Validation of trace-driven simulation models: Bootstrap tests

Validation of trace-driven simulation models: Bootstrap tests

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Article ID: iaor20032557
Country: United States
Volume: 47
Issue: 11
Start Page Number: 1533
End Page Number: 1538
Publication Date: Nov 2001
Journal: Management Science
Authors: , ,
Keywords: statistics: experiment
Abstract:

Trace-driven (or correlated inspection) simulation means that the simulated and the real systems have some common inputs (say, historical arrival times) so that the two systems' outputs are cross-correlated. To validate such a simulation, this paper focuses on the difference between the average simulated and real responses. To evaluate this validation statistic, the paper develops a novel bootstrap technique – based on replicated runs. This validation statistic and the bootstrap technique are evaluated in extensive Monte Carlo experiments with specific single-server queues. These experiments show acceptable Type-I and Type-II error probabilities.

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