Robinson, Stewart. (2007) A statistical process control approach to selecting a warm-up period for a discrete-event simulation. European Journal of Operational Research, Volume 176 (Number 1). pp. 332-346. ISSN 0377-2217

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Abstract

The selection of a warm-up period for a discrete-event simulation continues to be problematic. A variety of selection methods have been devised, and are briefly reviewed. It is apparent that no one method can be recommended above any other. A new approach, based upon the principles of statistical process control, is described (SPC method). Because simulation output data are often highly autocorrelated and potentially non-normal, the batch means method is employed in constructing the control chart. The SPC method is tested on seven data sets and encouraging results are obtained concerning its accuracy. The approach is also discussed with respect to its ease of implementation, simplicity, generality of use and requirements for parameter estimation.

Item Type:	Journal Article
Subjects:	H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions:	Faculty of Social Sciences > Warwick Business School > Operational Research & Management Sciences Faculty of Social Sciences > Warwick Business School
Journal or Publication Title:	European Journal of Operational Research
Publisher:	Elsevier Science BV
ISSN:	0377-2217
Official Date:	1 January 2007
Dates:	Date Event 1 January 2007 Published 6 December 2006 Available 6 July 2005 Accepted 13 January 2005 Submitted
Volume:	Volume 176
Number:	Number 1
Number of Pages:	15
Page Range:	pp. 332-346
Identification Number:	10.1016/j.ejor.2005.07.014
Status:	Peer Reviewed
Publication Status:	Published
URI:	http://wrap.warwick.ac.uk/id/eprint/32864

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