DocumentCode
2776607
Title
Advanced methods for simulation output analysis
Author
Alexopoulos, Christos
Author_Institution
Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
fYear
1995
fDate
3-6 Dec 1995
Firstpage
101
Lastpage
109
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference Proceedings, 1995. Winter
Conference_Location
Arlington, VA
Print_ISBN
0-78033018-8
Type
conf
DOI
10.1109/WSC.1995.478711
Filename
478711
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