Advanced Methods for Simulation Output Analysis

This paper reviews statistical methods for analyzing output data from computer simulations of single systems. In particular, it focuses on the problems of choosing initial conditions and estimating 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.

• Type: Conference
• Year: 1998
• Where: WSC
• Authors: Christos Alexopoulos, Andrew F. Seila
• Keywords: Batch Means Method, Modeling And Simulation, Regenerative Method, Time Series Method, WSC 1998