A review of advanced methods for simulation output analysis

2005 ◽  
Author(s):  
C. Alexopoulos
Keyword(s):  
Output Analysis ◽  
Simulation Output

Expert post-processor for simulation output analysis

1988 ◽  
Vol 15 (1-4) ◽  
pp. 98-103 ◽  
Author(s):  
V. Ramachandra ◽  
D.L. Kimbler ◽  
G. Naadimuthu
Keyword(s):  
Output Analysis ◽  
Simulation Output

scholarly journals The interface between simulation output analysis research and practice

2005 ◽  
Author(s):  
P.W. Glynn ◽  
J.O. Henriksen ◽  
C.D. Pegden ◽  
B.W. Schmeiser ◽  
L.W. Schruben
Keyword(s):  
Output Analysis ◽  
Research And Practice ◽  
Simulation Output

USING EXCURSIONS TO ANALYZE SIMULATION OUTPUT

2010 ◽  
Vol 24 (2) ◽  
pp. 201-218
Author(s):  
James M. Calvin
Keyword(s):  
Time Series ◽  
Steady State ◽  
Memory Requirement ◽  
Analysis Problem ◽  
Output Analysis ◽  
Simulation Output ◽  
Average Variance ◽  
Time Average ◽  
Steady State Simulation ◽  
Functional Central Limit

We consider the steady-state simulation output analysis problem for a process that satisfies a functional central limit theorem. We construct an estimator for the time-average variance constant that is based on excursions of a process above the minimum. The resulting estimator does not require a fixed run length, and the memory requirement can be dynamically bounded. Standardized time series methods based on excursions are also described.

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