We propose a class of alternative stochastic volatility models for electricity prices using the quantile function modeling approach. Specifically, we fit marginal distributions ...
The failure probability of a product F(t) and the life time quantile tp are commonly used metrics in reliability applications. Confidence intervals are used to quantify the statis...
Confidence intervals for the median of estimators or other quantiles were proposed as a substitute for usual confidence intervals in terminating and steady-state simulation. This ...
Point-to-point delay is an important network performance measure as it captures service degradations caused by various events. We study how to measure and report delay in a concis...
Baek-Young Choi, Sue B. Moon, Rene L. Cruz, Zhi-Li...
While traditional database systems optimize for performance on one-shot queries, emerging large-scale monitoring applications require continuous tracking of complex aggregates and...
Graham Cormode, Minos N. Garofalakis, S. Muthukris...