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Second-order control of complex systems with correlated synthetic data

Raimbault, J; (2019) Second-order control of complex systems with correlated synthetic data. Complex Adaptive Systems Modeling , 7 , Article 4. 10.1186/s40294-019-0065-y. Green open access

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Abstract

The generation of synthetic data is an essential tool to study complex systems, allowing for example to test models of these in precisely controlled settings, or to parametrize simulation models when data is missing. This paper focuses on the generation of synthetic data with an emphasis on correlation structure. We introduce a new methodology to generate such correlated synthetic data. It is implemented in the field of socio-spatial systems, more precisely by coupling an urban growth model with a transportation network generation model. We also show the genericity of the method with an application on financial time-series. The simulation results show that the generation of correlated synthetic data for such systems is indeed feasible within a broad range of correlations, and suggest applications of such synthetic datasets.

Type: Article
Title: Second-order control of complex systems with correlated synthetic data
Open access status: An open access version is available from UCL Discovery
DOI: 10.1186/s40294-019-0065-y
Publisher version: https://doi.org/10.1186/s40294-019-0065-y
Language: English
Additional information: This work is licensed under a Creative Commons Attribution 4.0 International License. The images or other third party material in this article are included in the Creative Commons license, unless indicated otherwise in the credit line; if the material is not included under the Creative Commons license, users will need to obtain permission from the license holder to reproduce the material. To view a copy of this license, visit http://creativecommons.org/licenses/by/4.0/
Keywords: Synthetic data, Statistical control, Correlations, Financial time-series, Land-use transportation interactions
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of the Built Environment
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of the Built Environment > Centre for Advanced Spatial Analysis
URI: https://discovery.ucl.ac.uk/id/eprint/10086736
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