haku: @indexterm error estimation / yhteensä: 18
viite: 7 / 18
| Tekijä: | Kleijnen, J. P. C. Cheng, R. C. H. Bettonvil, B. |
| Otsikko: | Validation of Trace-Driven Simulation Models: Bootstrap Tests |
| Lehti: | Management Science
2001 : NOV, VOL. 47:11, p. 1533-1538 |
| Asiasana: | TIME SERIES POWER ERROR ESTIMATION |
| Kieli: | eng |
| Tiivistelmä: | 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. |
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