Output analysis: output analysis procedures for computer simulations

ABSTRACT

This paper concerns the statistical analysis of output from discrete-event computer simulations. In particular, we discuss problems involving terminating simulations, the initialization of simulations, steady-state point and confidence interval estimation for various system parameters, and comparison among competing system designs.

REFERENCES

• 1: 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
• 2: Banks, J. 1998. Handbook of simulation. New York: John Wiley and Sons.
• 3: Banks, J., J. S. Carson, II, and B. L. Nelson. 1995. Discrete-event system simulation, 2d Ed. Englewood Cliffs, New Jersey: Prentice-Hall.
• 4: Bechhofer, R. E., T. J. Santner, and David Goldsman. 1995. Design and analysis of experiments for statistical selection, screening and multiple comparisons. New York: John Wiley and Sons.
• 5: Paul Bratley , Bennett L. Fox , Linus E. Schrage, A guide to simulation (2nd ed.), Springer-Verlag New York, Inc., New York, NY, 1987
• 6: Chiahon Chien , David Goldsman , Benjamin Melamed, Large-sample results for batch means, Management Science, v.43 n.9, p.1288-1295, Sept. 1997 [doi>10.1287/mnsc.43.9.1288]
• 7: Crane, M. A., and D. L. Iglehart. 1975. Simulating stable stochastic systems: III. Regenerative processes and discrete-event simulations. Operations Research 23:33-45.
• 8: A. A. Crane , J. Lemoine, An Introduction to the Regenerative Method for Simulation Analysis, Springer-Verlag New York, Inc., Secaucus, NJ, 1977
• 9: George S. Fishman, Principles of Discrete Event Simulation, John Wiley & Sons, Inc., New York, NY, 1978
• 10: David Goldsman, Simulation output analysis, Proceedings of the 24th conference on Winter simulation, p.97-103, December 13-16, 1992, Arlington, Virginia, United States [doi>10.1145/167293.167310]
• 11: Goldsman, D., and L. W. Schruben. 1984. Asymptotic properties of some confidence interval estimators for simulation output. Management Science 30:1217-1225.
• 12: Goldsman, D., L. W. Schruben, and J. J. Swain. 1994. Tests for transient means in simulated time series. Naval Research Logistics 41:171-187.
• 13: Goldsman, D., and G. Tokol. 1997. Output analysis procedures for computer simulation. In Proceedings of the 1997 IEEE International Conference on Systems, Man, and Cybernetics --- Computational Cybernetics and Simulation, 1802-1807, Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
• 14: 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]
• 15: Heidelberger, P., and P. D. Welch. 1983. Simulation run length control in the presence of an initial transient. Operations Research 31:1109-1144.
• 16: 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.
• 17: 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.
• 18: Averill M. Law , David M. Kelton, Simulation Modeling and Analysis, McGraw-Hill Higher Education, 1999
• 19: 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
• 20: 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]
• 21: Schmeiser, B. W. 1982. Batch size effects in the analysis of simulation output. Operations Research 30:556-568.
• 22: Schruben, L. W. 1982. Detecting initialization bias in simulation output. Operations Research 30:569-590.
• 23: Schruben, L. W. 1983. Confidence interval estimation using standardized time series. Operations Research 31:1090-1108.
• 24: Schruben, L. W., H. Singh, and L. Tierney. 1983. Optimal tests for initialization bias in simulation output. Operations Research 31:1167-1178.
• 25: 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.
• 26: Welch, P. D. 1983. The statistical analysis of simulation results. In The Computer Performance Modeling Handbook (ed. S. Lavenberg), Orlando, Florida: Academic Press.
• 27: Wilson, J. R., and A. A. B. Pritsker. 1978a. A survey of research on the simulation startup problem. Simulation 31:55-58.
• 28: Wilson, J. R., and A. A. B. Pritsker. 1978b. Evaluation of startup policies in simulation experiments. Simulation 31:79-89.