Confidence intervals for quantiles with standardized time series.
James M. CalvinMarvin K. NakayamaPublished 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