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The method has the flexibility to enable replicated sensitivity analysis for trace-driven simulation, which is critical for risk assessment. The article includes two simple implementations to illustrate the approach. These implementations are applied to nonstationary and state-dependent multivariate time series. Examples using emergency department data are presented.<\/jats:p>","DOI":"10.1145\/2553082","type":"journal-article","created":{"date-parts":[[2014,2,11]],"date-time":"2014-02-11T14:39:42Z","timestamp":1392129582000},"page":"1-13","update-policy":"http:\/\/dx.doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":4,"title":["Data-driven simulation of complex multidimensional time series"],"prefix":"10.1145","volume":"24","author":[{"given":"Lee W.","family":"Schruben","sequence":"first","affiliation":[{"name":"University of California, Berkeley, CA"}]},{"given":"Dashi I.","family":"Singham","sequence":"additional","affiliation":[{"name":"Naval Postgraduate School, Monterey, CA"}]}],"member":"320","published-online":{"date-parts":[[2014,1]]},"reference":[{"key":"e_1_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.5555\/2783117.2783125"},{"key":"e_1_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1080.0669"},{"key":"e_1_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1109\/21.44033"},{"key":"e_1_2_1_4_1","unstructured":"D. Eitel and D. A. Samuelson. 2011. OR in the ER. ORMS Today 38 4 (2011).  D. Eitel and D. A. Samuelson. 2011. OR in the ER. ORMS Today 38 4 (2011)."},{"key":"e_1_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1287\/ijoc.1080.0316"},{"key":"e_1_2_1_6_1","doi-asserted-by":"crossref","unstructured":"M. M. Gunal and M. Pidd. 2007. Interconnected DES models of emergency outpatient and inpatient departments of a hospital. In Proceedings of the 39th Conference on Winter Simulation: 40 years&excl; The Best Is Yet to Come S. G. Henderson B. Biller M.-H. Hsieh J. Shortle J. D. Tew and R. R. Barton (Eds.). Institute of Electrical and Electronics Engineers Inc. Piscataway New Jersey 1461--1466.   M. M. Gunal and M. Pidd. 2007. Interconnected DES models of emergency outpatient and inpatient departments of a hospital. In Proceedings of the 39th Conference on Winter Simulation: 40 years&excl; The Best Is Yet to Come S. G. Henderson B. Biller M.-H. Hsieh J. Shortle J. D. Tew and R. R. Barton (Eds.). 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Institute of Electrical and Electronics Engineers, Inc. , Piscataway, NJ, 1048--1054. L. W. Schruben and D. I. Singham. 2010. Simulating multivariate time series using flocking. In Proceedings of the 2010 Winter Simulation Conference, B. Johansson, S. Jain, J. Montoya-Torres, J. Hugan, and E. Y\u00fccesan (Eds.). Institute of Electrical and Electronics Engineers, Inc., Piscataway, NJ, 1048--1054."},{"key":"e_1_2_1_14_1","volume-title":"Proceedings of the 2011 Winter Simulation Conference, S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu (Eds.). Institute of Electrical and Electronics Engineers, Inc.","author":"Schruben L. W.","unstructured":"L. W. Schruben and D. I. Singham . 2011. Agent Based Output Analysis . In Proceedings of the 2011 Winter Simulation Conference, S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu (Eds.). Institute of Electrical and Electronics Engineers, Inc. , Piscataway, New Jersey. L. W. Schruben and D. I. Singham. 2011. Agent Based Output Analysis. In Proceedings of the 2011 Winter Simulation Conference, S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu (Eds.). Institute of Electrical and Electronics Engineers, Inc., Piscataway, New Jersey."},{"key":"e_1_2_1_15_1","volume-title":"Proceedings of the 2011 Winter Simulation Conference, S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu (Eds.). Institute of Electrical and Electronics Engineers, Inc.","author":"Singham D. I.","unstructured":"D. I. Singham , M. A. Therkildsen , and L. W. Schruben . 2011. Applications of flocking algorithms to input modeling for agent movement . In Proceedings of the 2011 Winter Simulation Conference, S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu (Eds.). Institute of Electrical and Electronics Engineers, Inc. , Piscataway, NJ. D. I. Singham, M. A. Therkildsen, and L. W. Schruben. 2011. Applications of flocking algorithms to input modeling for agent movement. In Proceedings of the 2011 Winter Simulation Conference, S. Jain, R. R. Creasey, J. Himmelspach, K. P. White, and M. Fu (Eds.). 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