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An effective heuristic to detect warm-up period in simulation output

Hyung-Sool Oh, Kyoung-Jong Park
  • 언어ENG
  • URLhttps://db.koreascholar.com/Article/Detail/354252
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한국산업경영시스템학회 (Society of Korea Industrial and Systems Engineering)
초록

In steady-state simulation the output data of the transient phase often cause a bias in the estimation of the steady-state results. A common method is to cut off this transient phase. This paper presents a new heuristic used to detect the warm-up period in steady-state simulation output. An evaluation procedure is used to compare the presented rule, called EVR, with the method MSER-m known as the most sensitive rule in detecting bias and most consistent rule in mitigating its effects. The rules are applied to the output generated by M/M/1 queuing process and the performance of the methods is tested at 4 different levels of utilizations. Various measures of goodness are used to assess the effectiveness, consistency and confidence of the methods.

키워드
steady-state simulationwarm-up periodoutput analysis
목차
Abstract
 1. INTRODUCTION
 2. Truncation Rules
  2.1 Marginal Standard Error Rules (MSER and MSER-5)
  2.2 Exponential Variation Rate Rule (EVR)
 3. Experimental Details
  3.1 Experimental Model
  3.2 Performance Measures
  3.3 Evaluation Procedure
 4. Results
  4.1 In case of ρ=0.3, 0.5, and 0.7
  4.2 In case of ρ=0.9
 5. Conclusions
 REFERENCES
저자
  • Hyung-Sool Oh(Kangwon National University)
  • Kyoung-Jong Park(Gwangju University)