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Detecting shifts in the mean of a simulation output process
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UNSPECIFIED (2002) Detecting shifts in the mean of a simulation output process. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 53 (5). pp. 559-573. doi:10.1057/palgrave/jors/2601323 ISSN 0160-5682.
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Official URL: http://dx.doi.org/10.1057/palgrave/jors/2601323
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 | ||||
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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 | ||||
Official Date: | May 2002 | ||||
Dates: |
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Volume: | 53 | ||||
Number: | 5 | ||||
Number of Pages: | 15 | ||||
Page Range: | pp. 559-573 | ||||
DOI: | 10.1057/palgrave/jors/2601323 | ||||
Publication Status: | Published |
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