More Web Proxy on the site http://driver.im/

Article

Free access

Simulation analysis

Author:

W. David KeltonAuthors Info & Claims

WSC '83: Proceedings of the 15th conference on Winter simulation - Volume 1

Pages 159 - 168

Published: 12 December 1983 Publication History

Abstract

The use of a computer simulation model to learn about the system(s) under study must involve an analysis of the results from the simulation program itself. A classification of simulation types is given which provides a framework for a treatment of simulation analysis. A more detailed discussion of the most difficult class of simulation analysis is presented. Various goals of analyses are mentioned, together with a brief discussion of related topics.

References

[1]

Anderson TW (1971), The Statistical Analysis of Time Series, Wiley, New York.

[2]

Biles WE, Swain JJ (1980), Optimization and Industrial Experimentation, Wiley, New York.

[3]

Box GEP, Hunter WG, Hunter JS (1978), Statistics for Experimenters: An Introduction to Design, Data Analysis, and Model Building, Wiley, New York.

[4]

Conway RW (1963), Some Tactical Problems in Digital Simulation, Mgmt. Sci.,Vol 10, pp. 47-61.

Digital Library

[5]

Crane MA, Iglehart DL (1974a), Simulating Stable Stochastic Systems, I: General Multiserver Queues, J. Assoc. Comput. Mach., Vol 21, pp. 103-113.

Digital Library

[6]

Crane MA, Iglehart DL (1974b), Simulating Stable Stochastic Systems, II: Markov Chains, J. Assoc. Comput. Mach., Vol 21, pp. 114-123.

Digital Library

[7]

Crane MA, Iglehart DL (1975), Simulating Stable Stochastic Systems, III: Regenerative Processes and Discrete-Event Simulations, Opns. Res., Vol. 23, pp. 33-45.

[8]

Crane MA, Lemoine AJ (1977), An Introduction to the Regenerative Method for Simulation Analysis, Springer-Verlag, New York.

Digital Library

[9]

Dudewicz EJ, Koo JO (1981), The Complete Categorized Guide to Statistical Selection and Ranking Procedures, American Sciences Press, Columbus, Ohio.

[10]

Fishman GS (1971), Estimating Sample Size in Computer Simulation Experiments, Mgmt. Sci., Vol. 18, pp. 21-38.

[11]

Fishman GS (1973), Statistical Analysis for Queueing Simulations, Mgmt. Sci., Vol. 20, pp. 363-369.

Digital Library

[12]

Fishman GS (1974), Estimation in Multiserver Queueing Simulations, Opns. Res., Vol. 22, pp. 72-78.

Digital Library

[13]

Fishman GS (1978a), Grouping Observations in Digital Simulation, Mgmt. Sci., Vol. 24, PP. 510-521.

Digital Library

[14]

Fishman GS (1978b), Principles of Discrete Event Simulation, Wiley, New York.

Digital Library

[15]

Gafarian AV, Ancker CJ Jr., Morisaku, T. (1978), Evaluation of Commonly Used Rules for Detecting "Steady State" in Computer Simulation, Naval Res. Logist. Quart., Vol. 25, pp. 511-529.

[16]

Goldsman D, Schruben LW (1982), Asymptotic Properties of Some Confidence Interval Estimators, Technical Report No. 544, School of Operations Research and Industrial Engineering, Cornell University.

[17]

Hammersley JM, Handscomb DC (1964), Monte Carlo Methods, Methuen, London.

[18]

Heidelberger P, Lewis PAW (1981), Quantile Estimation in Dependent Sequences, IBM Research Report RC 9087, Yorktown Heights, New York.

[19]

Heidelberger P, Welch PD (1981a), A Spectral Method for Confidence Interval Generation and Run Length Control in Simulations, Comm. Assoc. Comput. Mach., Vol. 24, pp. 233-245.

Digital Library

[20]

Heidelberger P, Welch PD (1981b), Adaptive Spectral Methods for Simulation Output Analysis, IBM J. Res. Develop., Vol. 25, pp. 860-876.

Digital Library

[21]

Iglehart DL (1975), Simulating Stable Stochastic Systems, V: Comparison of Ratio Estimators, Naval Res. Logist. Quart., Vol. 22, pp. 553-565.

[22]

Iglehart DL (1976), Simulating Stable Stochastic Systems, VI: Quantile Estimation, J. Assoc. Comput. Mach., Vol. 23, pp. 347-360.

Digital Library

[23]

Kelton WD, Law AM (1983), A New Approach for Dealing with the Startup Problem in Discrete Event Simulation, Naval Res. Logist. Quart., to appear.

[24]

Law AM (1977), Confidence Intervals in Discrete Event Simulation: A Comparison of Replication and Batch Means, Naval Res. Logist. Quart., Vol. 24, pp. 667-678.

[25]

Law AM (1980), Statistical Analysis of the Output Data from Terminating Simulations, Naval Res. Logist. Quart., Vol. 27, pp. 131-143.

[26]

Law AM (1983), Statistical Analysis of Simulation Output Data: The State of the Art, Opns. Res., to appear.

[27]

Law AM, Carson JS (1979), A Sequential Procedure for Determining the Length of a Steady-State Simulation, Opns. Res., Vol. 27, pp. 1011-1025.

Digital Library

[28]

Law AM, Kelton WD (1982a), Confidence Intervals for Steady-State Simulations, II: A Survey of Sequential Procedures, Mgmt. Sci., Vol. 28, pp. 550-562.

Digital Library

[29]

Law AM, Kelton WD (1982b), Simulation Modeling and Analysis, McGraw-Hill, New York.

Digital Library

[30]

Law Am, Kelton WD (1983), Confidence Intervals for Steady-State Simulations, I: A Survey of Fixed Sample Size Procedures, Opns, Res., to appear.

[31]

Myers RH (1971), Response Surface Methodology, Allyn and Bacon, Boston.

[32]

Rubinstein R (1981), Simulation and the Monte Carlo Method, Wiley, New York.

Digital Library

[33]

Schmeiser BW (1982), Batch Size Effects in the Analysis of Simulation Output, Opns. Res., Vol. 30, pp. 556-568.

Digital Library

[34]

Schruben LW (1981), Control of Initialization Bias in Multivariate Simulation Response, Commun. Assoc. Comput. Mach., Vol. 24, pp. 246-252

Digital Library

[35]

Schruben LW (1982a), Confidence Interval Estimation using Standardized Time Series, Technical Report No. 518, School of Operations Research and Industrial Engineering, Cornell University.

[36]

Schruben LW (1982b), Detecting Initialization Bias in Simulation Output, Opns. Res., Vol. 30, pp. 569-590.

Digital Library

[37]

Seila AF (1981), Percentile Estimation in Discrete Event Simulation, Dept. of Quantitative Business Analysis, University of Georgia.

[38]

Seila AF (1982), A Batching Approach to Quantile Estimation in Regenerative Simulations, Mgmt.Sci., Vol. 28, pp. 573-581.

Digital Library

[39]

Welch PD (1983), The Statistical Analysis of Simulation Results. In: Computer Performance Modeling Handbook, S Lavenberg (ed.), Academic Press, New York, pp. 267-329.

[40]

Wilson JR, Pritsker AAB (1978), Evaluation of Startup Policies in Simulation Experiments, Simulation, Vol 31, pp. 79-89.

Cited By

Kelton W(1986)Statistical design and analysisProceedings of the 18th conference on Winter simulation10.1145/318242.318259(45-51)Online publication date: 1-Dec-1986
https://dl.acm.org/doi/10.1145/318242.318259
Kelton W(1985)Analysis of simulation of output dataProceedings of the 17th conference on Winter simulation10.1145/21850.253061(33-35)Online publication date: 15-Dec-1985
https://dl.acm.org/doi/10.1145/21850.253061

Index Terms

Simulation analysis
1. Computing methodologies
  1. Modeling and simulation
    1. Simulation evaluation
    2. Simulation types and techniques

Recommendations

Introduction to Simulation and Risk Analysis
Simulation analysis: applications of discrete event simulation modeling to military problems
WSC '01: Proceedings of the 33nd conference on Winter simulation

The military is a big user of discrete event simulation models. The use of these models range from training and wargaming their constructive use in important military analyses. In this paper we discuss the uses of military simulation, the issues ...
Performance analysis and improvement of parallel simulation

Comments

Please enable JavaScript to view thecomments powered by Disqus.

Information & Contributors

Information

Published In

cover image ACM Conferences

WSC '83: Proceedings of the 15th conference on Winter simulation - Volume 1

December 1983

377 pages

Chairmen:
Jerry Banks,
Bruce Schmeiser,
Editor:
Steve Roberts

Sponsors

IIE: Institute of Industrial Engineers
IEEE-SMCS: Systems, Man & Cybernetics Society
NBS: National Bureau of Standards
TIMS/CS
ORSA: Operations Research Society of America
SCS: Society for Computer Simulation
SIGSIM: ACM Special Interest Group on Simulation and Modeling
IEEE-CS: Computer Society

Publisher

IEEE Press

Publication History

Published: 12 December 1983

Check for updates

Qualifiers

Article

Acceptance Rates

Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

Contributors

Other Metrics

View Article Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

2
Total Citations
View Citations
507
Total Downloads

Downloads (Last 12 months)57
Downloads (Last 6 weeks)15

Reflects downloads up to 31 Dec 2024

Other Metrics

View Author Metrics

Citations

Cited By

Kelton W(1986)Statistical design and analysisProceedings of the 18th conference on Winter simulation10.1145/318242.318259(45-51)Online publication date: 1-Dec-1986
https://dl.acm.org/doi/10.1145/318242.318259
Kelton W(1985)Analysis of simulation of output dataProceedings of the 17th conference on Winter simulation10.1145/21850.253061(33-35)Online publication date: 15-Dec-1985
https://dl.acm.org/doi/10.1145/21850.253061

View Options

View options

PDF

View or Download as a PDF file.

eReader

View online with eReader.

Login options

Check if you have access through your login credentials or your institution to get full access on this article.

Full Access

Get this Publication

Media

Figures

Other

Tables

View Table of Contents