Title :
Detecting truncation point in steady-state simulation using chaos theory
Author :
Lee, Young Hac ; Oh, Hyung Sool
Author_Institution :
Dept. of Ind. Eng., Hanyang Univ., Seoul, South Korea
Abstract :
In the steady-state simulation, it is important to identify initialization bias for the correct estimates of the simulation model under study. In this paper, the methods from chaos theory are applied to the determination of truncation points in the simulation data for controlling the initial bias. Two methods are proposed and evaluated based on their effectiveness for estimating the average waiting time in M/M/1(∞) queueing model.
Keywords :
chaos; queueing theory; simulation; time series; average waiting time; chaos theory; initialization bias; queueing model; simulation data; simulation model; steady-state simulation; truncation point detection; Analytical models; Chaos; Industrial control; Mathematical model; Performance analysis; Physics; State-space methods; Steady-state; Stochastic systems; Testing;
Conference_Titel :
Simulation Conference Proceedings, 1994. Winter
Print_ISBN :
0-7803-2109-X
DOI :
10.1109/WSC.1994.717193