| Input modeling when simple models fail |
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Winter Simulation Conference
archive
Proceedings of the 27th conference on Winter simulation
table of contents
Arlington, Virginia, United States
Pages: 93 - 100
Year of Publication: 1995
ISBN:0-7803-3018-8
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Authors
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Barry L. Nelson
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Dept. of Industrial Engr & Management Sciences, Northwestern University, Evanston, Illinois
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Marne C. Cario
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Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
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Chester A. Harris
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Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
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Stephanie A. Jamison
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Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
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J. O. Miller
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Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
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James Steinbugl
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Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
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Jaehwan Yang
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Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
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Peter Ware
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Dept. of Computer & Information Science, The Ohio State University, Columbus, Ohio
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IEEE Computer Society
Washington, DC, USA
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| Bibliometrics |
Downloads (6 Weeks): 0, Downloads (12 Months): 10, Citation Count: 7
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ABSTRACT
A simulation model is composed of inputs and logic; the inputs represent the uncertainty or randomness in the system, while the logic determines how the system reacts to the uncertain elements. Simple input models, consisting of independent and identically distributed sequences of random variates from standard probability distributions, are included in every commercial simulation language. Software to fit these distributions to data is also available. In this tutorial we describe input models that are useful when simple models are not.
REFERENCES
Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.
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Avramidis, A. N. and J. R. Wilson. 1994. A flexible method for estimating inverse distribution functions in simulation experiments. ORSA Journal on Computing 6:342-355.
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Cario, M. C. and B. L. Nelson. 1995. Autoregressive to anything: Time series input processes for simulation. Working Paper, Department of industrial, Welding and Systems Engineering, The Ohio State University, Columbus, Ohio.
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Devroye, L. 1986. Non-Uniform Random Variate Generation. New York: Springer-Verlag.
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Jagerman, D. L. and B. Melamed. 1992a. The transition and autocorrelation structure of TES processes, Part I: General theory. Communication in Statistics-Stochastic Models 8:193-219.
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Jagerman, D. L. and B. Melamed. 1992b. The transition and autocorrelation structure of TES processes, Part II: Special cases. Communication in Statistics-Stochastic Models 8:499-527.
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Johnson, M. A., S. Lee and J. R. Wilson. 1994a. Experimental evaluation of a procedure for estimating nonhomogeneous Poisson processes having cyclic behavior. ORSA Journal on Computing 6:356-368.
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Johnson, M. A., S. Lee and J. R. Wilson. 1994b. NPPMLE and NPPSIM: Software for estimating and simulating nonhomogeneous Poisson processes having cyclic behavior. Operations Research Letters 15:273-282.
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Johnson, N. L. 1949. Systems of frequency curves generated by methods of translation. Biometrika 36:297-304.
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Lee, S., J. R. Wilson and M. M. Crawford. 1991. Modeling and simulation of a nonhomogeneous Poisson process haviag cyclic behavior. Communications in Statistics--Simulation and Computation 20:777-809.
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Benjamin Melamed , Jon R. Hill , David Goldsman, The TES methodology: modeling empirical stationary time series, Proceedings of the 24th conference on Winter simulation, p.135-144, December 13-16, 1992, Arlington, Virginia, United States
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Schmeiser, B. W. and S. J. Deutsch. 1977. A versatile four parameter family of probability distributions suitable for simulation. IIE Transactions 9:176- 181.
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Song, W. T., L-C. Hsiao and Y-J. Chen. 1995. Generation of autocorre}ated random variables in the analysis of simulation input. European Journal o/ Operational Research, forthcoming.
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Swain, J. J., S. Venkatraman and J. R. Wilson. 1988. Least-squares estimation of distribution functions in Johnson's translation system. Journal of Statistical Computation and Simulation 29:271-297.
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Wagner, M. A. F. and J. R. Wilson. 1994a. Using univariate B~zier distributions to model simulation input processes. IIE Transactions, forthcoming.
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Willemain, T. R. and P. A. Desautels. 1993. A method to generate autocorrelated uniform random numbers. Journal of Statistical Computation and Simulation 45:23-31.
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