Advanced simulation output analysis for a single system

Subscribe (Full Service)


	Search: The ACM Digital Library The Guide

	Feedback

Advanced simulation output analysis for a single system

Full text

Pdf (733 KB)

Source

Winter Simulation Conference archive
Proceedings of the 25th conference on Winter simulation table of contents

Los Angeles, California, United States

Pages: 89 - 96

Year of Publication: 1993

ISBN:0-7803-1381-X

Author

Christos Alexopoulos

School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia

Sponsors

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
IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation
ASA : American Statistical Association
NIST : National Institue of Standards & Technology
TIMS/CSG :

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 7, Downloads (12 Months): 31, Citation Count: 4

Additional Information:

references cited by collaborative colleagues

Tools and Actions:	Review this Article Save this Article to a Binder Display Formats: BibTeX EndNote ACM Ref

DOI Bookmark:	Use this link to bookmark this Article: http://doi.acm.org/10.1145/256563.256593 What is a DOI?

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	Alexopoulos, C. 1993. Distribution-free confidence intervals for conditional probabilities and ratios of expectations, Technical Report, School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia.
	2	Billingsley, P. 1968. Convergence of probability measures, Wiley, New York.
	3	Paul Bratley , Bennett L. Fox , Linus E. Schrage, A guide to simulation (2nd ed.), Springer-Verlag New York, Inc., New York, NY, 1987
	4	Chance, F., and L. W. Schruben. 1992. Establishing a truncation point in simulation output. Technical Report, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York.
	5	Charnes, J. M. 1989. Statistical analysis of multivariate discrete-event simulation output. Ph.D. Thesis. Department of Operations and Management Science, University of Minnesota, Minneapolis, Minnesota.
	6	John M. Charnes, Power comparisons for the multivariate batch-means method, Proceedings of the 22nd conference on Winter simulation, p.281-287, December 09-12, 1990, New Orleans, Louisiana, United States
	7	John M. Charnes, Multivariate simulation output analysis, Proceedings of the 23rd conference on Winter simulation, p.187-193, December 08-11, 1991, Phoenix, Arizona, United States
	8	Der-Fa R. Chen , Andrew F. Seila, Multivariate inference in stationary simulation using batch means, Proceedings of the 19th conference on Winter simulation, p.302-304, December 14-16, 1987, Atlanta, Georgia, United States [doi>10.1145/318371.318436]
	9	Chow, Y. S., and H. Robbins. 1965. On the asymptotic theory of fixed-width sequential confidence intervals for the mean. Annals of Mathematical Statistics 36:457-462.
	10	Conway, R. W. 1963. Some tactical problems in digital simulation. Management Science 10:47-61.
	11	Michael A. Crane , Donald L. Iglehart, Simulating Stable Stochastic Systems, I: General Multiserver Queues, Journal of the ACM (JACM), v.21 n.1, p.103-113, Jan. 1974 [doi>10.1145/321796.321805]
	12	Michael A. Crane , Donald L. Iglehart, Simulating Stable Stochastic Systems, II: Markov Chains, Journal of the ACM (JACM), v.21 n.1, p.114-123, Jan. 1974 [doi>10.1145/321796.321806]
	13	Crane, M. A., and D. L. Iglehart. 1975. Simulating stable stochastic systems III: Regenerative processes and discrete-event simulations. Operations Research 23:33-45.
	14	A. A. Crane , J. Lemoine, An Introduction to the Regenerative Method for Simulation Analysis, Springer-Verlag New York, Inc., Secaucus, NJ, 1977
	15	Duket, S. D., and A. A. B. Pritsker. 1978. Examination of simulation output using spectral methods. Math.. Simulation 20:53-60.
	16	Fishman, G. S. 1972. Bias considerations in simulation experiments. Operations Research 20:785-790.
	17	Fishman, G. S. 1973. Statistical analysis for queueing simulations. Management Science 20:363-369.
	18	Fishman, G. S. 1974. Estimation of multiserver queueing simulations. Operations Research 22:72- 78.
	19	George S. Fishman, Achieving specific accuracy in simulation output analysis, Communications of the ACM, v.20 n.5, p.310-315, May 1977 [doi>10.1145/359581.359589]
	20	Fishman, G. S. 1978a. Grouping observations in digital simulation. Management Science 24:510-521.
	21	George S. Fishman, Principles of Discrete Event Simulation, John Wiley & Sons, Inc., New York, NY, 1978
	22	Gafarian, A.V., C. J. Ancker, and F. Morisaku. 1978. Evaluation of commonly used rules for detecting steady-state in computer simulation. Naval Research Logistics Quarterly 25:511-529.
	23	P. W. Glynn , D. L. Iglehart, Simulation output analysis using standardized time series, Mathematics of Operations Research, v.15 n.1, p.1-16, Feb. 1990 [doi>10.1287/moor.15.1.1]
	24	D. Goldsman , M. Meketon , L. Schruben, Properties of standardized time series weighted area variance estimators, Management Science, v.36 n.5, p.602-612, May 1990 [doi>10.1287/mnsc.36.5.602]
	25	Goldsman, D., and L. W. Schruben. 1984. Asymptotic properties of some confidence interval estimators for simulation output. Management Science 30:1217-1225.
	26	D. Goldsman , L. Schruben, New confidence interval estimators using standardized time series, Management Science, v.36 n.3, p.393-397, Mar. 1990 [doi>10.1287/mnsc.36.3.393]
	27	Heidelberger, P., and P. A. W. Lewis. 1984. Quantile estimation in dependent sequences. Operations Research 32:185-209.
	28	Philip Heidelberger , Peter D. Welch, A spectral method for confidence interval generation and run length control in simulations, Communications of the ACM, v.24 n.4, p.233-245, April 1981 [doi>10.1145/358598.358630]
	29	Heidelberger, P., and P. D. Welch. 1981b. Adaptive spectral methods for simulation output analysis. IBM Journal of Research and Development 25:860-876.
	30	Heidelberger, P., and P. D. Welch. 1983. Simulation run length control in the presence of an initial transient. Operations Research 31"1109-1144.
	31	Sarah J. Hood , Peter D. Welch, Experimental design issues in simulation with examples from semiconductor manufacturing, Proceedings of the 24th conference on Winter simulation, p.255-263, December 13-16, 1992, Arlington, Virginia, United States [doi>10.1145/167293.167346]
	32	Iglehart, D. L. 1975. Simulating stable stochastic systems, V: Comparison of ratio estimators. Naval Research Logistics Quarterly 22:553-565.
	33	Donald L. Iglehart, Simulating Stable Stochastic Systems, VI: Quantile Estimation, Journal of the ACM (JACM), v.23 n.2, p.347-360, April 1976 [doi>10.1145/321941.321954]
	34	Iglehart, D. L. 1978. The regenerative method for simulation analysis. In Current Trends in Programming Methodology, Vol. III, eds. K. M. Chandy, and K. M. Yeh, 52-71. Prentice-Hall, Englewood Cliffs, New Jersey.
	35	Kabak, I. W. 1968. Stopping rules for queueing simulations. Operations Research 16:431-437.
	36	Kelton, W. D. 1987. Stochastic simulation: initial transient techniques. Systems and Control Encyclopedia; Theory, Technology, Applications, ed. M. G. Singh, Pergamon Press, Oxford, 4651-4654.
	37	Kelton, W. D. 1989. Random initialization methods in simulation. IIE Transactions 21:355-367.
	38	Kelton, W. D., and A. M. Law. 1983. A new approach for dealing with the startup problem in discrete event simulation. Naval Research Logistics Quarterly 30:641-658.
	39	Kleijnen, J. P. C. 1974. Statistical techniques in simulation, part I, Marcel Dekker, New York, New York.
	40	Kleijnen, J. P. C. 1975. Statistical techniques in sireulalion, part II, Marcel Dekker, New York, New York.
	41	Kleijnen, J. P. C. 1982. Statistical aspects of simulation: an updated survey. Statistica Neerlandica 36:165-168.
	42	Law, k. M. 1077. Canficl~ne~ int~val~ in di~c~t~ event simulation: a comparison of replication and batch means. Naval Research Logistics Quarterly 24:667-678.
	43	Law, A. M. 1980. Statistical analysis of the output data from terminating simulations. Naval Research Logistics Quarterly 27:131-143.
	44	Law, A. M. 1983. Statistical analysis of simulation output data. Operations Research 31:983-1029.
	45	Law, A. M., and J. S. Carson. 1979. A sequential procedure for determining the length of a steady-state simulation. Operations Research 27:1011-1025.
	46	Law, A. M., and W. D. Kelton. 1982. Confidence intervals for steady-state simulations, II: a survey of sequential procedures. Management Science 28:550-562.
	47	Law, A. M., and W. D. Kelton. 1984. Confidence intervals for steady-state simulations, I: a survey of fixed sample size procedures. Operations Research 32:1221-1239.
	48	Averill M. Law , W. David Kelton, Simulation Modeling and Analysis, McGraw-Hill Higher Education, 1997
	49	Marc S. Meketon , Bruce Schmeiser, Overlapping batch means: something for nothing?, Proceedings of the 16th conference on Winter simulation, p.226-230, December 28-30, 1984, Dallas, TX
	50	Moore, L. W. 1980. Quantile estimation in regenerative processes. Ph.D. Thesis, Curriculum in Operations Research and Systems Analysis, University of North Carolina, Chapel Hill, North Carolina.
	51	Nadas, A. 1969. An extension of the theorem of Chow and Robbins on sequential confidence intervals for the mean. Annals of Mathematical Statistics 40:667-671.
	52	Barry L. Nelson, Designing efficient simulation experiments, Proceedings of the 24th conference on Winter simulation, p.126-132, December 13-16, 1992, Arlington, Virginia, United States [doi>10.1145/167293.167317]
	53	Sargent, R. G. 1979. An introduction to statistical analysis of simulation output data. In Proceedings of the 1979 AGARD Symposium, Paris, France.
	54	Robert G. Sargent , Keebom Kang , David Goldsman, An investigation of finite-sample behavior of confidence interval estimators, Operations Research, v.40 n.5, p.898-913, Sept.–Oct. 1992 [doi>10.1287/opre.40.5.898]
	55	Schmeiser, B. W. 1982. Batch size effects in the analysis of simulation output. Operations Research 30:556-568.
	56	Schriber, T. J., and R. W. Andrews. 1984. An kRMk-ha~cl e~nficl~ne~ interval f~ th~ analy~i~ of simulation output. American J. Math. Management Sci. 4:345-373.
	57	Lee W. Shruben, Control of initialization bias in multivariate simulation response, Communications of the ACM, v.24 n.4, p.246-252, April 1981 [doi>10.1145/358598.358634]
	58	Schruben, L. W. 1982. Detecting initialization bias in simulation output. Operations Research 30:569- 590.
	59	Schruben, L. W. 1983. Confidence interval estimation using standardized time series. Opera~ions Research 31:1090-1108.
	60	Schruben, L. W., and D. Goldsman. 1985. Initialization effects in computer simulation experiments. Technical Report #594, School of Operations Research and industrial Engineering, Cornell University, Ithaca, New York.
	61	Schruben, L. W., H. Singh, and L. Tierney. 1983. Optimal tests for initialization bias in simulation output. Operations Research 31:1167-1178.
	62	Seila, A. F. 1982a. A batching approach to quantile estimation in regenerative simulations. Management Science 28:573-581.
	63	Seila, A. F. 1982b. Percentile estimation in discrete event simulation. Simulation 39:193-200.
	64	Welch, P. D. 1981. On the problem of the initial transient in steady state simulations. Technical Report, IBM Watson Research Center, Yorktown Heights, New York.
	65	Welch, P. D. 1983. The statistical analysis of simulation results. In The computer performance modeling handbook, ed. S. Lavenberg, 268-328, Academic Press, New York.
	66	Peter D. Welch, On the relationship between batch means, overlapping means and spectral estimation, Proceedings of the 19th conference on Winter simulation, p.320-323, December 14-16, 1987, Atlanta, Georgia, United States [doi>10.1145/318371.318440]
	67	Wilson, J. R., and A. A. B. Pritsker. 1978a. A survey of research on the simulation startup problem. Simulation 31:55-58.
	68	Wilson, J. R., and A. A. B. Pritsker. 1978b. Evaluation of startup policies in simulation experiments. Simulation 31:79-89.

CITED BY 4

	W. David Kelton, Statistical analysis of simulation output, Proceedings of the 29th conference on Winter simulation, p.23-30, December 07-10, 1997, Atlanta, Georgia, United States
	W. David Kelton, Analysis of output data, Proceedings of the 26th conference on Winter simulation, p.62-68, December 11-14, 1994, Orlando, Florida, United States
	W. David Kelton, A tutorial on design and analysis of simulation experiments, Proceedings of the 27th conference on Winter simulation, p.24-31, December 03-06, 1995, Arlington, Virginia, United States
	W. David Kelton, Statistical issues in simulation, Proceedings of the 28th conference on Winter simulation, p.47-54, December 08-11, 1996, Coronado, California, United States

Collaborative Colleagues:

Christos Alexopoulos: colleagues

Adobe Acrobat

QuickTime

Windows Media Player

Real Player