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
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;
Conference_Titel :
Simulation Conference, 2005 Proceedings of the Winter
Print_ISBN :
0-7803-9519-0
DOI :
10.1109/WSC.2005.1574250
