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Input uncertainty quantification for simulation models with piecewise-constant non-stationary Poisson arrival processes

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Published
Publication date11/12/2016
Host publicationWSC '16 Proceedings of the 2016 Winter Simulation Conference
Place of PublicationPiscataway, NJ, USA
PublisherIEEE Press
Pages370-381
Number of pages12
ISBN (electronic)9781509044849
<mark>Original language</mark>English

Publication series

NameWSC '16 Proceedings of the Winter Simulation Conference
PublisherIEEE
ISSN (electronic)1558-4305

Abstract

Input uncertainty (IU) is the outcome of driving simulation models using input distributions estimated by finite amounts of real-world data. Methods have been presented for quantifying IU when stationary input distributions are used. In this paper we extend upon this work and provide two methods for quantifying IU in simulation models driven by piecewise-constant non-stationary Poisson arrival processes. Numerical evaluation and illustrations of the methods are provided and indicate that the methods perform well.

Bibliographic note

©2016 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.