Title :
Advanced methods for simulation output analysis
Author :
Alexopoulos, Christos
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 problems of choosing initial conditions and estimating steady-state system parameters. The estimation techniques include the replication/deletion approach, the regenerative method, the batch means method, the standardized time series method, the autoregressive method, and the spectral estimation method
Keywords :
parameter estimation; simulation; statistical analysis; time series; autoregressive method; batch means method; computer simulations; regenerative method; replication deletion approach; simulation output analysis; single systems; spectral estimation method; statistical methods; steady-state system parameter estimation; time series; Analytical models; Computational modeling; Computer simulation; Data analysis; Discrete event simulation; Random variables; State estimation; Steady-state; System performance; Systems engineering and theory;
Conference_Titel :
Simulation Conference Proceedings, 1995. Winter
Conference_Location :
Arlington, VA
Print_ISBN :
0-78033018-8
DOI :
10.1109/WSC.1995.478711
