Evaluation of tests for initial-condition bias

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Evaluation of tests for initial-condition bias

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Winter Simulation Conference archive
Proceedings of the 24th conference on Winter simulation table of contents

Arlington, Virginia, United States

Pages: 577 - 585

Year of Publication: 1992

ISBN:0-7803-0798-4

Authors

Charles R. Cash
Barry L. Nelson
David G. Dippold
J. Mark Long
William P. Pollard

Sponsors

ASA : American Statistical Association
NIST : National Institue of Standards & Technology
IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ACM: Association for Computing Machinery
ORSA : Operations Research Society of America
SIGSIM: ACM Special Interest Group on Simulation and Modeling
TIMS :
IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 5, Downloads (12 Months): 29, Citation Count: 11

Additional Information:

references cited by index terms collaborative colleagues

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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.

	1	Glynn, P. W. 1984. Some asymptotic formula~ for Markov chains with applications to simulation. Journal of Statistical Computation and Simulation 19:97-112.
	2	Goldsman, D., L. Schruben and J. J. Swain. 1991. Tests for transient means in simulated time series. Technical Report, School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia.
	3	Kelton, W. D., and A. M. Law. 1984. An analytical evaluation of alternative strategies in steady-state simulation. Operations Research 32: 169-184.
	4	Kelton, W. D., and A. M. Law. 1985. The transient behavior of the M/M/s queue, with implications for steady state-simulation. Operations Research 33: 378-396.
	5	Nelson, B. L. 1990. Variance reduction in the presence of initial-condition bias. liE Transactions 22: 340-350.
	6	Schruben, L. 1982. Detecting initialization bias in simulation output. Operations Research 30: 569- 590.
	7	Schruben, L., H. Singh and L. Tierney. 1983. Optimal tests for initialization bias in simulation output. Opera~ions Research 31: 1167-1178.
	8	W. Whitt, Planning queueing simulations, Management Science, v.35 n.11, p.1341-1366, Nov. 1989 [doi>10.1287/mnsc.35.11.1341]

CITED BY 11

	Christopher W. Zobel , K. Preston White, Jr., Determining a warm-up period for a telephone network routing simulation, Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future, p.662-665, December 05-08, 1999, Phoenix, Arizona, United States
	Daniel H. Ockerman , David Goldsman, The impact of transients on simulation variance estimators, Proceedings of the 29th conference on Winter simulation, p.234-239, December 07-10, 1997, Atlanta, Georgia, United States
	K. Preston White, Jr. , Michael J. Cobb , Stephen C. Spratt, A comparison of five steady-state truncation heuristics for simulation, Proceedings of the 32nd conference on Winter simulation, December 10-13, 2000, Orlando, Florida
	Young-Hae Lee , Hyung-Sool Oh, Detecting truncation point in steady-state simulation using chaos theory, Proceedings of the 26th conference on Winter simulation, p.353-360, December 11-14, 1994, Orlando, Florida, United States
	Ming-Hua Hsieh , Donald L. Iglehart , Peter W. Glynn, Empirical performance of bias-reducing estimators for regenerative steady-state simulations, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.14 n.4, p.325-343, October 2004
	Ming-hua Hsieh, A new approach for parallel steady-state simulations, Proceedings of the 37th conference on Winter simulation, December 03-06, 2006, Monterey, California
	Prasad S. Mahajan , Ricki G. Ingalls, Evaluation of methods used to detect warm-up period in steady state simulation, Proceedings of the 36th conference on Winter simulation, December 05-08, 2004, Washington, D.C.
	Manuel D. Rossetti , Zhe Li , Peng Qu, Exploring exponentially weighted moving average control charts to determine the warm-up period, Proceedings of the 37th conference on Winter simulation, December 04-07, 2005, Orlando, Florida
	Mirko Eickhoff , Don McNickle , Krzysztof Pawlikowski, Detecting the duration of initial transient in steady state simulation of arbitrary performance measures, Proceedings of the 2nd international conference on Performance evaluation methodologies and tools, October 22-27, 2007, Nantes, France
	William W. Franklin , K. Preston White, Jr., Stationarity tests and MSER-5: exploring the intuition behind mean-squared-error-reduction in detecting and correcting initialization bias, Proceedings of the 40th Conference on Winter Simulation, December 07-10, 2008, Miami, Florida
	Kathryn Hoad , Stewart Robinson , Ruth Davies, Automating warm-up length estimation, Proceedings of the 40th Conference on Winter Simulation, December 07-10, 2008, Miami, Florida