Confidence intervals for quantiles with standardized time series.

James M. Calvin Marvin K. Nakayama

Published in: WSC (2013)

Keyphrases

confidence intervals
standardized time series
steady state simulation
markov chain
stochastic process
steady state

central limit theorem
complex systems
sample size
data distribution
monte carlo
roc curve

limit theorems
test set
stochastic systems
mild assumptions
stopping rules

decision trees
state space
bayesian networks
stochastic processes
high dimensional data