AUTOMATED ESTIMATION AND VARIANCE REDUCTION FOR STEADY-STATE SIMULATIONS.

Rowena Anonuevo; Barry L. Nelson

doi:10.1145/318242.318534

AUTOMATED ESTIMATION AND VARIANCE REDUCTION FOR STEADY-STATE SIMULATIONS.

Rowena Anonuevo^*, Barry L. Nelson

^*Corresponding author for this work

Industrial Engineering and Management Sciences

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

4 Scopus citations

Abstract

An automated procedure is presented that interfaces with SIMSCRIPT II. 5 simulation experiments to derive point and interval estimators for steady-state parameters of stochastic simulations. The procedure combines the nonoverlapping batch means method of output analysis and the control variates variance reduction technique. Batch size and control variates are selected automatically.

Original language	English (US)
Title of host publication	Winter Simulation Conference Proceedings
Publisher	IEEE
Pages	871-875
Number of pages	5
ISBN (Print)	0911801111, 9780911801118
DOIs	https://doi.org/10.1145/318242.318534
State	Published - 1986

Publication series

Name	Winter Simulation Conference Proceedings
ISSN (Print)	0275-0708

ASJC Scopus subject areas

Software
Modeling and Simulation
Safety, Risk, Reliability and Quality
Chemical Health and Safety
Applied Mathematics

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10.1145/318242.318534

Cite this

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title = "AUTOMATED ESTIMATION AND VARIANCE REDUCTION FOR STEADY-STATE SIMULATIONS.",

abstract = "An automated procedure is presented that interfaces with SIMSCRIPT II. 5 simulation experiments to derive point and interval estimators for steady-state parameters of stochastic simulations. The procedure combines the nonoverlapping batch means method of output analysis and the control variates variance reduction technique. Batch size and control variates are selected automatically.",

author = "Rowena Anonuevo and Nelson, {Barry L.}",

year = "1986",

doi = "10.1145/318242.318534",

language = "English (US)",

isbn = "0911801111",

series = "Winter Simulation Conference Proceedings",

publisher = "IEEE",

pages = "871--875",

booktitle = "Winter Simulation Conference Proceedings",

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T1 - AUTOMATED ESTIMATION AND VARIANCE REDUCTION FOR STEADY-STATE SIMULATIONS.

AU - Anonuevo, Rowena

AU - Nelson, Barry L.

PY - 1986

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N2 - An automated procedure is presented that interfaces with SIMSCRIPT II. 5 simulation experiments to derive point and interval estimators for steady-state parameters of stochastic simulations. The procedure combines the nonoverlapping batch means method of output analysis and the control variates variance reduction technique. Batch size and control variates are selected automatically.

AB - An automated procedure is presented that interfaces with SIMSCRIPT II. 5 simulation experiments to derive point and interval estimators for steady-state parameters of stochastic simulations. The procedure combines the nonoverlapping batch means method of output analysis and the control variates variance reduction technique. Batch size and control variates are selected automatically.

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U2 - 10.1145/318242.318534

DO - 10.1145/318242.318534

M3 - Conference contribution

AN - SCOPUS:0022887003

SN - 0911801111

SN - 9780911801118

T3 - Winter Simulation Conference Proceedings

SP - 871

EP - 875

BT - Winter Simulation Conference Proceedings

PB - IEEE

ER -

AUTOMATED ESTIMATION AND VARIANCE REDUCTION FOR STEADY-STATE SIMULATIONS.

Abstract

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