DocumentCode
2997031
Title
Review of advanced methods for simulation output analysis
Author
Alexopoulos, Christos ; Seong-Hee Kim
Author_Institution
Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
fYear
2005
fDate
4-7 Dec. 2005
Abstract
This paper reviews statistical methods for analyzing output data from computer simulations. First, it focuses on the estimation of steady state system parameters. The estimation techniques include the replication/deletion approach, the regenerative method, the batch means method, and methods based on standardized time series. Second, it reviews recent statistical procedures to find the best system among a set of competing alternatives.
Keywords
parameter estimation; simulation; state estimation; statistical analysis; time series; batch means method; best system; computer simulation; deletion approach; output data analysis; regenerative method; replication approach; simulation output analysis; standardized time series; statistical method; statistical procedure; steady state system parameter estimation; Analytical models; Design methodology; Engineering management; Gaussian distribution; Industrial engineering; Manufacturing; Modeling; Sampling methods; Statistical analysis; Systems engineering and theory;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference, 2005 Proceedings of the Winter
Print_ISBN
0-7803-9519-0
Type
conf
DOI
10.1109/WSC.2005.1574250
Filename
1574250
Link To Document