Conference proceeding
Dynamic simulation for time series modeling
Proceedings of the 28th conference on winter simulation, pp.1407-1412
WSC '96
11/08/1996
DOI: 10.1145/256562.256979
Abstract
There has been considerable interest in investigating time series in the fields of economics, business, and engineering. This paper illustrates that dynamic simulation can be used as an instructional tool to introduce time series concepts. We design two simulation models using SIMULINK to represent dynamic models for autoregressive moving average (ARMA) time series data given by a state-space representation. SIMULINK is a program for simulating dynamic systems. It offers a graphical user interface that allows easy development of block diagrams and hierarchical models. This paper presents an overview of how SIMULINK can be used for time series modeling.
Details
- Title: Subtitle
- Dynamic simulation for time series modeling
- Creators
- Harriet NembhardDavid Nembhard
- Resource Type
- Conference proceeding
- Publication Details
- Proceedings of the 28th conference on winter simulation, pp.1407-1412
- Publisher
- IEEE Computer Society
- Series
- WSC '96
- DOI
- 10.1145/256562.256979
- ISSN
- 0275-0708
- Language
- English
- Date published
- 11/08/1996
- Academic Unit
- Engineering Administration; Industrial and Systems Engineering; Business Analytics
- Record Identifier
- 9984121965502771
Metrics
7 Record Views