UNSPECIFIED. (2002) Detecting shifts in the mean of a simulation output process. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 53 (5). pp. 559-573. ISSN 0160-5682

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Abstract

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
ISSN:	0160-5682
Date:	May 2002
Volume:	53
Number:	5
Number of Pages:	15
Page Range:	pp. 559-573
Identification Number:	10.1057/palgrave/jors/2601323
Publication Status:	Published
URI:	http://wrap.warwick.ac.uk/id/eprint/10952

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