Title :
Output analysis for simulations
Author :
Alexopoulos, Christos ; Seila, Andrew F.
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 of single systems. In particular, 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 the standardized time series method
Keywords :
data analysis; digital simulation; parameter estimation; statistical analysis; time series; batch means method; computer simulations; deletion approach; regenerative method; replication approach; simulation output data analysis; standardized time series method; statistical methods; steady-state system parameter estimation; Analytical models; Computational modeling; Computer simulation; Data analysis; Parameter estimation; Random variables; Statistical analysis; Steady-state; System performance; Systems engineering and theory;
Conference_Titel :
Simulation Conference, 2000. Proceedings. Winter
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-6579-8
DOI :
10.1109/WSC.2000.899704