DocumentCode
3375129
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
fYear
2012
fDate
9-12 Dec. 2012
Firstpage
1
Lastpage
10
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference (WSC), Proceedings of the 2012 Winter
Conference_Location
Berlin
ISSN
0891-7736
Print_ISBN
978-1-4673-4779-2
Electronic_ISBN
0891-7736
Type
conf
DOI
10.1109/WSC.2012.6465124
Filename
6465124
Link To Document