Lewis, Peter A. W. 1932
Overview
Works:  133 works in 344 publications in 4 languages and 2,050 library holdings 

Genres:  Conference papers and proceedings Software 
Roles:  Author, Editor 
Classifications:  QA276, 519 
Publication Timeline
.
Most widely held works by
Peter A. W Lewis
The statistical analysis of series of events by
D. R Cox(
Book
)
57 editions published between 1960 and 1981 in 5 languages and held by 836 WorldCat member libraries worldwide
The poisson process; Analysis of trends; Stationary point processes; Estimation of secondorder properties of stationary processes; Reewal processes and some related significance tests; Generalizations of renewal processes; Superposition of processes; Comparison of rates of occurrence; Some generalizations
57 editions published between 1960 and 1981 in 5 languages and held by 836 WorldCat member libraries worldwide
The poisson process; Analysis of trends; Stationary point processes; Estimation of secondorder properties of stationary processes; Reewal processes and some related significance tests; Generalizations of renewal processes; Superposition of processes; Comparison of rates of occurrence; Some generalizations
Stochastic point processes: statistical analysis, theory, and applications by
Peter A. W Lewis(
Book
)
23 editions published in 1972 in English and Undetermined and held by 411 WorldCat member libraries worldwide
23 editions published in 1972 in English and Undetermined and held by 411 WorldCat member libraries worldwide
Simulation methodology for statisticians, operations analysts, and engineers by
Peter A. W Lewis(
Book
)
25 editions published between 1988 and 1989 in English and held by 333 WorldCat member libraries worldwide
25 editions published between 1988 and 1989 in English and held by 333 WorldCat member libraries worldwide
Simulation of the movement of road traffic by
M. H Beilby(
Book
)
4 editions published between 1971 and 1975 in English and held by 21 WorldCat member libraries worldwide
4 editions published between 1971 and 1975 in English and held by 21 WorldCat member libraries worldwide
Introductory simulation and statistics package by
Peter A. W Lewis(
Book
)
6 editions published in 1984 in English and No Linguistic content and held by 16 WorldCat member libraries worldwide
"This package contains the basic computational and statistical tools necessary to set up and analyze a simulation experiment ... The package provides reliable, tested, pseudorandom variables and the statistical software for output analysis."
6 editions published in 1984 in English and No Linguistic content and held by 16 WorldCat member libraries worldwide
"This package contains the basic computational and statistical tools necessary to set up and analyze a simulation experiment ... The package provides reliable, tested, pseudorandom variables and the statistical software for output analysis."
Enhanced simulation and statistics package by
Peter A. W Lewis(
Book
)
5 editions published between 1986 and 1989 in English and No Linguistic content and held by 13 WorldCat member libraries worldwide
Provides users with the basic computational and statistical tools necessary to set up and analyze a simulation experiment. Includes eight FORTRAN subroutines for output analysis and ten pseudorandom variate generators. All programs have been compiled and linked in a simulation subroutine library, called SIMUL. LIB
5 editions published between 1986 and 1989 in English and No Linguistic content and held by 13 WorldCat member libraries worldwide
Provides users with the basic computational and statistical tools necessary to set up and analyze a simulation experiment. Includes eight FORTRAN subroutines for output analysis and ten pseudorandom variate generators. All programs have been compiled and linked in a simulation subroutine library, called SIMUL. LIB
Advanced simulation and statistics package : IBM professional FORTRAN version by
Peter A. W Lewis(
Book
)
4 editions published in 1986 in English and held by 10 WorldCat member libraries worldwide
4 editions published in 1986 in English and held by 10 WorldCat member libraries worldwide
The Fast Fourier transform algorithm and its applications by
J. W Cooley(
Book
)
5 editions published in 1967 in English and held by 8 WorldCat member libraries worldwide
5 editions published in 1967 in English and held by 8 WorldCat member libraries worldwide
Some simple models for continuous variate time series by
Peter A. W Lewis(
)
1 edition published in 1985 in Undetermined and held by 8 WorldCat member libraries worldwide
http://archive.org/details/somesimplemodels00lewi
1 edition published in 1985 in Undetermined and held by 8 WorldCat member libraries worldwide
http://archive.org/details/somesimplemodels00lewi
Minification processes by
Peter A. W Lewis(
)
1 edition published in 1988 in Undetermined and held by 8 WorldCat member libraries worldwide
It is shown that the autoregressive, Markovian minification processes introduced by Tavares and Sim can be extended to marginal distributions other than the exponential and Weibull distributions. Necessary ans sufficient conditions on the hazard rate of the marginal distributions are given for a minification process to exist. Results are given for the derivation of the autocorrelation function; these correct the expression for the Weibull given by Sim. Monotonic transformations of the minification processes are also discussed and generate a whole new class of autoregressive processes with fixed marginal distributions. Processes generated by a maximum operation are also introduced and a comparison of three different Markovian processes with uniform marginal distributions are given. Keywords: Time series, Distribution functions, Biovariate distributions. (KR)
1 edition published in 1988 in Undetermined and held by 8 WorldCat member libraries worldwide
It is shown that the autoregressive, Markovian minification processes introduced by Tavares and Sim can be extended to marginal distributions other than the exponential and Weibull distributions. Necessary ans sufficient conditions on the hazard rate of the marginal distributions are given for a minification process to exist. Results are given for the derivation of the autocorrelation function; these correct the expression for the Weibull given by Sim. Monotonic transformations of the minification processes are also discussed and generate a whole new class of autoregressive processes with fixed marginal distributions. Processes generated by a maximum operation are also introduced and a comparison of three different Markovian processes with uniform marginal distributions are given. Keywords: Time series, Distribution functions, Biovariate distributions. (KR)
Variance reduction for quantile estimates in simulations via nonlinear controls by
Peter A. W Lewis(
)
1 edition published in 1990 in Undetermined and held by 8 WorldCat member libraries worldwide
Linear controls are a well known simple technique for achieving variance reduction in computer simulation. Unfortunately the effectiveness of a linear control depends upon the correlation between the statistic of interest and the control, which is often low. Since statistics often have a nonlinear relationship with the potential control variables, nonlinear controls offer a means for improvement over linear controls. This paper focuses on the use of nonlinear controls for reducing the variance of quantile estimates in simulation. It is shown that one can substantially reduce the analytic effort required to develop a nonlinear control from a quantile estimator by using a strictly monotone transformation to create the nonlinear control. It is also shown that as one increases the sample size for the quantile estimator, the asymptotic multivariate normal distribution of the quantile of interest and the control reduces the effectiveness of the nonlinear control to that of the linear control. However, the data has to be sectioned to obtained an estimate of the variance of the controlled quantile estimate. Graphical methods are suggested for selecting the section size that maximizes the effectiveness of the nonlinear control. Keyword: Variance reduction, Quantiles; Nonlinear controls; Transformation; ACE; Leastsquares regression; Jackknifing. (kr)
1 edition published in 1990 in Undetermined and held by 8 WorldCat member libraries worldwide
Linear controls are a well known simple technique for achieving variance reduction in computer simulation. Unfortunately the effectiveness of a linear control depends upon the correlation between the statistic of interest and the control, which is often low. Since statistics often have a nonlinear relationship with the potential control variables, nonlinear controls offer a means for improvement over linear controls. This paper focuses on the use of nonlinear controls for reducing the variance of quantile estimates in simulation. It is shown that one can substantially reduce the analytic effort required to develop a nonlinear control from a quantile estimator by using a strictly monotone transformation to create the nonlinear control. It is also shown that as one increases the sample size for the quantile estimator, the asymptotic multivariate normal distribution of the quantile of interest and the control reduces the effectiveness of the nonlinear control to that of the linear control. However, the data has to be sectioned to obtained an estimate of the variance of the controlled quantile estimate. Graphical methods are suggested for selecting the section size that maximizes the effectiveness of the nonlinear control. Keyword: Variance reduction, Quantiles; Nonlinear controls; Transformation; ACE; Leastsquares regression; Jackknifing. (kr)
Higher order residual analysis for nonlinear time series with autoregressive correlation structures by
Peter A. W Lewis(
)
1 edition published in 1984 in Undetermined and held by 8 WorldCat member libraries worldwide
Prepared for: Chief of Naval Research Arlington, VA
1 edition published in 1984 in Undetermined and held by 8 WorldCat member libraries worldwide
Prepared for: Chief of Naval Research Arlington, VA
SASE VI and the statistical analyses of series in events in computer systems by
Peter A. W Lewis(
)
1 edition published in 1976 in Undetermined and held by 8 WorldCat member libraries worldwide
We describe recent results in the development of methodology of the statistical analysis of univariate series of events (point processes) and give some references to applications in the analysis and evaluation of computer system performance data. In addition, we describe the SASE VI program which has been developed to implement the methodology for the statistical analysis of series of events in the monograph on this subject by Cox and Lewis. Various subroutines perform, among other things, tests for monotone and cyclic trends, tests for renewal and Poisson processes and two different types of spectral analysis. The program can also be used to analyze any series of positive random variables such as counts of events in successive fired time intervals in a point process. It has been programmed in both FORTRAN and APL. Multivariate series of events (point processes) present a much more difficult task and the methodology for their analysis has only recently been developed in a perforce fairly tentative manner. Applications in the analysis of computer system data and neurophysiological data are given. One problem here is the need for new data analytic methods for the analysis of data when trying to build models, and the lack of simple models for nonnormal, positive multivariate time series. Some starts in these directions are described. (Author)
1 edition published in 1976 in Undetermined and held by 8 WorldCat member libraries worldwide
We describe recent results in the development of methodology of the statistical analysis of univariate series of events (point processes) and give some references to applications in the analysis and evaluation of computer system performance data. In addition, we describe the SASE VI program which has been developed to implement the methodology for the statistical analysis of series of events in the monograph on this subject by Cox and Lewis. Various subroutines perform, among other things, tests for monotone and cyclic trends, tests for renewal and Poisson processes and two different types of spectral analysis. The program can also be used to analyze any series of positive random variables such as counts of events in successive fired time intervals in a point process. It has been programmed in both FORTRAN and APL. Multivariate series of events (point processes) present a much more difficult task and the methodology for their analysis has only recently been developed in a perforce fairly tentative manner. Applications in the analysis of computer system data and neurophysiological data are given. One problem here is the need for new data analytic methods for the analysis of data when trying to build models, and the lack of simple models for nonnormal, positive multivariate time series. Some starts in these directions are described. (Author)
Use of color in differentiating factor levels in simulation output (preliminary report) by
Peter A. W Lewis(
)
1 edition published in 1986 in Undetermined and held by 8 WorldCat member libraries worldwide
http://archive.org/details/useofcolorindiff00lewi
1 edition published in 1986 in Undetermined and held by 8 WorldCat member libraries worldwide
http://archive.org/details/useofcolorindiff00lewi
Simulation methods for Poisson processes in nonstationary systems by
Peter A. W Lewis(
)
1 edition published in 1978 in Undetermined and held by 8 WorldCat member libraries worldwide
The nonhomogeneous Poisson process is a widely used model for a series of events (stochastic point process) in which the rate or intensity of occurrence of points varies, usually with time. The process has the characteristic properties that the number of points in any finite set of nonoverlapping intervals are mutually independent random varialbes, and that the number of points in any of these intervals has a Poisson distribution. This paper first discusses several general methods for simulation of the onedimensional nonhomogeneous Poisson process. Then a particular and very efficient method for simulation of nonhomogeneous Poisson processes is stated with loglinear rate function. The method is based on an identity relating the nonhomogeneous Poisson process to the gap statistics from a random number of exponential random variables with suitably chosen parameters. Finally, a simple and relatively efficient new method for simulation of onedimensional and twodimensional nonhomogeneous Poisson processes is described. The method is applicable for any given rate function and is based on controlled deletion of points in a Poisson process with a rate function that dominates the given rate function
1 edition published in 1978 in Undetermined and held by 8 WorldCat member libraries worldwide
The nonhomogeneous Poisson process is a widely used model for a series of events (stochastic point process) in which the rate or intensity of occurrence of points varies, usually with time. The process has the characteristic properties that the number of points in any finite set of nonoverlapping intervals are mutually independent random varialbes, and that the number of points in any of these intervals has a Poisson distribution. This paper first discusses several general methods for simulation of the onedimensional nonhomogeneous Poisson process. Then a particular and very efficient method for simulation of nonhomogeneous Poisson processes is stated with loglinear rate function. The method is based on an identity relating the nonhomogeneous Poisson process to the gap statistics from a random number of exponential random variables with suitably chosen parameters. Finally, a simple and relatively efficient new method for simulation of onedimensional and twodimensional nonhomogeneous Poisson processes is described. The method is applicable for any given rate function and is based on controlled deletion of points in a Poisson process with a rate function that dominates the given rate function
A mixed autoregressivemoving average exponential sequence and point process (EARMA 1,1) by
Peter A. W Lewis(
)
1 edition published in 1975 in Undetermined and held by 8 WorldCat member libraries worldwide
supported by the Office of Naval Research (Grant NR042284)
1 edition published in 1975 in Undetermined and held by 8 WorldCat member libraries worldwide
supported by the Office of Naval Research (Grant NR042284)
Nonlinear modeling of time series using Multivariate Adaptive Regression Splines (MARS) by
Peter A. W Lewis(
)
1 edition published in 1990 in Undetermined and held by 8 WorldCat member libraries worldwide
Chief of Naval Research, Arlington, VA
1 edition published in 1990 in Undetermined and held by 8 WorldCat member libraries worldwide
Chief of Naval Research, Arlington, VA
The new Naval Postgraduate School random number package LLRANDOMII by
Peter A. W Lewis(
)
1 edition published in 1981 in Undetermined and held by 8 WorldCat member libraries worldwide
Office of Naval Research and NPS Foundation
1 edition published in 1981 in Undetermined and held by 8 WorldCat member libraries worldwide
Office of Naval Research and NPS Foundation
Stationary exponential time series : further model development and a residual analysis by
Peter A. W Lewis(
)
1 edition published in 1983 in Undetermined and held by 8 WorldCat member libraries worldwide
http://archive.org/details/stationaryexpone00lewi
1 edition published in 1983 in Undetermined and held by 8 WorldCat member libraries worldwide
http://archive.org/details/stationaryexpone00lewi
Empirical sampling study of a goodness of fit statistic for density function estimation by
Peter A. W Lewis(
)
1 edition published in 1975 in Undetermined and held by 8 WorldCat member libraries worldwide
supported in part by the Office of Naval Research and the National Science Foundation, AG4 76
1 edition published in 1975 in Undetermined and held by 8 WorldCat member libraries worldwide
supported in part by the Office of Naval Research and the National Science Foundation, AG4 76
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Related Identities
 Cox, D. R. (David Roxbee) Author
 Orav, E. J. (Endel John)
 Naval Postgraduate School (U.S.)
 Larrieu, J. (Jean) 1927 Translator
 Uribe, Luis
 NAVAL POSTGRADUATE SCHOOL MONTEREY CA
 Shedler, G. S.
 University of Birmingham Department of Transportation and Environmental Planning
 Lawrance, A. J. Author
 Beilby, Michael Harry Author
Associated Subjects
Algorithms Analysis of variance Computer simulation EngineeringComputer simulation Fourier transformations Great Britain Mathematical statistics Mathematical statisticsComputer simulation Numerical calculations Operations researchComputer simulation Point processes Statistics StatisticsComputer programs Stochastic processes Traffic engineering Traffic engineeringData processing Traffic flow