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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

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A minimal representation of Markov arriv
✍ 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