A Survey of Tes Modeling Applications
نویسندگان
چکیده
TES (Transform-Expand-Sample) is a versatile methodology for modeling general stationary time series, and particularly those that are autocorrelated. From the viewpoint of Monte Carlo simulation, TES represents a new and exible input analysis approach. The salient feature of TES is its potential ability to simultaneously capture rst-order and second-order properties of empirical time series ((eld measurements): Given an empirical sample, TES is designed to t an arbitrary empirical marginal distribution (histogram) and to simultaneously approximate the leading empirical autocorrelations. Practical TES modeling is computationally intensive and can be eeectively carried out only with computer support. A software modeling environment, called TEStool, has been designed and implemented to support the TES modeling methodology, through an interactive heuristic or algorithmic search approach employing extensive visualization. The purpose of this paper is to introduce TES modeling, and to ooer some illustrative examples from a range of applications. The paper rst presents an overview of TES modeling and TEStool as well as the underlying TES theory. It then proceeds to survey a number of models from various application domains, including source modeling of compressed video and fault arrivals, nancial modeling and texture generation. These examples demonstrate the eecacy and versatility of the TES modeling methodology, and underscore the high delity attainable with TES models.
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