An interactive run length control for simulation on PCs

ABSTRACT

This paper describes an interactive procedure implementing a new confidence interval estimation technique that determines how long or how many times a simulation should be run to produce results that satisfy a relative precision criterion. It also identifies initial transients and ignores transient data points when determining run length. This technique has been implemented for use with personal computers (PCs) as an interactive program that notifies the user of estimated computation times, thus permitting the scheduling of runs or the modification of run lengths as desired.

REFERENCES

• 1: Heidelberger, P. and Welch, P.D. (1983). Simulation run length control in the presence of an initial transient, Operations Research 31,6, 1109-1144.
• 2: Averill M. Law , W. David Kelton, Simulation Modeling and Analysis, McGraw-Hill Higher Education, 1997
• 3: Schruben, L. (1983). Confidence interval estimation using standardized time series, Operations Research 31,6, 1090- 1108.
• 4: Lee Schruben, Overview of standardized time series, Proceedings of the 17th conference on Winter simulation, p.115-118, December 11-13, 1985, San Francisco, California, United States [doi>10.1145/21850.253092]
• 5: Schruben, L., Singh, H., and Tierney, L. (1983). Optimal test for initialization bias in simulation output, Operations Research 31,6.. 1167-1178.

INDEX TERMS

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

Additional Classification:
  C. Computer Systems Organization
  C.5 COMPUTER SYSTEM IMPLEMENTATION
      C.5.3 Microcomputers
          Subjects: Personal computers

  I. Computing Methodologies
  I.6 SIMULATION AND MODELING

General Terms:
Design, Measurement, Performance, Theory