Title :
A review of advanced methods for simulation output analysis
Author :
Alexopoulos, Christos
Author_Institution :
Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Abstract :
Reviews statistical methods for analyzing output data from computer simulations of single systems. In particular, this paper 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 :
data analysis; digital simulation; parameter estimation; reviews; statistical analysis; autoregressive method; batch means method; computer simulations; initial conditions; output data analysis; regenerative method; replication/deletion approach; simulation output analysis; single systems; spectral estimation method; standardized time series method; statistical methods; steady-state system parameter estimation techniques; 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 Proceedings, 1994. Winter
Print_ISBN :
0-7803-2109-X
DOI :
10.1109/WSC.1994.717092
