{"id":"https://openalex.org/W2071497426","doi":"https://doi.org/10.2118/26245-pa","title":"Incorporating Historical Data Into Monte Carlo Simulation","display_name":"Incorporating Historical Data Into Monte Carlo Simulation","publication_year":1994,"publication_date":"1994-04-01","ids":{"openalex":"https://openalex.org/W2071497426","doi":"https://doi.org/10.2118/26245-pa","mag":"2071497426"},"language":"en","primary_location":{"id":"doi:10.2118/26245-pa","doi":"https://doi.org/10.2118/26245-pa","is_oa":false,"landing_page_url":"https://doi.org/10.2118/26245-pa","pdf_url":null,"source":{"id":"https://openalex.org/S4210167659","display_name":"SPE Computer Applications","issn_l":"1064-9778","issn":["1064-9778","2469-9675"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SPE Computer Applications","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5014989776","display_name":"James A. Murtha","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"James A. Murtha","raw_affiliation_strings":["Consultant"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Consultant","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5014989776"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.3788,"has_fulltext":false,"cited_by_count":38,"citation_normalized_percentile":{"value":0.82045834,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"6","issue":"02","first_page":"11","last_page":"17"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.7128999829292297,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.7128999829292297,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.12449999898672104,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.042899999767541885,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monte-carlo-simulation","display_name":"Monte Carlo simulation","score":0.875},{"id":"https://openalex.org/keywords/historical-data","display_name":"historical data","score":0.7850000262260437},{"id":"https://openalex.org/keywords/parameter-distributions","display_name":"parameter distributions","score":0.7440000176429749},{"id":"https://openalex.org/keywords/parameter-dependencies","display_name":"parameter dependencies","score":0.7570000290870667},{"id":"https://openalex.org/keywords/dependence-modeling","display_name":"dependence modeling","score":0.33000001311302185},{"id":"https://openalex.org/keywords/reservoir-simulation","display_name":"reservoir simulation","score":0.6679999828338623},{"id":"https://openalex.org/keywords/uncertainty-quantification","display_name":"uncertainty quantification","score":0.597000002861023}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.8392804861068726},{"id":"https://openalex.org/C19768560","wikidata":"https://www.wikidata.org/wiki/Q320727","display_name":"Dependency (UML)","level":2,"score":0.5240490436553955},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5066927075386047},{"id":"https://openalex.org/C9652623","wikidata":"https://www.wikidata.org/wiki/Q190109","display_name":"Field (mathematics)","level":2,"score":0.4947587847709656},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4645844101905823},{"id":"https://openalex.org/C204493344","wikidata":"https://www.wikidata.org/wiki/Q6904698","display_name":"Monte Carlo method in statistical physics","level":5,"score":0.43730035424232483},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.3909617066383362},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3382769227027893},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3165661096572876},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.29116392135620117},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18726211786270142},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1689518690109253},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.08727309107780457},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2118/26245-pa","doi":"https://doi.org/10.2118/26245-pa","is_oa":false,"landing_page_url":"https://doi.org/10.2118/26245-pa","pdf_url":null,"source":{"id":"https://openalex.org/S4210167659","display_name":"SPE Computer Applications","issn_l":"1064-9778","issn":["1064-9778","2469-9675"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SPE Computer Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W245715842","https://openalex.org/W1971546238","https://openalex.org/W2004406981","https://openalex.org/W2040392175","https://openalex.org/W2044572182"],"related_works":["https://openalex.org/W382606959","https://openalex.org/W3213367190","https://openalex.org/W3139891169","https://openalex.org/W2738718777","https://openalex.org/W3173704859","https://openalex.org/W7100088029","https://openalex.org/W2592129671","https://openalex.org/W1966370933","https://openalex.org/W2315011743","https://openalex.org/W2801125216"],"abstract_inverted_index":{"Summary":[0],"This":[1],"paper":[2],"demonstrates":[3],"how":[4,14],"to":[5],"incorporate":[6],"historical":[7],"data":[8],"into":[9],"Monte":[10],"Carlo":[11],"simulations,":[12],"describes":[13],"the":[15,27],"parameters":[16],"are":[17],"distributed,":[18],"and":[19,32],"quantifies":[20],"dependencies":[21],"among":[22],"them.":[23],"It":[24],"also":[25],"shows":[26],"effect":[28],"of":[29],"ignoring":[30],"dependency":[31],"presents":[33],"summary":[34],"statistics":[35],"on":[36],"field":[37],"data.":[38]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
