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A statistical process control approach to selecting a warm-up period for a discrete-event simulation
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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. doi:10.1016/j.ejor.2005.07.014 ISSN 0377-2217.
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Official URL: http://dx.doi.org/10.1016/j.ejor.2005.07.014
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 | ||||||||||
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| 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 |
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| Journal or Publication Title: | European Journal of Operational Research | ||||||||||
| Publisher: | Elsevier Science BV | ||||||||||
| ISSN: | 0377-2217 | ||||||||||
| Official Date: | 1 January 2007 | ||||||||||
| Dates: |
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| Volume: | Volume 176 | ||||||||||
| Number: | Number 1 | ||||||||||
| Number of Pages: | 15 | ||||||||||
| Page Range: | pp. 332-346 | ||||||||||
| DOI: | 10.1016/j.ejor.2005.07.014 | ||||||||||
| Status: | Peer Reviewed | ||||||||||
| Publication Status: | Published |
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