Detecting shifts in the mean of a simulation output process
UNSPECIFIED. (2002) Detecting shifts in the mean of a simulation output process. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 53 (5). pp. 559-573. ISSN 0160-5682Full text not available from this repository.
Official URL: http://dx.doi.org/10.1057/palgrave/jors/2601323
The application of the correct simulation output analysis technique requires a knowledgge of the model's behaviour. Traditionally, only two types of model behaviour are discussed for discrete event simulations: transient and steady state. In this paper, a third type of behaviour, denoted shifting steady state, is considered in which the model passes through successive periods of different steady states. A heuristic technique for identifying the shifts in the mean of a time series is applied to the output data from simulation models with known shifting steady-state behaviour in order to test its effectiveness in detecting the shifts. The heuristic performs well, indicating that it may be a valuable additional technique for output analysis.
|Item Type:||Journal Article|
|Subjects:||H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management|
|Journal or Publication Title:||JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY|
|Publisher:||PALGRAVE PUBLISHERS LTD|
|Number of Pages:||15|
|Page Range:||pp. 559-573|
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