TES (Transform-Expand-Sample) is a versatile methodology for modeling general stationary time series, and particularly those that are autocorrelated. From the viewpoint of Monte Carlo simulation, TES represents a new and flexible input analysis approach. The salient feature of TES is its potential ability to simultaneously capture first-order and second-order properties of empirical time series (field measurements): Given an empirical sample, TES is designed to fit an arbitrary empirical marginal distribution (histogram) and to simultaneously approximate the leading empirical autocorrelations. Practical TES modeling is computationally intensive and can be effectively carried out only with computer support. A software modeling environment, called TEStool, has been designed and implemented to support the TES modeling methodology, through an interactive heuristic or algorithmic search approach employing extensive visualization. The purpose of this paper is to introduce TES modeling, and to offer some illustrative examples from a range of applications, including source, modeling of compressed video and fault arrivals, financial modeling and texture generation. These examples demonstrate the efficacy and versatility of the TES modeling methodology, and underscore the high fidelity attainable with TES models.
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