documentation of StockRes and ParmEst
Gustafsson, Leif
(2004).
Tools for statistical handling of poisson simulation.
Technical Report.
Uppsala:
(NL, NJ) > Department of Biometry and Engineering, Sveriges lantbruksuniversitet.
Rapport. Biometri
; 2004:0
[Report]
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PDF
2MB |
Abstract
In many studies of dynamic systems, the stochastic aspects are as important as the dynamic. It is then important to consider uncertainty in the results. Furthermore, dynamics and stochastics interact because the stochastics excite the dynamics and the dynamics change the conditions for the stochastics. Poisson Simulation is an extension of Continuous System Simulation to model and simulate dynamic and stochastic processes. The power of this idea has been described and verified. However, introducing randomness into a CSS model makes the results stochastic. Therefore, a number of simulation runs followed by a statistical analysis have to be performed. Two cases of the statistical analysis must be distinguished: I. Estimation of output quantities, which is straight-forward, and II. Estimation of parameters, which requires a more complex procedure based on bootstrap methods. This documentation presents methods to solve these problems with the help of specially designed tools for repeated simulation and subsequent statistical analysis. Part I presents the tool StocRes for estimation of output quantities and Part II the tool ParmEst for parameter estimations.
Authors/Creators: | Gustafsson, Leif |
---|---|
Title: | Tools for statistical handling of poisson simulation |
Subtitle: | documentation of StockRes and ParmEst |
Series Name/Journal: | Rapport. Biometri |
Year of publishing : | 2004 |
Number: | 2004:0 |
Number of Pages: | 29 |
Place of Publication: | Uppsala |
Publisher: | Institutionen för biometri och teknik, Sveriges lantbruksuniversitet |
ISSN: | 1652-3253 |
Language: | English |
Publication Type: | Report |
Full Text Status: | Public |
Subjects: | Obsolete subject words > SOCIAL SCIENCES > Statistics, computer and systems science |
Keywords: | poisson |
URN:NBN: | urn:nbn:se:slu:epsilon-8-366 |
Permanent URL: | http://urn.kb.se/resolve?urn=urn:nbn:se:slu:epsilon-8-366 |
ID Code: | 3810 |
Department: | (NL, NJ) > Department of Biometry and Engineering |
Deposited By: | Erica Lövgren |
Deposited On: | 17 Dec 2009 00:00 |
Metadata Last Modified: | 02 Dec 2014 10:25 |
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