Designing computer simulation experiments

ABSTRACT

This tutorial focuses on that part of a simulation study concerning setting the various specific model parameters and the experimental conditions under which the model will be exercised. Other issues in setting up and designing simulation experiments, such as variance reduction, ranking and selection, and optimization, are also mentioned. The focus is on careful choice of such parameters beforehand, with an eye toward the statistical analysis of the simulation's results. Output analysis is not treated per se, being covered in another tutorial in this conference (by Gordon Clark), but the design and analysis activities must be done hand in hand.

REFERENCES

• 1: Banks, J. and J.S. Carson II (1984). Discrete-Event System Simulation. Prentice-Hall, Englewood Cliffs. New Jersey.
• 2: Box, G.E.P., Hunter, W.G., and Hunter. J.S. (1978). Statistics for Experimenters: An Introduction to Desiqn, Data Analysis~ and Model Buildinq. 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: Fishman, G. (1973). Concepts and Methods in Discrete Event Diqital simulation. Wiley, New York.
• 5: George S. Fishman, Principles of Discrete Event Simulation, John Wiley & Sons, Inc., New York, NY, 1978
• 6: David Goldsman, Ranking and selection tutorial: 2-factor normal means procedures, Proceedings of the 19th conference on Winter simulation, p.52-57, December 14-16, 1987, Atlanta, Georgia, United States [doi>10.1145/318371.318383]
• 7: Mark E. Johnson, Modeling and generating input processes, Proceedings of the 19th conference on Winter simulation, p.30-32, December 14-16, 1987, Atlanta, Georgia, United States [doi>10.1145/318371.318377]
• 8: Mark E Johnson, Multivariate statistical simulation, John Wiley & Sons, Inc., New York, NY, 1987
• 9: W. David Kelton, Input data collection and analysis, Proceedings of the 16th conference on Winter simulation, p.90-95, December 28-30, 1984, Dallas, TX
• 10: W. David Kelton, Statistical design and analysis, Proceedings of the 18th conference on Winter simulation, p.45-51, December 08-10, 1986, Washington, D.C., United States [doi>10.1145/318242.318259]
• 11: Law, A.M. (1983). Statistical analysis of simulation output data. Operations Research 3A, 983-1029.
• 12: Averill M. Law , W. David Kelton, Simulation Modeling and Analysis, McGraw-Hill Higher Education, 1997
• 13: Marc S. Meketon, Optimization in simulation: a survey of recent results, Proceedings of the 19th conference on Winter simulation, p.58-67, December 14-16, 1987, Atlanta, Georgia, United States [doi>10.1145/318371.318384]
• 14: Barry L. Nelson, Variance reduction for simulation practitioners, Proceedings of the 19th conference on Winter simulation, p.43-51, December 14-16, 1987, Atlanta, Georgia, United States [doi>10.1145/318371.318382]

INDEX TERMS

Primary Classification:
  I. Computing Methodologies
  I.6 SIMULATION AND MODELING

Additional Classification:
  I. Computing Methodologies
  I.6 SIMULATION AND MODELING

General Terms:
Design, Experimentation, Performance, Theory