Multivariate simulation output analysis

Subscribe (Full Service)


	Search: The ACM Digital Library The Guide

	Feedback

Multivariate simulation output analysis

Full text

Pdf (613 KB)

Source

Winter Simulation Conference archive
Proceedings of the 23rd conference on Winter simulation table of contents

Phoenix, Arizona, United States

Pages: 187 - 193

Year of Publication: 1991

ISBN:0-7803-0181-1

Author

John M. Charnes

Department of Management Science, University of Miami, Coral Gables, Florida

Sponsors

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

Publisher

IEEE Computer Society Washington, DC, USA

Bibliometrics

Downloads (6 Weeks): 6, Downloads (12 Months): 17, Citation Count: 20

Additional Information:

references cited by index terms collaborative colleagues

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

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	Anderson, T.W. 1984. An Introduction to Multivariate Statistical Analysis, Second Edition. New York: john Wiley.
	2	Paul Bratley , Bennett L. Fox , Linus E. Schrage, A guide to simulation (2nd ed.), Springer-Verlag New York, Inc., New York, NY, 1987
	3	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.
	4	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
	5	John M. Charnes , W. David Kelton, A comparison of confidence region estimators for multivariate simulation output, Proceedings of the 20th conference on Winter simulation, p.458-465, December 12-14, 1988, San Diego, California, United States [doi>10.1145/318123.318233]
	6	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]
	7	R. A. Johnson , D. W. Wichern, Applied multivariate statistical analysis, Prentice-Hall, Inc., Upper Saddle River, NJ, 1988
	8	Kabaila, P. and G. Nelson. 1985. On confidence regions for the mean of a multivariate time series, Communications in Stalistics--Theory and Methods, 14(3): 735-753.
	9	Averill M. Law , W. David Kelton, Simulation Modeling and Analysis, McGraw-Hill Higher Education, 1997
	10	Morrison, D.F. 1976. Multivariate Statistical Methods, New York: McGraw-Hill.
	11	Rao, C.R. 1951. An asymptotic expansion of the distribution of Wilk's criterion. Bulletin of the International Statistical Institute, 33, Part 2: 177-180.
	12	Seila, A.F. 1990. Multivariate Estimation of Conditional Performance Measures in Regenerative Simulation. American Journal of Mathematical and Management Sciences 10: 17-50.
	13	Schmeiser, B. 1982. Batch size effects in the analysis of simulation output. Operations Research, 30: 556-568.
	14	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]
	15	Wei-Ning Yang , Barry L. Nelson, Multivariate estimation and variance reduction in terminating and steady-state simulation, Proceedings of the 20th conference on Winter simulation, p.466-472, December 12-14, 1988, San Diego, California, United States [doi>10.1145/318123.318234]
	16	Yang, W.-N. and B.L. Nelson. 1991. Multivariate batch means and control variates, Technical Report, Department of Industrial and Systems Engineering, The Ohio State University, Columbus, Ohio.

CITED BY 20

	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
	John M. Charnes, Analyzing multivariate output, Proceedings of the 27th conference on Winter simulation, p.201-208, December 03-06, 1995, Arlington, Virginia, United States
	Susan M. Sanchez, ABC's of output analysis, Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future, p.24-32, December 05-08, 1999, Phoenix, Arizona, United States
	Hsiao-Chang Chen , Liyi Dai , Chun-Hung Chen , Enver Yücesan, New development of optimal computing budget allocation for discrete event simulation, Proceedings of the 29th conference on Winter simulation, p.334-341, December 07-10, 1997, Atlanta, Georgia, United States
	Andrew F. Seila, Advanced output analysis for simulation, Proceedings of the 24th conference on Winter simulation, p.190-197, December 13-16, 1992, Arlington, Virginia, 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
	Christos Alexopoulos, A review of advanced methods for simulation output analysis, Proceedings of the 26th conference on Winter simulation, p.133-140, December 11-14, 1994, Orlando, Florida, United States
	Kimmo E. E. Raatikainen, A sequential procedure for simultaneous estimation of several means, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.3 n.2, p.108-133, April 1993
	Christos Alexopoulos , Andrew F. Seila, Output analysis: output analysis for simulations, Proceedings of the 32nd conference on Winter simulation, December 10-13, 2000, Orlando, Florida
	Christos Alexopoulos, Advanced methods for simulation output analysis, Proceedings of the 27th conference on Winter simulation, p.101-109, December 03-06, 1995, Arlington, Virginia, United States
	Christos Alexopoulos, Advanced simulation output analysis for a single system, Proceedings of the 25th conference on Winter simulation, p.89-96, December 12-15, 1993, Los Angeles, California, United States
	Christos Alexopoulas , Andrew F. Seila, Advanced methods for simulation output analysi8, Proceedings of the 30th conference on Winter simulation, p.113-120, December 13-16, 1998, Washington, D.C., United States
	Lori S. Cook, Factor screening of multiple responses, Proceedings of the 24th conference on Winter simulation, p.174-180, December 13-16, 1992, Arlington, Virginia, United States
	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, 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
	Christos Alexopoulos , Seong-Hee Kim, Statistical analysis of simulation output: output data analysis for simulations, Proceedings of the 34th conference on Winter simulation: exploring new frontiers, December 08-11, 2002, San Diego, California
	Christos Alexopoulos , Andrew F. Seila, Output analysis: output data analysis for simulations, Proceedings of the 33nd conference on Winter simulation, December 09-12, 2001, Arlington, Virginia
	Christos Alexopoulos, A comprehensive review of methods for simulation output analysis, Proceedings of the 37th conference on Winter simulation, December 03-06, 2006, Monterey, California
	Christos Alexopoulos , Seong-Hee Kim, Review of advanced methods for simulation output analysis, Proceedings of the 37th conference on Winter simulation, December 04-07, 2005, Orlando, Florida
	Christos Alexopoulos, Statistical analysis of simulation output: state of the art, Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come, December 09-12, 2007, Washington D.C.