TY - GEN
T1 - A quicker assessment of input uncertainty
AU - Song, Eunhye
AU - Nelson, Barry L.
PY - 2013
Y1 - 2013
N2 - 'Input uncertainty' refers the effect of driving a simulation with input distributions that are based on real-world data. At WSC 2012, Ankenman and Nelson presented a quick-and-easy experiment to assess the overall effect of input uncertainty on simulation output. When their method reveals that input uncertainty is substantial, then the natural follow-up questions are which input distributions contribute the most to input uncertainty, and from which input processes would it be most beneficial to collect more data? To answer these questions Ankenman and Nelson proposed a sequence of additional experiments that are in no sense 'quick.' In this paper we provide a follow-up analysis that requires no additional simulation experiments beyond the overall assessment, and yet provides more information than Ankenman and Nelson. Numerical illustrations are provided.
AB - 'Input uncertainty' refers the effect of driving a simulation with input distributions that are based on real-world data. At WSC 2012, Ankenman and Nelson presented a quick-and-easy experiment to assess the overall effect of input uncertainty on simulation output. When their method reveals that input uncertainty is substantial, then the natural follow-up questions are which input distributions contribute the most to input uncertainty, and from which input processes would it be most beneficial to collect more data? To answer these questions Ankenman and Nelson proposed a sequence of additional experiments that are in no sense 'quick.' In this paper we provide a follow-up analysis that requires no additional simulation experiments beyond the overall assessment, and yet provides more information than Ankenman and Nelson. Numerical illustrations are provided.
UR - http://www.scopus.com/inward/record.url?scp=84894165063&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84894165063&partnerID=8YFLogxK
U2 - 10.1109/WSC.2013.6721443
DO - 10.1109/WSC.2013.6721443
M3 - Conference contribution
AN - SCOPUS:84894165063
SN - 9781479939503
T3 - Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013
SP - 474
EP - 485
BT - Proceedings of the 2013 Winter Simulation Conference - Simulation
T2 - 2013 43rd Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013
Y2 - 8 December 2013 through 11 December 2013
ER -