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WSC
2000
13 years 5 months ago
Experimental performance evaluation of batch means procedures for simulation output analysis
We summarize the results of an extensive experimental performance evaluation of selected batch means procedures for building a confidence interval for a steady-state expected simu...
Natalie M. Steiger, James R. Wilson
WSC
1996
13 years 5 months ago
Experimental Evaluation of Confidence Interval Procedures in Sequential Steady-State Simulation
Sequential analysis of simulation output is generally accepted as the most efficient way for securing representativeness of samples of collected observations. In this scenario a s...
Donald C. McNickle, Krzysztof Pawlikowski, Gregory...
WSC
2004
13 years 5 months ago
Steady-State Simulation Analysis Using Asap3
We discuss ASAP3, a refinement of the batch means algorithms ASAP and ASAP2. ASAP3 is a sequential procedure designed to produce a confidence-interval estimator for the expected r...
Natalie M. Steiger, Emily K. Lada, James R. Wilson...
EOR
2006
104views more  EOR 2006»
13 years 3 months ago
A wavelet-based spectral procedure for steady-state simulation analysis
We develop WASSP, a wavelet-based spectral method for steady-state simulation analysis. First WASSP determines a batch size and a warm-up period beyond which the computed batch me...
Emily K. Lada, James R. Wilson
WSC
2008
13 years 6 months ago
Skart: A skewness- and autoregression-adjusted batch-means procedure for simulation analysis
We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval for the steady-state mean of a simulation output ...
Ali Tafazzoli, James R. Wilson, Emily K. Lada, Nat...