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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
A Simulation Study Of The Impact Of Forecast Recovery For Control Charts Applied To Arma Processes, John N. Dyer, B. Michael Adams, Michael D. Conerly
A Simulation Study Of The Impact Of Forecast Recovery For Control Charts Applied To Arma Processes, John N. Dyer, B. Michael Adams, Michael D. Conerly
Journal of Modern Applied Statistical Methods
Forecast-based schemes are often used to monitor autocorrelated processes, but the resulting forecast recovery has a significant effect on the performance of control charts. This article describes forecast recovery for autocorrelated processes, and the resulting simulation study is used to explain the performance of control charts applied to forecast errors.
Fast Fifth-Order Polynomial Transforms For Generating Univariate And Multivariate Nonnormal Distributions, Todd C. Headrick
Fast Fifth-Order Polynomial Transforms For Generating Univariate And Multivariate Nonnormal Distributions, Todd C. Headrick
Todd Christopher Headrick
A general procedure is derived for simulating univariate and multivariate nonnormal distributions using polynomial transformations of order five. The procedure allows for the additional control of the fifth and sixth moments. The ability to control higher moments increases the precision in the approximations of nonnormal distributions and lowers the skew and kurtosis boundary relative to the competing procedures considered. Tabled values of constants are provided for approximating various probability density functions. A numerical example is worked to demonstrate the multivariate procedure. The results of a Monte Carlo simulation are provided to demonstrate that the procedure generates specified population parameters and …
Jmasm3: A Method For Simulating Systems Of Correlated Binary Data, Todd C. Headrick
Jmasm3: A Method For Simulating Systems Of Correlated Binary Data, Todd C. Headrick
Journal of Modern Applied Statistical Methods
An efficient algorithm is derived for generating systems of correlated binary data. The procedure allows for the specification of all pairwise correlations within each system. Intercorrelations between systems can be specified qualitatively. The procedure requires the simultaneous solution of a system of equations for obtaining the threshold probabilities to generate each system of binary data. A numerical example is provided to demonstrate that the procedure generates correlated binary variables that yield correlations in close agreement with the specified population correlations.
Smoke And Mirrors Or Science? Teaching Law With Computers - A Reply To Cass Sunstein On Artificial Intelligence And Legal Science, Eric A. Engle
Smoke And Mirrors Or Science? Teaching Law With Computers - A Reply To Cass Sunstein On Artificial Intelligence And Legal Science, Eric A. Engle
Eric A. Engle
The article explores the possibilities and limits of AI for teaching and modeling law.
Perspectives On The Evolution Of Simulation, Richard E. Nance, Robert G. Sargent
Perspectives On The Evolution Of Simulation, Richard E. Nance, Robert G. Sargent
Electrical Engineering and Computer Science - All Scholarship
Simulation is introduced in terms of its different forms and uses, but the focus on discrete event modeling for systems analysis is dominant as it has been during the evolution of the technique within operations research and the management sciences. This evolutionary trace of over almost fifty years notes the importance of bidirectional influences with computer science, probability and statistics, and mathematics. No area within the scope of operations research and the management sciences has been affected more by advances in computing technology than simulation. This assertion is affirmed in the review of progress in those technical areas that collectively …