A wavelet-based spectral procedure for steady-state simulation analysis
نویسندگان
چکیده
منابع مشابه
A wavelet-based spectral procedure for steady-state simulation analysis
for Steady-State Simulation Analysis Emily K. Lada SAS Institute, Cary, North Carolina, 27513-8617, USA, [email protected] James R. Wilson Department of Industrial Engineering, North Carolina State University, Campus Box 7906, Raleigh, North Carolina 27695-7906, USA, [email protected] Natalie M. Steiger Maine Business School, University of Maine, Orono, Maine 04469-5723, USA, [email protected]...
متن کاملA Wavelet - Based Procedure for Steady - State Simulation Output Analysis
LADA, EMILY KATE. A Wavelet-Based Procedure for Steady-State Simulation Output Analysis. (Under the direction of Dr. James R. Wilson.) The objective of this research is to develop an automated sequential procedure by which an asymptotically valid confidence interval is constructed for the steady-state mean of a simulation output process. This procedure, called WASSP, determines a batch size and...
متن کاملPerformance of a Wavelet-Based Spectral Procedure for Steady-State Simulation Analysis
A and an analysis are given for an experimental performance evaluation of WASSP, an automated wavelet-based spectral method for constructing an approximate confidence interval on the steady-state mean of a simulation output process such that the delivered confidence interval satisfies user-specified requirements on absolute or relative precision as well as coverage probability. The experimentat...
متن کاملStochastics and Statistics A wavelet - based spectral procedure for steady - state simulation analysis q
We develop WASSP, a wavelet-based spectral method for steady-state simulation analysis. First WASSP determines a batch size and a warm-up period beyond which the computed batch means form an approximately stationary Gaussian process. Next WASSP computes the discrete wavelet transform of the bias-corrected log-smoothed-periodogram of the batch means, using a soft-thresholding scheme to denoise t...
متن کاملOnline Supplement to “Performance of a Wavelet-based Spectral Procedure for Steady-state Simulation Analysis”
Spectral Procedure for Steady-state Simulation Analysis” Emily K. Lada Statistical and Applied Mathematical Sciences Institute, Research Triangle Park, North Carolina, 27709-4006, USA, [email protected] James R. Wilson Department of Industrial Engineering, North Carolina State University, Campus Box 7906, Raleigh, North Carolina 27695-7906, USA, [email protected] Natalie M. Steiger Maine Busin...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2006
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2005.04.025