70
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

An efficient approach to implement dynamic batch means estimators in simulation output analysis

&
Pages 163-180 | Received 01 Apr 2011, Accepted 01 Feb 2012, Published online: 19 Mar 2012

References

  • Conway , RW . 1963 . Some tactical problems in digital simulation . Management Science , 6 : 92 – 110 .
  • Fishman , GS . 1978 . Grouping observations in digital simulation . Management Science , 24 : 510 – 521 .
  • Fishman , GS and Yarberry , LS . 1997 . An implementation of the batch means method . INFORMS Journal on Computing , 9 : 296 – 310 .
  • Glynn , PW and Iglehart , DL . 1990 . Simulation output analysis using standardized time series . Mathematics of Operations Research , 15 : 1 – 16 .
  • Goldsman , D , Kang , K and Seila , AF . 1999 . Cramé–von Mses variance estimators for simulations . Operations Research , 47 : 299 – 309 .
  • Goldsman , D and Schmeiser , BW . Computational efficiency of batching methods, Proceedings of the Winter Simulation Conference, Dec. 7–10, Atlanta, GA, 202–207 (1997)
  • Meketon , MS and Schmeiser , BW . Overlapping batch means: something for nothing? Proceedings of the Winter Simulation Conference, Nov. 28–30, Dallas, TX, 227–230 (1984)
  • Schmeiser , BW . 1982 . Batch size effects in the analysis of simulation output . Operations Research , 30 : 556 – 568 .
  • Schruben , LW . 1983 . Confidence interval estimation using standardized time series . Operations Research , 31 : 1090 – 1108 .
  • Song , W-MT . 2007 . A finite-memory algorithm for estimating the variance of the sample mean . IIE Transactions , 39 : 703 – 711 .
  • Song , W-MT . 2011 . Finite-Memory Algorithm for Batch Means . IEEE Transactions on Automatic Control , 6 : 1157 – 1162 .
  • Song , W-MT and Chih , M . 2010 . Extended dynamic partial-overlapping batch means estimators for steady-state simulations . European Journal of Operational Research , 203 : 640 – 652 .
  • Song , W-MT and Schmeiser , BW . 1995 . Optimal mean-squared-error batch size . Management Science , 41 : 110 – 123 .
  • Song , W-MT and Schmeiser , BW . 2009 . Omitting meaningless digits in point estimates: the probability guarantee of leading-digit rules . Operations Research , 57 : 109 – 111 .
  • Steiger , NM and Wilson , JR . 2002 . An improved batch means procedure for simulation output analysis . Management Science , 48 : 1569 – 1586 .
  • Welch , PD . “On the relationship between batch means, overlapping batch means and spectral estimation” Proceedings of the Winter Simulation Conference, Dec. 14–16, Atlanta, GA, 320–323 (1987)
  • Yang , T-K , Song , W-MT and Chih , M-C . 2009 . Revisit the dynamic-batch-means estimator . Journal of the Chinese Institute of Industrial Engineers , 26 : 499 – 509 .
  • Yeh , Y . and B.W. Schmeiser, “Simulation output analysis via dynamic batch means” Proceedings of the Winter Simulation Conference, Dec. 10–13, Orlando, FL, 637–645 (2000)
  • Zhao , H , Lall , A , Ogrihara , M , Spatscheck , O , Wang , J and Wu , J . “A data streaming algorithm for estimating entropies of OD flows”, presented at the ACM Internet Measurement Conference, Oct. 24–26, San Diego, CA (2007)

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.