Title :
Sensitivity analysis of simulation output to parameters of nonhomogeneous Poisson processes
Author :
Kuhl, Michael E. ; Lim, Sun Ewe
Author_Institution :
Dept. of Ind. & Manuf. Syst. Eng., Louisiana State Univ., Baton Rouge, LA, USA
fDate :
6/21/1905 12:00:00 AM
Abstract :
Nonhomogeneous Poisson processes (NHPPs) are frequently used in stochastic simulations to model nonstationary point processes. These NHPP models are often constructed by estimating the parameters of the rate function from one or more observed realizations of the process. This paper focuses on the degree of accuracy to which the rate function parameters of the NHPP need to be estimated such that the simulation output performance measures are not significantly different from performance measures that would be obtained for the underlying (true) process
Keywords :
discrete event simulation; parameter estimation; random processes; sensitivity analysis; nonhomogeneous Poisson processes; nonstationary point processes; parameter estimation; performance measures; sensitivity analysis; simulation output; stochastic simulations; Analytical models; Manufacturing industries; Manufacturing systems; Modeling; Parameter estimation; Sensitivity analysis; Stochastic processes; Stochastic systems; Sun; Systems engineering and theory;
Conference_Titel :
Simulation Conference Proceedings, 1999 Winter
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5780-9
DOI :
10.1109/WSC.1999.823110