Should we model dependence and nonstationarity, and if so how?

  • Authors:
  • Shane G. Henderson

  • Affiliations:
  • Cornell University, Ithaca, NY

  • Venue:
  • WSC '05 Proceedings of the 37th conference on Winter simulation
  • Year:
  • 2005

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Abstract

It can be difficult to develop, fit to data, and generate from, models that capture dependence and/or nonstationarity in simulation inputs. Should we bother? How should we go about it? I will discuss these issues, focusing on three examples: call center arrivals, ambulance travel speeds and wind modeling for America's Cup races.