 28 (9): 699--711. Available online as <ftp.ncsu.edu/pub/eos/pub/jwilson/wagner96iie.pdf> {accessed July 13, 2007}.
 
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Weiland, L. M., E. K. Lada, R. C. Smith, and D. J. Leo. 2005. Application of rotational isomeric state theory to ionic polymer stiffness predictions. Journal of Materials Research 20 (9): 2443--2455. Available online via <ftp.ncsu.edu/pub/eos/pub/jwilson/weiland05jmr.pdf> {accessed July 13, 2007}.
 
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Zouaoui, F., and J. R. Wilson. 2003. Accounting for parameter uncertainty in simulation input modeling. IIE Transactions 35 (3): 781--792. Available online via <ftp.ncsu.edu/pub/eos/pub/jwilson/zouaoui03iie.pdf> {accessed July 13, 2007}.
 
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Zouaoui, F., and J. R. Wilson. 2004. Accounting for input-model and input-parameter uncertainties in simulation. IIE Transactions 36 (11): 1135--1151. Available online via <ftp.ncsu.edu/pub/eos/pub/jwilson/zouaoui04iie.pdf> {accessed July 13, 2007}.

Collaborative Colleagues:
Michael E. Kuhl: colleagues
Emily K. Lada: colleagues
Natalie M. Steiger: colleagues
Mary Ann Wagner: colleagues
James R. Wilson: colleagues