Proceedings of Winter Simulation Conference
DOI: 10.1109/wsc.1994.717092
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A review of advanced methods for simulation output analysis

Abstract: AIISTRACTThis paper reviews statistical methods for analyzing output data, from computer simulations of single systems. In particular, it focuses on the problems of choosing initial conditions and estimation of steady-state system parameters. The estimation techniques include the replication/deletion approach, the regenerative method, the batch means method, the s t andar dizecl time series met ho d, the aut or egressive method, and the spectral estimation method.

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Cited by 5 publications
(4 citation statements)
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“…Much research has focused on the statistical analysis of simulation output, especially for the identification of appropriate distributions to describe the output data (Alexopoulos 1994, Charnes et al 1994. The output statistics of a simulation system are relatively standard between the available simulation language systems.…”
Section: State Of the Art Reviewmentioning
confidence: 99%
“…Much research has focused on the statistical analysis of simulation output, especially for the identification of appropriate distributions to describe the output data (Alexopoulos 1994, Charnes et al 1994. The output statistics of a simulation system are relatively standard between the available simulation language systems.…”
Section: State Of the Art Reviewmentioning
confidence: 99%
“…But they're all explained in detail elsewhere; see Alexopoulos (1993Alexopoulos ( , 1994, chapter 11 of Banks and Carson (1984), chapter 3 of Bratley, Fox, and Schrage (1987), Charnes (1993), chapters 2, 3, and 5 of Fishman (1978), Goldsman (1992), chapter 7 of Khoshnevis (1994)) Kleijnen (1987)) chapter 9 of Law and Kelton (1991), Lewis and Orav (1989), chapter 6 of Ripley (1987), Seila (1991Seila ( , 1992, and chapter 6 of Thesen and Travis (1992). A~ak.,3n,wac n, l ha h\no:e "1 "J '"~'La.…”
Section: Regenerationmentioning
confidence: 99%
“…But they're all explained in detail elsewhere; see Alexopoulos (1993Alexopoulos ( , 1994, chapter 11 of Banks and Carson (1984), chapter 3 of Bratley, Fox, and Schrage (1987), Charnes (1993), chapters 2,3, and 5 of Fishman (1978), Goldsman (1992), chapter 7 of Khoshnevis ( 1994), Kleijnen (1987), chapter 9 of Law and Kelton (1991), Lewis and Orav ( 1989), chapter 6 of Ripley (1987), Seila (1991Seila ( , 1992, and chapter 6 of Thesen and Travis (1992).…”
Section: Keltonmentioning
confidence: 99%