An Effective Truncation Heuristic for Bias Reduction in Simulation Output

Simulation

Volumn 69, Issue 6, 1997, Pages 323-334

  White, K Preston ^a  

^a University of Virginia   (United States)

Author keywords

Discrete event simulation; initialization bias; output analysis; point estimator for steady state mean; trunca tion heuristics

Indexed keywords

COMPUTATIONAL METHODS; HEURISTIC METHODS; MATHEMATICAL MODELS; PROBLEM SOLVING; QUEUEING THEORY; STATISTICAL METHODS; SYSTEMS ANALYSIS;

DISCRETE EVENT SIMULATION; INITIALIZATION BIAS; OUTPUT ANALYSIS; TRUNCATION HEURISTICS;

COMPUTER SIMULATION;

EID: 0031386025     PISSN: 00375497     EISSN: None     Source Type: Journal    
DOI: 10.1177/003754979706900601     Document Type: Article

References (24)

1. Banks, J. and Carson, J.S. 1984. Discrete-Event System Simulation Englewood Cliffs, NJ: Prentice Hall.
2. Bratley, P., Fox, B.L., and Schrage, L.E. 1987. A Guide to Simulation 2nd edition, New York: Springer-Verlag.
3. Law, A.M. and Kelton, W.D. 1991. Simulation Modeling and Analysis, 2nd ed. McGraw-Hill, New York.
4. Deligonul, Z.S. 1987. “Antithetic bias reduction for discrete-event simulations,” Journal of the Operational Research Society vol. 38, no. 5, pp. 431-437.
5. Nelson, B.L. 1990. “Variance reduction in the presence of initial-condition bias,” IIE Transactions vol. 22, no. 4, pp. 340-349.
6. Kelton, W.D. 1989. “Random initialization methods in simulation,” IIE Transactions vol. 21, no. 4, pp. 355-367.
7. Conway, R.W. 1963. “Some tactical problems in digital simulation,” Management Science vol. 10, pp. 47-61.
8. Fishman, G.S. 1972. “Bias considerations in simulation experiments,” Operations Research vol. 20, pp. 785-790.
9. Gafarian, A.V., Ancker, C.J.,Jr., and Morisaku, T. 1978. “ Evaluation of commonly used rules for detecting ‘steady-state’ in computer simulation,” Naval Logistics Research Quarterly vol. 25, no. 3, pp. 511-529.
10. Welch, P.D. 1983. “The statistical analysis of simulation results,” The Computer Performance Modeling Handbook, Lavenberg, S.S., ed., New York: Academic Press.
11. Fishman, G.S. 1978. Principles of Discrete Event Simulation, New York: McGraw-Hill.
12. Schruben, L.W. 1982. “Detecting initialization bias in simulation output,” Operations Research vol. 30, pp. 569-590.
13. Kelton, W.D. and Law, A.M. 1982. “A new approach for dealing with the startup problem in discrete-event simulation,” Naval Logistics Research Quarterly vol. 30, pp. 641-658.
14. Kelton, W.D. and Law, A.M. 1985. “The transient behavior of the M/M/s queue with implications for steady-state simulation,” Operations Research vol. 33, pp. 378-396.
15. Schruben, L.W., Singh, H., and Tierney, L. 1983. “Optimal tests for initialization bias in simulation output” Operations Research vol. 31, no. 6, pp. 1167-1178.
16. Heidelberger, P. and Welch, P.D. 1983. “Simulation run length control in the presence of an initial transient,” Operation Research vol. 31, pp. 1109-1144.
17. Vassilacopoulis, G. 1989. “Testing for initialization bias in simulation output,” SIMULATION vol. 52, pp. 151-153.
18. Ma, X. and Kochhar, A.K. 1993. “A comparison study of two tests for detecting initialization bias in simulation output,” SIMULATION vol. 61, no. 2, pp. 94-101.
19. Wilson, J.R. and Pritsker, A.A.B. 1978. “A survey of research on the simulation startup problem,” SIMULATION vol. 31, no. 2, pp. 55-58.
20. Wilson, J.R., and Pritsker, A.A.B. 1978. “Evaluation of startup policies in simulation experiments, “ SIMULATION vol. 31, no. 3, pp. 79-89.
21. McClarnon, M.A. 1990. Detection of Steady-State in Discrete-Event Dynamic Systems: An Analysis of Heuristics, M.S. Thesis Department of Systems Engineering, University of Virginia.
22. White, K.P., Jr. and Minnox, M.A. 1994. “A simple rule for mitigating initialization bias in simulation output” Proceedings of the 1994 IEEE International Conference on Systems, Man, and Cybernetics, San Antonio, TX.
23. White, K.P., Jr. 1995. “A simple rule for mitigating initialization bias in simulation output: Comparative results,” Proceedings of the 1995 IEEE International Conference on Systems, Man, and Cybernetics, Vancouver, BC
24. Rossetti, M.D. and Delany, P.J. 1995. “Control of initialization bias in queuing simulations using queuing approximations,” Proceedings of the 1995 Winter Simulation Conference, Arlington, VA.