Research Article
Spline-Interpolation-Based FFT Approach to Fast Simulation of Multivariate Stochastic Processes
Table 3
Comparisons of MRSE and EF among different simulation schemes (noted that the data come from [
46]).
| Locatio point | MRSE | EF | SFFT | CL-FFT | SL-FFT | NN-FFT | SFFT | CL-FFT | SL-FFT | NN-FFT |
| 1 | 0.1693 | 0.1896 | 0.2342 | 0.1655 | 0.9812 | 0.9804 | 0.9747 | 0.9818 | 2 | 0.1688 | 0.1791 | 0.2330 | 0.1648 | 0.9810 | 0.9802 | 0.9745 | 0.9817 | 3 | 0.1681 | 0.1782 | 0.2313 | 0.1643 | 0.9814 | 0.9806 | 0.9751 | 0.9821 | 4 | 0.1675 | 0.1774 | 0.2295 | 0.1636 | 0.9813 | 0.9805 | 0.9751 | 0.9819 | 5 | 0.1667 | 0.1764 | 0.2278 | 0.1633 | 0.9808 | 0.9801 | 0.9746 | 0.9815 | 6 | 0.1662 | 0.1758 | 0.2263 | 0.1625 | 0.9809 | 0.9802 | 0.9747 | 0.9816 | 7 | 0.1654 | 0.1748 | 0.2243 | 0.1621 | 0.9811 | 0.9804 | 0.9751 | 0.9817 | 8 | 0.1645 | 0.1737 | 0.2222 | 0.1617 | 0.9810 | 0.9803 | 0.9752 | 0.9816 | 9 | 0.1638 | 0.1727 | 0.2204 | 0.1607 | 0.9813 | 0.9806 | 0.9756 | 0.9819 | 10 | 0.1627 | 0.1713 | 0.2177 | 0.1597 | 0.9820 | 0.9813 | 0.9765 | 0.9825 |
|
|