Detecting shifts in the mean of a simulation output process

Detecting shifts in the mean of a simulation output process

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Article ID: iaor20031221
Country: United Kingdom
Volume: 53
Issue: 5
Start Page Number: 559
End Page Number: 573
Publication Date: May 2002
Journal: Journal of the Operational Research Society
Authors: , ,
Abstract:

The application of the correct simulatin output analysis technique requires a knowledge of the model's behaviour. Traditionally, only two types of model behaviour are discussed for discrete event simulations: transient and steady state. In this paper, a third type of behaviour, denoted shifting steady state, is considered in which the model passes through successive periods of different steady states. A heuristic technique for identifying the shifts in the mean of a time series is applied to the output data from simulation models with known shifting steady-state behaviour in order to test its effectiveness in detecting the shifts. The heuristic performs well, indicating that it may be a valuable additional technique for output analysis.

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