Title :
Output data analysis for simulations
Author :
Alexopoulos, Christos ; Kim, Seong-Hee
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. First, it focuses on the estimation of 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. Second, it reviews recent statistical procedures to find the best system among a set of competing alternatives.
Keywords :
data analysis; digital simulation; batch means method; computer simulations; output data analysis; regenerative method; replication/deletion approach; standardized time series method; statistical methods; steady-state system parameter estimation; 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, 2002. Proceedings of the Winter
Print_ISBN :
0-7803-7614-5
DOI :
10.1109/WSC.2002.1172872
