Empirical comparison of vector bootstrap methods for multivariate scenario generation
Stochastic simulation models require input scenarios, which may be generated from observed data using bootstrap methods. If a model’s input variables are auto- and/or cross-correlated, these dependencies must be preserved in the generated scenarios. Three bootstrap methods were tested empirically: (...
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| Format: | Others |
| Language: | en |
| Published: |
2012
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| Online Access: | http://hdl.handle.net/10539/11711 |