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Statistical analysis of simulation output data: the practical state of the art

Published: 09 December 2007 Publication History

Abstract

One of the most important but neglected aspects of a simulation study is the proper design and analysis of simulation experiments. In this tutorial we give a state-of-the-art presentation of what the practitioner really needs to know to be successful. We will discuss how to choose the simulation run length, the warmup-period duration (if any), and the required number of model replications (each using different random numbers). The talk concludes with a discussion of three critical pitfalls in simulation output-data analysis.

References

[1]
Alexopoulos, C. 2006. A Comprehensive review of methods for simulation output analysis. In Proceedings of the 2006 Winter Simulation Conference, ed. L. F. Perrone, F. P. Wieland, J. Liu, B. G. Lawson, D. M. Nicol, and R. J. Fujimoto, 168--178. Piscataway, New Jersey: Institute of Electrical and Electronic Engineers.
[2]
Banks, J., J. S. Carson, B. L. Nelson, and D. M. Nicol. 2005. Discrete-event system simulation, 4th ed. Upper Saddle River, New Jersey: Prentice-Hall.
[3]
Law, A. M. 2007. Simulation modeling and analysis, 4th ed. New York: McGraw-Hill.
[4]
Nakayama, M. K. 2006. Output analysis for simulation. In Proceedings of the 2006 Winter Simulation Conference, ed. L. F. Perrone, F. P. Wieland, J. Liu, B. G. Lawson, D. M. Nicol, and R. J. Fujimoto, 26--46. Piscataway, New Jersey: Institute of Electrical and Electronic Engineers.
[5]
Welch, P. D. 1983. The statistical analysis of simulation results. In The Computer Performance Modeling Handbook, ed. S. S. Lavenberg. New York: Academic Press.

Cited By

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  • (2018)Statistical Analysis of Simulation Output from Parallel ComputingACM Transactions on Modeling and Computer Simulation10.1145/318632728:3(1-22)Online publication date: 9-Aug-2018
  • (2018)Modelling Green Femtocells in Smart-gridsMobile Networks and Applications10.1007/s11036-017-0963-123:4(940-955)Online publication date: 1-Aug-2018
  • (2017)A framework for energy-consumption in future hetnetsProceedings of the Second International Conference on Internet of things, Data and Cloud Computing10.1145/3018896.3036374(1-6)Online publication date: 22-Mar-2017
  • Show More Cited By

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Information

Published In

cover image ACM Conferences
WSC '07: Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
December 2007
2659 pages
ISBN:1424413060

Sponsors

  • IIE: Institute of Industrial Engineers
  • INFORMS-SIM: Institute for Operations Research and the Management Sciences: Simulation Society
  • ASA: American Statistical Association
  • IEEE/SMC: Institute of Electrical and Electronics Engineers: Systems, Man, and Cybernetics Society
  • SIGSIM: ACM Special Interest Group on Simulation and Modeling
  • NIST: National Institute of Standards and Technology
  • (SCS): The Society for Modeling and Simulation International

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IEEE Press

Publication History

Published: 09 December 2007

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  • Tutorial

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WSC07
Sponsor:
  • IIE
  • INFORMS-SIM
  • ASA
  • IEEE/SMC
  • SIGSIM
  • NIST
  • (SCS)
WSC07: Winter Simulation Conference
December 9 - 12, 2007
Washington D.C.

Acceptance Rates

WSC '07 Paper Acceptance Rate 152 of 244 submissions, 62%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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Cited By

View all
  • (2018)Statistical Analysis of Simulation Output from Parallel ComputingACM Transactions on Modeling and Computer Simulation10.1145/318632728:3(1-22)Online publication date: 9-Aug-2018
  • (2018)Modelling Green Femtocells in Smart-gridsMobile Networks and Applications10.1007/s11036-017-0963-123:4(940-955)Online publication date: 1-Aug-2018
  • (2017)A framework for energy-consumption in future hetnetsProceedings of the Second International Conference on Internet of things, Data and Cloud Computing10.1145/3018896.3036374(1-6)Online publication date: 22-Mar-2017
  • (2017)Admission control and buffer management of wireless communication systems with mobile stations and integrated voice and data servicesTelecommunications Systems10.1007/s11235-016-0259-y65:4(663-675)Online publication date: 1-Aug-2017
  • (2017)Performability analysis of cloud computing centers with large numbers of serversThe Journal of Supercomputing10.1007/s11227-016-1906-573:5(2130-2156)Online publication date: 1-May-2017
  • (2014)Application of industrial engineering theories for a real manufacturing process improvement using simulation modellingProceedings of the 7th International ICST Conference on Simulation Tools and Techniques10.4108/icst.simutools.2014.254738(166-171)Online publication date: 17-Mar-2014
  • (2011)Multi-Agent-Based simulation for analysis of transport policy and infrastructure measuresProceedings of the 14th international conference on Agent Based Simulation for a Sustainable Society and Multi-agent Smart Computing10.1007/978-3-642-35612-4_1(1-15)Online publication date: 14-Nov-2011
  • (2010)P-SAMProceedings of the 2010 Summer Computer Simulation Conference10.5555/1999416.1999461(350-357)Online publication date: 11-Jul-2010
  • (2010)A P2P approach to many tasks computing for scientific workflowsProceedings of the 9th international conference on High performance computing for computational science10.5555/1964238.1964273(327-339)Online publication date: 22-Jun-2010

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