✦ LIBER ✦

A Scenario Generation Method with Heteroskedasticity and Moment Matching

✍ Scribed by Deniz, Erhan; Luxhøj, James T.

Book ID: 120650626
Publisher: Taylor and Francis Group
Year: 2011
Tongue: English
Weight: 421 KB
Volume: 56
Category: Article
ISSN: 0013-791X
DOI: 10.1080/0013791X.2011.599918

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Heuristic for Moment-Matching Scenario

A Heuristic for Moment-Matching Scenario Generation

✍ Kjetil Høyland; Michal Kaut; Stein W. Wallace 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 126 KB

Scenario tree generation approaches usin

Scenario tree generation approaches using K-means and LP moment matching methods

✍ Daobao Xu; Zhiping Chen; Li Yang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 414 KB

A General, Analytic Method for Generatin

A General, Analytic Method for Generating Robust Strategies and Narrative Scenarios

✍ Lempert, Robert J.; Groves, David G.; Popper, Steven W.; Bankes, Steve C. 📂 Article 📅 2006 🏛 INFORMS 🌐 English ⚖ 247 KB

A minimal representation of Markov arriv

A minimal representation of Markov arrival processes and a moments matching method

✍ M. Telek; G. Horváth 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 512 KB

The paper investigates the problem of minimal representation of Markov arrival processes of order n (MAP(n)). The minimal representation of MAPs is crucial for developing effective fitting methods. It seems that all existing MAP fitting methods are based on the D 0 , D 1 representation which is know

A Method to Generate Multivariate Data w

A Method to Generate Multivariate Data with the Desired Moments

✍ Lyhagen, Johan 📂 Article 📅 2008 🏛 Taylor and Francis Group 🌐 English ⚖ 123 KB

A General Method for Geometric Feature M

A General Method for Geometric Feature Matching and Model Extraction

✍ Clark F. Olson 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 547 KB