Data Enrichment for Simulation.
Abstract
Data enrichment in the present context is concerned with the creation of a stochastic time series whose parameters are consistent with a prior data base and whose cumulative values over a given period satisfy constraints dictated by the prior data base. The specific problem is to divide quarterly demand data in a 'realistic' fashion for use in a simulator whose output is sensitive to demand distribution within quarters. The method uses a random fraction to select recursively a portion of the remaining demand in a quarter. Formulae for the mean and variance of the random fraction are derived. This random fraction can be computer generated with a single random number using hybrid spike-uniform distributions with given means and variances. The properties of such distributions are derived.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1974
- Accession Number
- ADA001507
Entities
People
- Alan J. Kaplan
- Donald A. Orr