DocumentCode
3349819
Title
A review of advanced methods for simulation output analysis
Author
Alexopoulos, Christos
Author_Institution
Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
fYear
1994
fDate
11-14 Dec. 1994
Firstpage
133
Lastpage
140
Abstract
Reviews statistical methods for analyzing output data from computer simulations of single systems. In particular, this paper focuses on the problems of choosing initial conditions and estimating steady-state system parameters. The estimation techniques include the replication/deletion approach, the regenerative method, the batch means method, the standardized time series method, the autoregressive method, and the spectral estimation method.
Keywords
data analysis; digital simulation; parameter estimation; reviews; statistical analysis; autoregressive method; batch means method; computer simulations; initial conditions; output data analysis; regenerative method; replication/deletion approach; simulation output analysis; single systems; spectral estimation method; standardized time series method; statistical methods; steady-state system parameter estimation techniques; Analytical models; Computational modeling; Computer simulation; Data analysis; Parameter estimation; Random variables; Statistical analysis; Steady-state; System performance; Systems engineering and theory;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference Proceedings, 1994. Winter
Print_ISBN
0-7803-2109-X
Type
conf
DOI
10.1109/WSC.1994.717092
Filename
717092
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