Documents disponibles écrits par cet auteur

Automated selection of the number of replications for a discrete-event simulation / K. Hoad in Journal of the operational research society (JORS), Vol. 61 N° 11 (Novembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 11 (Novembre 2010) . - pp. 1632–1644 Titre : Automated selection of the number of replications for a discrete-event simulation Type de document : texte imprimé Auteurs : K. Hoad, Auteur ; S. Robinson, Auteur ; Davies, R., Auteur Année de publication : 2011 Article en page(s) : pp. 1632–1644 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Discrete-event  simulation  Number  of  replications  Confidence  interval Index. décimale : 001.424 Résumé : Selecting an appropriate number of replications to run with a simulation model is important in assuring that the desired accuracy and precision of the results are attained with minimal effort. If too few are selected then accuracy and precision are lost; if too many are selected then valuable time is wasted. Given that simulation is often used by non-specialists, it seems important to provide guidance on the number of replications required with a model. In this paper an algorithm for automatically selecting the number of replications is described. Test results show the algorithm to be effective in obtaining coverage of the expected mean at a given level of precision and in reducing the bias in the estimate of the mean of the simulation output. The algorithm is consistent in selecting the expected number of replications required for a model output. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n11/abs/jors2009121a.html [article] Automated selection of the number of replications for a discrete-event simulation [texte imprimé] / K. Hoad, Auteur ; S. Robinson, Auteur ; Davies, R., Auteur . - 2011 . - pp. 1632–1644. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 11 (Novembre 2010) . - pp. 1632–1644 Mots-clés : Discrete-event  simulation  Number  of  replications  Confidence  interval Index. décimale : 001.424 Résumé : Selecting an appropriate number of replications to run with a simulation model is important in assuring that the desired accuracy and precision of the results are attained with minimal effort. If too few are selected then accuracy and precision are lost; if too many are selected then valuable time is wasted. Given that simulation is often used by non-specialists, it seems important to provide guidance on the number of replications required with a model. In this paper an algorithm for automatically selecting the number of replications is described. Test results show the algorithm to be effective in obtaining coverage of the expected mean at a given level of precision and in reducing the bias in the estimate of the mean of the simulation output. The algorithm is consistent in selecting the expected number of replications required for a model output. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n11/abs/jors2009121a.html

Automating warm-up length estimation / K. Hoad in Journal of the operational research society (JORS), Vol. 61 N° 9 (Septembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 9 (Septembre 2010) . - pp. 1389–1403 Titre : Automating warm-up length estimation Type de document : texte imprimé Auteurs : K. Hoad, Auteur ; S. Robinson, Auteur ; Davies, R., Auteur Année de publication : 2011 Article en page(s) : pp. 1389–1403 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Simulation  Warm-up  period  Initialisation  bias  Truncation  point  Automation  MSER-5 Index. décimale : 001.424 Résumé : There are two key issues in assuring the accuracy of estimates of performance obtained from a simulation model. The first is the removal of any initialisation bias, the second is ensuring that enough output data is produced to obtain an accurate estimate of performance. This paper is concerned with the first issue, and more specifically warm-up estimation. Our aim is to produce an automated procedure, for inclusion into commercial simulation software, for estimating the length of warm-up and hence removing initialisation bias from simulation output data. This paper describes the extensive literature search that was carried out in order to find and assess the various existing warm-up methods, the process of short-listing and testing of candidate methods. In particular it details the extensive testing of the warm-up MSER-5 method. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n9/abs/jors200987a.html [article] Automating warm-up length estimation [texte imprimé] / K. Hoad, Auteur ; S. Robinson, Auteur ; Davies, R., Auteur . - 2011 . - pp. 1389–1403. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 9 (Septembre 2010) . - pp. 1389–1403 Mots-clés : Simulation  Warm-up  period  Initialisation  bias  Truncation  point  Automation  MSER-5 Index. décimale : 001.424 Résumé : There are two key issues in assuring the accuracy of estimates of performance obtained from a simulation model. The first is the removal of any initialisation bias, the second is ensuring that enough output data is produced to obtain an accurate estimate of performance. This paper is concerned with the first issue, and more specifically warm-up estimation. Our aim is to produce an automated procedure, for inclusion into commercial simulation software, for estimating the length of warm-up and hence removing initialisation bias from simulation output data. This paper describes the extensive literature search that was carried out in order to find and assess the various existing warm-up methods, the process of short-listing and testing of candidate methods. In particular it details the extensive testing of the warm-up MSER-5 method. DEWEY : 001.424 ISSN : 0361-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n9/abs/jors200987a.html