Title :
Introduction to modeling and generating probabilistic input processes for simulation
Author :
Kuhl, Michael E. ; Lada, Emily K. ; Steiger, Natalie M. ; Wagner, Mary Ann ; Wilson, James R.
Author_Institution :
Ind. & Syst. Eng. Dept., Rochester Inst. of Technol., Rochester, NY, USA
Abstract :
Techniques are presented for modeling and generating the univariate probabilistic input processes that drive many simulation experiments. Emphasis is on the generalized beta distribution family, the Johnson translation system of distributions, and the Bezier distribution family. Also discussed are nonparametric techniques for modeling and simulating time-dependent arrival streams using nonhomogeneous Poisson processes. Public-domain software implementations and current applications are presented for each input-modeling technique. Many of the references include live hyperlinks providing online access to the referenced material.
Keywords :
modelling; public domain software; statistical distributions; stochastic processes; Bezier distribution family; Johnson distribution translation system; generalized beta distribution family; input-modeling technique; nonhomogeneous Poisson processes; public-domain software; time-dependent arrival streams; Computational modeling; Histograms; Parameter estimation; Probability distribution; Shape control; Stochastic processes; Synthetic aperture sonar; Systems engineering and theory; Testing; Yield estimation;
Conference_Titel :
Simulation Conference, 2008. WSC 2008. Winter
Conference_Location :
Austin, TX
Print_ISBN :
978-1-4244-2707-9
Electronic_ISBN :
978-1-4244-2708-6
DOI :
10.1109/WSC.2008.4736055