Title :
Simulation output analysis: a tutorial based on one research thread
Author :
Schmeiser, Bruce
Author_Institution :
Sch. of Ind. Eng., Purdue Univ., West Lafayette, IN, USA
Abstract :
In reviewing topics in simulation output analysis, we advocate univariate analysis, micro/macro replications based on fixed sample sizes, overlapping batches, batch sizes based on mean squared error, dynamic batch sizes, and a concise format for reporting results.
Keywords :
digital simulation; mean square error methods; probability; random number generation; fixed sample sizes; macro replications; mean squared error; overlapping batches; research thread; simulation output analysis; univariate analysis; Analytical models; Computational modeling; Context modeling; Industrial engineering; Monte Carlo methods; Random number generation; Stochastic processes; Stochastic systems; Tutorial; Yarn;
Conference_Titel :
Simulation Conference, 2004. Proceedings of the 2004 Winter
Print_ISBN :
0-7803-8786-4
DOI :
10.1109/WSC.2004.1371313