Should we model dependence and nonstationarity, and if so how?. Henderson, S. In Kuhl, M. E., Steiger, N. M., Armstrong, F. B., & Joines, J. A., editors, Proceedings of the 2005 Winter Simulation Conference, pages 120–129, Piscataway NJ, 2005. IEEE.
Should we model dependence and nonstationarity, and if so how? [pdf]Paper  abstract   bibtex   1 download  
It can be difficult to develop, fit to data, and generate from, models that capture dependence and/or nonstationarity in simulation inputs. Should we bother? How should we go about it? I will discuss these issues, focusing on three examples: call center arrivals, ambulance travel speeds and wind modeling for America's Cup races.

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