A Spartan random process (SRP) is used to estimate the correlation structure of time series and to predict (interpolate and extrapolate) the data values. SRPs are motivated from statistical physics, and they can be viewed as Ginzburg–Landau models. The temporal correlations of the SRP are...

An important requirement for simulating repetitive projects is to treat correlations inherent in the repetition of same crews working at various locations. To attain the requirement, this study develops a new Monte Carlo simulation model implementing a Gaussian copula in conjunction with the...

The spatial structure of fluctuations in spatially inhomogeneous processes can be modeled in terms of Gibbs random fields. A local low energy estimator (LLEE) is proposed for the interpolation (prediction) of such processes at points where observations are not available. The LLEE approximates...