@inproceedings{af680b3f6b3f4c7a996e7a68f0861b76,
title = "Simulation analytics for virtual statistics via K nearest neighbors",
abstract = "Virtual statistics are performance measures that are conditional on the occurrence of an event; virtual waiting time of a customer arriving to a queue at time t is one example. In this paper, we describe a k-nearest-neighbor method for estimating virtual statistics post-simulation from the retained sample paths, examining both its small-sample and asymptotic properties. We implement leave-one-replication-out cross validation for tuning the parameter k, and compare the prediction performance of the k-nearest-neighbor estimator with a time-bucket estimator.",
author = "Yujing Lin and Nelson, {Barry L.}",
year = "2016",
month = jul,
day = "2",
doi = "10.1109/WSC.2016.7822111",
language = "English (US)",
series = "Proceedings - Winter Simulation Conference",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "448--459",
editor = "Roeder, {Theresa M.} and Frazier, {Peter I.} and Robert Szechtman and Enlu Zhou",
booktitle = "2016 Winter Simulation Conference",
address = "United States",
note = "2016 Winter Simulation Conference, WSC 2016 ; Conference date: 11-12-2016 Through 14-12-2016",
}