Fast Automated Estimation Of Variance In Sequential Discrete Event Stochastic Simulation
نویسندگان
چکیده
On-line analysis of output data from discrete event stochastic simulation focuses almost entirely on estimation of means. Most “variance estimation” research in simulation refers to the estimation of the variance of the mean, to construct confidence intervals for mean values. There has been little research on the estimation of variance in simulation. We investigate three methods for point and interval estimates of variance and discuss an implementation of the best technique in an extended version of Akaroa2, a quantitative stochastic simulation controller. (1)
منابع مشابه
Fast Automated Estimation of Variance in Discrete Quantitative Stochastic Simulation
Quantitative stochastic simulation is an important tool in assessing the performance of complex dynamic systems such as modern communication networks. Because of the proliferation of computers and devices that use and rely on networks such as the internet, assessing the performance of these networks is important to ensure future reliability and service. The current methodology for the analysis ...
متن کاملHeuristic Rules for Improving Quality of Results from Sequential Stochastic Discrete-Event Simulation KRZYSZTOF PAWLIKOWSKI, DONALD MCNICKLE and JONG-SUK
Sequential analysis of output data during stochastic discrete-event simulation is a very effective practical way of controlling statistical errors of final simulation results. Such stochastic sequential simulation evolves along a sequence of consecutive checkpoints at which the accuracy of estimates, usually conveniently measured by the relative statistical error, defined as the ratio of the ha...
متن کاملModeling and Evaluation of Stochastic Discrete-Event Systems with RayLang Formalism
In recent years, formal methods have been used as an important tool for performance evaluation and verification of a wide range of systems. In the view points of engineers and practitioners, however, there are still some major difficulties in using formal methods. In this paper, we introduce a new formal modeling language to fill the gaps between object-oriented programming languages (OOPLs) us...
متن کاملModeling and Evaluation of Stochastic Discrete-Event Systems with RayLang Formalism
In recent years, formal methods have been used as an important tool for performance evaluation and verification of a wide range of systems. In the view points of engineers and practitioners, however, there are still some major difficulties in using formal methods. In this paper, we introduce a new formal modeling language to fill the gaps between object-oriented programming languages (OOPLs) us...
متن کاملConcurrent control on resource planning and revenue/expenditure estimation in large-scale shell material embankment projects management using discrete-event simulation
Resource planning in large-scale construction projects has been a complicated management issue requiring mechanisms to facilitate decision making for managers. In the present study, a computer-aided simulation model is developed based on concurrent control of resources and revenue/expenditure. The proposed method responds to the demand of resource management and scheduling in shell material emb...
متن کامل