Article ID: | iaor20012092 |
Country: | United Kingdom |
Volume: | 27 |
Issue: | 13 |
Start Page Number: | 1347 |
End Page Number: | 1349 |
Publication Date: | Nov 2000 |
Journal: | Computers and Operations Research |
Authors: | Ridley Dennis |
A simplified antithetic time-series model is presented. Two independent combining weights are replaced by a single weight and its complement. The number of computations and the time required to perform them are thereby reduced.