A framework for input uncertainty analysis

  title={A framework for input uncertainty analysis},
  author={Russell R. Barton and Barry L. Nelson and Wei Xie},
  journal={Proceedings of the 2010 Winter Simulation Conference},
We consider the problem of producing confidence intervals for the mean response of a system represented by a stochastic simulation that is driven by input models that have been estimated from "real-world" data. Therefore, we want the confidence interval to account for both uncertainty about the input models and stochastic noise in the simulation output; standard practice only accounts for the stochastic noise. To achieve this goal we introduce metamodel-assisted bootstrapping, and illustrate… CONTINUE READING
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Presenting a more complete characterization of uncertainty: Can it be done? In Proceedings of the 2007 INFORMS Simulation Society Research Workshop

  • R. R. Barton
  • Fontainebleau: INFORMS Simulation Society.
  • 2007
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Input model uncertainty : Why do we care and what should we do about it ?

  • P. J. Sanchez, D. Ferrin
  • Proceedings of the 2003 Winter Simulation…
  • 2003
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Panel on current issues in simulation input modeling

  • R. R. Barton, R.C.H. Cheng, +6 authors J. R. Wilson.
  • Proceedings of the 2002 Winter Simulation…
  • 2002
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