Title :
A quick assessment of input uncertainty
Author :
Ankenman, B.E. ; Nelson, Barry L.
Author_Institution :
Dept. of Ind. Eng. & Manage. Sci., Northwestern Univ., Evanston, IL, USA
Abstract :
“Input uncertainty” refers to the frequently unrecognized, and rarely quantified, impact of using simulation input distributions that are estimated or “fit” to a finite sample of real-world data. In this paper we present a relatively simple method for obtaining a quick assessment of the overall effect of input uncertainty on simulation output, and a somewhat more involved follow-up analysis that can identify the largest sources of input uncertainty. Numerical illustrations of both methods are provided.
Keywords :
numerical analysis; simulation; follow-up analysis; input uncertainty; numerical illustrations; relatively simple method; simulation input distributions; simulation output; Analytical models; Approximation methods; Data models; Numerical models; Production; Standards; Uncertainty;
Conference_Titel :
Simulation Conference (WSC), Proceedings of the 2012 Winter
Conference_Location :
Berlin
Print_ISBN :
978-1-4673-4779-2
Electronic_ISBN :
0891-7736
DOI :
10.1109/WSC.2012.6465124
