Flocks, herds and schools: A distributed behavioral model
SIGGRAPH '87 Proceedings of the 14th annual conference on Computer graphics and interactive techniques
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Time-Varying Data Visualization Using Information Flocking Boids
INFOVIS '04 Proceedings of the IEEE Symposium on Information Visualization
Time Series Analysis and Its Applications (Springer Texts in Statistics)
Time Series Analysis and Its Applications (Springer Texts in Statistics)
Modeling Financial Time Series with S-PLUS®
Modeling Financial Time Series with S-PLUS®
Copula-Based Multivariate Input Models for Stochastic Simulation
Operations Research
Autoregressive to anything: Time-series input processes for simulation
Operations Research Letters
Agent based simulation output analysis
Proceedings of the Winter Simulation Conference
Applications of flocking algorithms to input modeling for agent movement
Proceedings of the Winter Simulation Conference
Data-driven simulation of complex multidimensional time series
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on simulation in complex service systems
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Notions from agent based modeling (ABM) can be used to simulate multivariate time series. An example is given using the ABM concept of flocking, which models the behaviors of birds (called boids) in a flock. A multivariate time series is mapped into the coordinates of a bounded orthotope. This represents the flight path of a boid. Other boids are generated that flock around this data boid. The coordinates of these new boids are mapped back to simulate replicates of the original time series. The flock size determines the number of replicates. The similarity of the replicates to the original time series can be controlled by flocking parameters to reflect the strength of the belief that the future will mimic the past. It is potentially possible to replicate general non-stationary, dependent, high-dimensional time series in this manner.