Jorge Haddock

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The threshold bootstrap (TB) is a promising ncw method of inference for a single autocorrclatcd data series, such as the output of a discrctc event simulation. The method works by rcsampling runs of data created when the series crosses a threshold Icvcl, such as the series mean. We performed a Monlc Carlo evaluation of the TB using three LYPCSof data: white(More)
SIMSTAT 2.0 is an interactive graphical software tool that performs statistical analysis on simulation input and output data. It is designed to work seamlessly with most simulation packages, such as GPSS/H, SIGMA. SIMAN, SLAMSYSTEM and ProModelPC. Simulation analysis is an essential part of every simulation study. but is often neglected or under-used(More)
The purpose of this study is to investigate the feasibility of using a simulated annealing algorithm in conjunction with a simulation model to find the optimal parameter levels at which to operate the system being simulated. In particular, we discuss an effort to use simulated annealing to find a combination of input parameter values for an automated(More)
The system described here is a combination of a simulation generator, output analysis techniques, and optimization procedures. The simulation generator translates the description of a continuous review inventory control system into a SIMAN simulation model. The output analysis techniques estimate the mean and variance of the observations generated by the(More)
This paper presents a new approach to estimating and constructing confidence intervals for the steady state mean of a stochastic process from short simulations which may exhibit significant transient response. Specifically, we examine the conditional least squares estimator for the mean of an autoregressive process. If the process is autoregressive with(More)
The concept of views is widely used in the &tabase community as a tml to reorganize and extend a database. It allows different users to look at the same data in different ways without changing the original &ta or violating its integrity. The same concept can be applied to a simulation model to find new high level interaction patterns among the components of(More)
Our nation has seen an increased need to train its civil authorities and emergency personnel under life-threatening scenarios where human life and critical infrastructure are assumed to be at risk. This training is typically obtained or re-enforced via (human) performance-based tests. At issue is the ability to accurately simulate the scenarios without(More)
The authors present a new method of performing simulation output analysis on systems experiencing random disruptions. The new method, alternating regenerative, outperforms the batch means method in coverage. The basis for the new method lies in the variance reduction technique, the cyclic regenerative method of simulation. 1 INTRODUCTION The alternating(More)