DocumentCode :
239467
Title :
HistoRIA: A new tool for simulation input analysis
Author :
Ansari, Md ; Negahban, Ashkan ; Megahed, Fadel M. ; Smith, Jeffrey S.
Author_Institution :
Dept. of Ind. & Syst. Eng., Auburn Univ., Auburn, AL, USA
fYear :
2014
fDate :
7-10 Dec. 2014
Firstpage :
2702
Lastpage :
2713
Abstract :
An important step in input modeling is the assessment of data being independently and identically distributed (IID). While this is straightforward when modeling stationary stochastic processes, it becomes more challenging when the stochastic process follows a non-stationary pattern where the probability distribution or its parameters depend on time. In this paper, we first discuss the challenges faced by using traditional approaches. We then introduce the Histograms and Rates for Input Analysis (HistoRIA) as a tool to facilitate input modeling. The tool automates the analysis process and significantly reduces the amount of time and effort required to test the IID assumptions. The generated HistoRIA plot is capable of effectively illustrating changes in the rate and distribution over time. Although originally designed and developed for simulation input analysis, the paper demonstrates how the tool can potentially be applicable in other areas where non-stationarity in the data is also common.
Keywords :
data analysis; digital simulation; statistical distributions; stochastic processes; HistoRIA tool; IID; data assessment; histograms and rates for input analysis; independently and identically distributed; input modeling; nonstationary pattern; probability distribution; simulation input analysis; stationary stochastic processes modeling; Analytical models; Data models; Histograms; Probability distribution; Random variables; Stochastic processes;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Simulation Conference (WSC), 2014 Winter
Conference_Location :
Savanah, GA
Print_ISBN :
978-1-4799-7484-9
Type :
conf
DOI :
10.1109/WSC.2014.7020114
Filename :
7020114
Link To Document :
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