search query: @author Bettonvil, B. / total: 1
reference: 1 / 1
« previous | next »
| Author: | Kleijnen, J. P. C. Cheng, R. C. H. Bettonvil, B. |
| Title: | Validation of Trace-Driven Simulation Models: Bootstrap Tests |
| Journal: | Management Science
2001 : NOV, VOL. 47:11, p. 1533-1538 |
| Index terms: | TIME SERIES POWER ERROR ESTIMATION |
| Language: | eng |
| 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-1 and Type-II error probabilities. |
« previous | next »
SCIMA