Demet C. Wood

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Overlapping batch statistics estimate the variance of point estimators using overlapping batches (Schmeiser, Avramidis and Hashem 1990). In this paper we study sufficient conditions for the mean-squared-error (mse) consistency of overlapping batch variances (OBV). We show that both the bias and the variance of OBV go to zero as the sample size increases(More)
The objective of this panel session is to describe how and when manufacturing simulation practitioners should add to the value of projects by interfacing simulation analyses with other analyses such as optimization, layout/material flow, scheduling, robotic, and queuing. The panelists will discuss how each analytical tool adds value to the discrete-event(More)
In simulating material flow systems, due to the large number of entities and inventory related parameters involved, computer memory utilization, the simulation run speed and managing input and output are the major issues. In this paper, we introduce an innovative approach to resolve these issues. We devise a simulation model that utilizes variable arrays to(More)
Plate-impact experiments have been used to interrogate the influence of gauge alignment on the shock response of wire-element lateral manganin stress gauges in PMMA and aluminium targets. Embedded gauges were progressively rotated relative to the target impact face. Peak stress and lateral gauge rise-times were found be proportional (negatively and(More)
A panel of simulation managers from manufacturing companies discuss the following six topics: (1) How are managers responsible for manufacturing best persuaded to try simulation? (2) How can capturing the benefits of simulation best be made a regular process? What are the roles of model databases and reuse, input databases, standardization, change(More)
This paper focuses on the steps taken to minimize human error in simulation modeling in General Motors. While errors are costly and undesirable in any field, they are especially harmful in simulation which has been struggling to gain acceptance in the business world for a long time. The solution discussed in this paper can be summarized as "enter the data(More)
Motivated by steady-state simulation experiments, we consider the problem of estimating the marginal variance of a stationary time series. The usual estimator, the sample variance is biased for autocorrelated data. To reduce bias, other authors have suggested interlaced estimators. These estimators which like the sample variance are sums of squares are a(More)
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