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Review of advanced methods for simulation output analysis

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2 Author(s)
Alexopoulos, C. ; Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA ; Seong-Hee Kim

This paper reviews statistical methods for analyzing output data from computer simulations. First, it focuses on the estimation of steady state system parameters. The estimation techniques include the replication/deletion approach, the regenerative method, the batch means method, and methods based on standardized time series. Second, it reviews recent statistical procedures to find the best system among a set of competing alternatives.

Published in:

Simulation Conference, 2005 Proceedings of the Winter

Date of Conference:

4-7 Dec. 2005