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A review of advanced methods for simulation output analysis

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1 Author(s)
Alexopoulos, C. ; Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA

Reviews statistical methods for analyzing output data from computer simulations of single systems. In particular, this paper focuses on the problems of choosing initial conditions and estimating steady-state system parameters. The estimation techniques include the replication/deletion approach, the regenerative method, the batch means method, the standardized time series method, the autoregressive method, and the spectral estimation method.

Published in:

Simulation Conference Proceedings, 1994. Winter

Date of Conference:

11-14 Dec. 1994

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