Re: need to construct some stationary processes?
dave_at_autobox.com
Date: 01/25/05
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Date: 25 Jan 2005 15:22:29 -0800
Lucy,
As part of our continuing due dilligence on our automatic model
selection heuristics we deliver a simulation option in our software
offerings. The user simply specifies the model and parameters , the
system generates an iid variable which is then used to create a
simulated time series ( one realization ) .
If you wish you might investigate http://www.autobox.com and in
particular http://www.autobox.com/freefore-price.htm as it refers to
MONTE CARLO SIMULATION .
If you wish to chat about this please feel free to call me at
215-675-0652
We have been creating artificial time series for many years as a way of
testing the ROBUSTNESS of our automatic modelling heuristics.
regards
dave reilly
automatic forecasting systems
http://www.autobox.com
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