Monitoring variability of autocorrelated processes using standardized time series variance estimators.
Seong-Hee KimPublished in: WSC (2006)
Keyphrases
- standardized time series
- steady state simulation
- central limit theorem
- complex systems
- stochastic process
- steady state
- stochastic processes
- real time
- monitoring system
- mild assumptions
- markov chain
- probability distribution
- low variance
- von mises
- software engineering
- probabilistic model
- intra class
- heavy traffic
- higher order
- variance estimator