Analysis of output data

This paper describes, in general terms, methods for interpreting the output from simulation models. Statistical methods are described for several different purposes, and related problems like design, comparison, variance reduction, sensitivity estimation, metamodeling, and optimization are mentioned. The main point is to call attention to the challenges and opportunities in using simulation models carefully and effectively.

[1]  R. Deal Simulation Modeling and Analysis (2nd Ed.) , 1994 .

[2]  Christos Alexopoulos Advanced simulation output analysis for a single system , 1993, WSC '93.

[3]  Peter D. Welch,et al.  Response surface methodology and its application in simulation , 1993, WSC '93.

[4]  G. Arthur Mihram,et al.  Simulation methodology , 1976 .

[5]  Barry L. Nelson,et al.  Methods for selecting the best system (for simulation) , 1991, 1991 Winter Simulation Conference Proceedings..

[6]  Behrokh Khoshnevis Discrete Systems Simulation , 1994 .

[7]  J. Banks,et al.  Discrete-Event System Simulation , 1995 .

[8]  Lori S. Cook Factor screening of multiple responses , 1992, WSC '92.

[9]  Russell R. Barton,et al.  Metamodels for simulation input-output relations , 1992, WSC '92.

[10]  Susan M. Sanchez,et al.  Designing simulation experiments: Taguchi methods and response surface metamodels , 1991, 1991 Winter Simulation Conference Proceedings..

[11]  Andrew F. Seila,et al.  Output analysis for simulation , 1991, 1991 Winter Simulation Conference Proceedings..

[12]  Barry L. Nelson,et al.  Methods for selecting the best system , 1991, WSC '91.

[13]  Tim Stapenhurst Simulation Methodology for Statisticians, Operations Analysts and Engineers, Volume 1 , 1990 .

[14]  Averill M. Law,et al.  Simulation Modeling and Analysis , 1982 .

[15]  S. Strickland Gradient/sensitivity estimation in discrete-event simulation , 1993, WSC '93.

[16]  Pierre L'Ecuyer,et al.  An overview of derivative estimation , 1991, 1991 Winter Simulation Conference Proceedings..

[17]  Linus Schrage,et al.  A guide to simulation , 1983 .

[18]  David Goldsman,et al.  Simulation output analysis , 1992, WSC '92.

[19]  Brian D. Ripley,et al.  Stochastic Simulation , 2005 .

[20]  David Alan Grier,et al.  Graphical techniques for output analysis , 1992, WSC '92.

[21]  Barry L. Nelson,et al.  Designing efficient simulation experiments , 1992, WSC '92.

[22]  John M. Charnes,et al.  Statistical Analysis of Output Processes , 1993, Proceedings of 1993 Winter Simulation Conference - (WSC '93).

[23]  J. Kleijnen Statistical tools for simulation practitioners , 1986 .

[24]  Paul Bratley,et al.  A guide to simulation (2nd ed.) , 1986 .

[25]  Paul Glasserman,et al.  Gradient estimation for regenerative processes , 1992, WSC '92.

[26]  G. S. Fishman Principles of Discrete Event Simulation , 1978 .

[27]  Peter D. Welch,et al.  Experimental design issues in simulation with examples from semiconductor manufacturing , 1992, WSC '92.

[28]  Andrew F. Seila,et al.  Advanced output analysis for simulation , 1992, WSC '92.

[29]  Ian T. Jolliffe,et al.  Simulation Methodology for Statisticians, Operations Analysts, and Engineers, Vol. 1. , 1990 .

[30]  Paul Bratley,et al.  A guide to simulation , 1983 .

[31]  John M. Charnes,et al.  Multivariate simulation output analysis , 1991, 1991 Winter Simulation Conference Proceedings..

[32]  Farhad Azadivar,et al.  A tutorial on simulation optimization , 1992, WSC '92.

[33]  Yu-Chi Ho,et al.  Perturbation analysis: concepts and algorithms , 1992, WSC '92.

[34]  Arne Thesen,et al.  Simulation for Decision Making , 1992 .