Title :
Advanced methods for simulation output analysis
Author :
Alexopoulos, Christos ; Seila, Andrew E.
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, and the standardized time series method
Keywords :
parameter estimation; simulation; statistical analysis; time series; batch means method; computer simulations; initial conditions; regenerative method; replication/deletion; simulation output analysis; single systems; standardized time series; statistical methods; steady-state system parameters; Analytical models; Computational modeling; Data analysis; Educational institutions; Parameter estimation; Random variables; Statistical analysis; Steady-state; System performance; Systems engineering and theory;
Conference_Titel :
Simulation Conference Proceedings, 1998. Winter
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-5133-9
DOI :
10.1109/WSC.1998.744906
