Title :
Should transient analysis be taught?
Author :
Court, M.C. ; Pittman, J.L. ; Pham, H.T.L.
Author_Institution :
Sch. of Ind. Eng., Oklahoma Univ., Norman, OK, USA
Abstract :
The authors present the results of experiments performed to identify the pitfalls of performing ´bad´ transient analysis when estimating steady-state parameters via the method of independent replications. The intention was to demonstrate to students that failure to delete transient data may lead to confidence intervals that underestimate steady-state parameters. Two types of systems are analyzed: M/M/1/GD/∞/∞ systems and an M/M/s/GD/∞/∞ optimization problem. These systems are chosen since they are typically taught in an undergraduate stochastic operations research course where a closed-form solution of the steady-state parameter exists. Surprisingly, the results prove to support the opposite of our original intention - regardless of run length, ignoring transient analysis often leads to the same level of coverage at greater precision, or provides no gain in coverage to justify the effort of performing transient analysis. Thus, we now pose the question - should transient analysis be taught?.
Keywords :
educational courses; operations research; parameter estimation; transient analysis; M/M/1/GD/∞/∞ systems; M/M/s/GD/∞/∞ optimization; confidence intervals; independent replications; steady-state parameters estimation; stochastic operations research course; transient analysis teaching; transient data deletion; Analytical models; Closed-form solution; Education; Industrial engineering; Operations research; Parameter estimation; Performance analysis; Steady-state; Stochastic systems; Transient analysis;
Conference_Titel :
Simulation Conference, 2005 Proceedings of the Winter
Print_ISBN :
0-7803-9519-0
DOI :
10.1109/WSC.2005.1574518