Input uncertainty quantification for simulation models with piecewise-constant non-stationary poisson arrival processes

Lucy E. Morgan; Andrew C. Titman; David J. Worthington; Barry L. Nelson

doi:10.1109/WSC.2016.7822104

Input uncertainty quantification for simulation models with piecewise-constant non-stationary poisson arrival processes

Lucy E. Morgan, Andrew C. Titman, David J. Worthington, Barry L. Nelson

Industrial Engineering and Management Sciences

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

6 Scopus citations

Abstract

Input uncertainty (IU) is the outcome of driving simulation models using input distributions estimated by finite amounts of real-world data. Methods have been presented for quantifying IU when stationary input distributions are used. In this paper we extend upon this work and provide two methods for quantifying IU in simulation models driven by piecewise-constant non-stationary Poisson arrival processes. Numerical evaluation and illustrations of the methods are provided and indicate that the methods perform well.

Original language	English (US)
Title of host publication	2016 Winter Simulation Conference
Subtitle of host publication	Simulating Complex Service Systems, WSC 2016
Editors	Theresa M. Roeder, Peter I. Frazier, Robert Szechtman, Enlu Zhou
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	370-381
Number of pages	12
ISBN (Electronic)	9781509044863
DOIs	https://doi.org/10.1109/WSC.2016.7822104
State	Published - Jul 2 2016
Event	2016 Winter Simulation Conference, WSC 2016 - Arlington, United States Duration: Dec 11 2016 → Dec 14 2016

Publication series

Name	Proceedings - Winter Simulation Conference
Volume	0
ISSN (Print)	0891-7736

Other

Other	2016 Winter Simulation Conference, WSC 2016
Country	United States
City	Arlington
Period	12/11/16 → 12/14/16

ASJC Scopus subject areas

Software
Modeling and Simulation
Computer Science Applications

Access to Document

10.1109/WSC.2016.7822104

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Morgan, L. E., Titman, A. C., Worthington, D. J., & Nelson, B. L. (2016). Input uncertainty quantification for simulation models with piecewise-constant non-stationary poisson arrival processes. In T. M. Roeder, P. I. Frazier, R. Szechtman, & E. Zhou (Eds.), 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016 (pp. 370-381). [7822104] (Proceedings - Winter Simulation Conference; Vol. 0). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/WSC.2016.7822104

Morgan, Lucy E. ; Titman, Andrew C. ; Worthington, David J. ; Nelson, Barry L. / Input uncertainty quantification for simulation models with piecewise-constant non-stationary poisson arrival processes. 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. editor / Theresa M. Roeder ; Peter I. Frazier ; Robert Szechtman ; Enlu Zhou. Institute of Electrical and Electronics Engineers Inc., 2016. pp. 370-381 (Proceedings - Winter Simulation Conference).

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abstract = "Input uncertainty (IU) is the outcome of driving simulation models using input distributions estimated by finite amounts of real-world data. Methods have been presented for quantifying IU when stationary input distributions are used. In this paper we extend upon this work and provide two methods for quantifying IU in simulation models driven by piecewise-constant non-stationary Poisson arrival processes. Numerical evaluation and illustrations of the methods are provided and indicate that the methods perform well.",

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Morgan, LE, Titman, AC, Worthington, DJ & Nelson, BL 2016, Input uncertainty quantification for simulation models with piecewise-constant non-stationary poisson arrival processes. in TM Roeder, PI Frazier, R Szechtman & E Zhou (eds), 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016., 7822104, Proceedings - Winter Simulation Conference, vol. 0, Institute of Electrical and Electronics Engineers Inc., pp. 370-381, 2016 Winter Simulation Conference, WSC 2016, Arlington, United States, 12/11/16. https://doi.org/10.1109/WSC.2016.7822104

Input uncertainty quantification for simulation models with piecewise-constant non-stationary poisson arrival processes. / Morgan, Lucy E.; Titman, Andrew C.; Worthington, David J.; Nelson, Barry L.

2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. ed. / Theresa M. Roeder; Peter I. Frazier; Robert Szechtman; Enlu Zhou. Institute of Electrical and Electronics Engineers Inc., 2016. p. 370-381 7822104 (Proceedings - Winter Simulation Conference; Vol. 0).

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

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Morgan LE, Titman AC, Worthington DJ, Nelson BL. Input uncertainty quantification for simulation models with piecewise-constant non-stationary poisson arrival processes. In Roeder TM, Frazier PI, Szechtman R, Zhou E, editors, 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016. Institute of Electrical and Electronics Engineers Inc. 2016. p. 370-381. 7822104. (Proceedings - Winter Simulation Conference). https://doi.org/10.1109/WSC.2016.7822104