Abstract
Simulation at several different traffic intensities is required when generating a cycle time-throughput (CT-TH) curve. Previous work has shown that a variance-based allocation using an asymptotic variance approximation results in more precise confidence intervals than those achieved through naïve sampling in which an equal amount of effort is allocated to each traffic intensity being investigated. Many systems for which these CT-TH curves are desired are too complex for an asymptotic variance approximation to be easily determined. This paper presents a fixed-budget variance-based sampling allocation procedure for the simulation of CT-TH curves using variance estimates of the sample mean calculated from pilot simulation runs. The proposed allocation procedure significantly improved the range of precision over the naïve allocation.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 69-80 |
| Number of pages | 12 |
| Journal | Journal of Simulation |
| Volume | 2 |
| Issue number | 2 |
| DOIs | |
| State | Published - Jul 2008 |
Funding
Acknowledgements—This research was partially supported by grants DMII 0140441/0140385 of the National Science Foundation and grants 04-FJ-1224/04-FJ-1225 which are jointly funded by the Semiconductor Research Corporation and the International SEMA-TECH Manufacturing Initiative. Additionally, the authors would like to thank Professor Bruce Ankenman from Northwestern University for his contribution to this research. The views expressed in this article are those of the author and do not reflect the official policy or position of the United States Air Force, the Department of Defense, or the United States Government.
ASJC Scopus subject areas
- Software
- Modeling and Simulation
- Management Science and Operations Research
- Industrial and Manufacturing Engineering