Sequential Percentile Estimation for Sequential Steady-State Simulation

Parallel Sequential Estimation of Quantiles During Steady State Simulation

Simulation results are often limited to mean values, even though this provides very limited information about the analyzed systems’ performance. Quantile analysis provides much deeper insights into the performance of simulation system of interest. A set of quantiles can be used to approximate a cumulative distribution function, providing full information about a given performance characteristic...

On Automated Sequential Steady-state Simulation

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Some effects of transient deletion on sequential steady-state simulation

In discrete event steady-state simulation, deleting the initial transient phase of the simulation is usually recommended in order to reduce bias in the results. Various heuristics and tests have been proposed to determine how many observations to delete. The plummeting cost of simulation, combined with uncertainties about the overall reliability of transient methods, suggests revisiting the not...

Sequential Estimation Of The Steady-State Variance In Discrete Event Simulation

For sequential output data analysis in non-terminating discrete-event simulation, we consider three methods of point and interval estimation of the steady-state variance. We assess their performance in the analysis of the output of queueing simulations by means of experimental coverage analysis. Over a range of models, estimating variances turns out to involve considerably more observations tha...

a sequential formulation for compositional reservoirs simulation using peng robinson equation of state