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Input modeling when simple models fail
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Source 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
Authors
Barry L. Nelson  Dept. of Industrial Engr & Management Sciences, Northwestern University, Evanston, Illinois
Marne C. Cario  Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
Chester A. Harris  Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
Stephanie A. Jamison  Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
J. O. Miller  Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
James Steinbugl  Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
Jaehwan Yang  Dept. of Industrial, Welding & Systems Engr, The Ohio State University, Columbus, Ohio
Peter Ware  Dept. of Computer & Information Science, The Ohio State University, Columbus, Ohio
Sponsors
IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation
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
INFORMS/CS : Computer Science TC
SIGSIM: ACM Special Interest Group on Simulation and Modeling
Publisher
IEEE Computer Society  Washington, DC, USA
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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.

 
1
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.
 
2
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.
 
3
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.
 
8
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.
 
11
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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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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.


Collaborative Colleagues:
Barry L. Nelson: colleagues
Marne C. Cario: colleagues
Chester A. Harris: colleagues
Stephanie A. Jamison: colleagues
J. O. Miller: colleagues
James Steinbugl: colleagues
Jaehwan Yang: colleagues
Peter Ware: colleagues