AUTOMATING DISCRETE EVENT SIMULATION OUTPUT ANALYSIS – AUTOMATIC ESTIMATION OF NUMBER OF REPLICATIONS , WARM - UP PERIOD AND RUN LENGTH . Kathryn Hoad Stewart Robinson

Abstract

There are two key issues in assuring the accuracy of estimates of performance obtained from a run of a single scenario with a simulation model. The first is the removal of any initialization bias, the second is ensuring that enough output data are produced to obtain an accurate estimate of performance. This paper describes the results of a three year project which aimed to produce an automated procedure, for inclusion into commercial simulation software to achieve these key aims. Our automatic output analyser will estimate the length of warm-up to remove initialization bias from the simulation output data. It then estimates the number of replications required to achieve a set precision in the output point estimator or analyses a single run.

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Cite this paper

@inproceedings{Davies2009AUTOMATINGDE, title={AUTOMATING DISCRETE EVENT SIMULATION OUTPUT ANALYSIS – AUTOMATIC ESTIMATION OF NUMBER OF REPLICATIONS , WARM - UP PERIOD AND RUN LENGTH . Kathryn Hoad Stewart Robinson}, author={Ruth Davies}, year={2009} }