Depiction of transient performance measures using quantile estimation

Simulation in Wider Europe - 19th European Conference on Modelling and Simulation, ECMS 2005

Volumn , Issue , 2005, Pages 353-357

  Eickhoff, Mirko ^a   McNickle, Donald C ^a  

^a UNIVERSITY OF CANTERBURY   (New Zealand)

Author keywords

Multiple replications in parallel; Quantile estimation; Selection of several quantiles; Transient analysis

Indexed keywords

MEAN VALUE ANALYSIS; MULTIPLE REPLICATIONS IN PARALLEL; QUANTILE ESTIMATION; SELECTION OF SEVERAL QUANTILES; SIMULATION TIME; TRANSIENT PERFORMANCE;

ESTIMATION;

TRANSIENT ANALYSIS;

EID: 84856540262     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (13)

1. Alexopoulos, C. and Kim, S. (2002). Output data analysis for simulations. Proceedings of the 2002 Winter Simulation Conference, pages 85-96.
2. Bause, F. and Beilner, H. (1999). Intrinsic problems in simulation of logistic networks. Proc. of the 11th European Simulation Symposium and Exhibition (ESS99), pages 193-198.
3. Bause, F. and Eickhoff, M. (2002). Initial transient period detection using parallel replications. Proc. of the 14th European Simulation Symposium, pages 85-92.
4. Bause, F. and Eickhoff, M. (2003). Truncation point estimation using multiple replications in parallel. Proc. of the Winter Simulation Conference, pages 414-421.
5. Chen, E. J. and Kelton, W. D. (1999). Simulation-based estimation of quantiles. Proceedings of the 1999 Winter Simulation Conference, pages 428-434. (Pubitemid 30574791)
6. Conover, W. (1999). Practical Nonpara-metric Statistics. John Wiley & Sons, Inc., New York.
7. Hamilton, J. D. (1994). Time Series Analysis. Princeton University Press.
8. Heidelberger, P. and Lewis, P. (1984). Quantile estimation in dependent sequences. Operations Research, 32(1):185-209.
9. 2 algorithm for dynamic calculations of quantiles and histograms without storing observations. Communications of the ACM, 28(10):1076-1085. (Pubitemid 15587962)
10. Law, A. M. and Kelton, W. D. (2000). Simulation Modeling and Analysis. McGraw-Hill Higher Education, New York.
11. L'Ecuyer, P., Simard, R., Chen, E. J., and Kelton, W. D. (2002). An object-oriented random-number package with many long streams and substreams. Operations Research, 50(6):1073-1075.
12. Lee, J.-S. R., McNickle, D., and Pawlikowski, K. (1999). Quantile estimation in sequential steady-state simulation. Proceedings of the 13th European Simulation Multiconference, pages 168-174.
13. Raatikainen, K. E. E. (1987). Simultaneous estimation of several percentiles. SIMULATION, 49(4):159-164.