Variance-based sampling for simulating cycle time—throughput curves using simulation-based estimates

Management Science

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https://doi.org/10.1057/palgrave.jos.4250033
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Keywords

simulation, queueing systems, Confidence Intervals, variance

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Variance-based sampling for simulating cycle time—throughput curves using simulation-based estimates. / Fowler, J. W.; Leach, S. E.; Mackulak, G. T. et al.
In: Journal of Simulation, Vol. 2, No. 2, 07.2008, p. 69-80.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Author

Fowler, J. W. ; Leach, S. E. ; Mackulak, G. T. et al. / Variance-based sampling for simulating cycle time—throughput curves using simulation-based estimates. In: Journal of Simulation. 2008 ; Vol. 2, No. 2. pp. 69-80.

Bibtex

@article{85f9a222fcab4181bfacc894e482293a,

title = "Variance-based sampling for simulating cycle time—throughput curves using simulation-based estimates",

abstract = "Simulation at several different traffic intensities is required when generating a cycle time-throughput (CT-TH) curve. Previous work has shown that a variance-based allocation using an asymptotic variance approximation results in more precise confidence intervals than those achieved through na{\"i}ve sampling in which an equal amount of effort is allocated to each traffic intensity being investigated. Many systems for which these CT-TH curves are desired are too complex for an asymptotic variance approximation to be easily determined. This paper presents a fixed-budget variance-based sampling allocation procedure for the simulation of CT-TH curves using variance estimates of the sample mean calculated from pilot simulation runs. The proposed allocation procedure significantly improved the range of precision over the na{\"i}ve allocation.",

keywords = "simulation, queueing systems, Confidence Intervals, variance",

author = "Fowler, {J. W.} and Leach, {S. E.} and Mackulak, {G. T.} and Nelson, {Barry L.}",

year = "2008",

month = jul,

doi = "10.1057/palgrave.jos.4250033",

language = "English",

volume = "2",

pages = "69--80",

journal = "Journal of Simulation",

issn = "1747-7778",

publisher = "Palgrave Macmillan Ltd.",

number = "2",

}

RIS

TY - JOUR

T1 - Variance-based sampling for simulating cycle time—throughput curves using simulation-based estimates

AU - Fowler, J. W.

AU - Leach, S. E.

AU - Mackulak, G. T.

AU - Nelson, Barry L.

PY - 2008/7

Y1 - 2008/7

N2 - Simulation at several different traffic intensities is required when generating a cycle time-throughput (CT-TH) curve. Previous work has shown that a variance-based allocation using an asymptotic variance approximation results in more precise confidence intervals than those achieved through naïve sampling in which an equal amount of effort is allocated to each traffic intensity being investigated. Many systems for which these CT-TH curves are desired are too complex for an asymptotic variance approximation to be easily determined. This paper presents a fixed-budget variance-based sampling allocation procedure for the simulation of CT-TH curves using variance estimates of the sample mean calculated from pilot simulation runs. The proposed allocation procedure significantly improved the range of precision over the naïve allocation.

AB - Simulation at several different traffic intensities is required when generating a cycle time-throughput (CT-TH) curve. Previous work has shown that a variance-based allocation using an asymptotic variance approximation results in more precise confidence intervals than those achieved through naïve sampling in which an equal amount of effort is allocated to each traffic intensity being investigated. Many systems for which these CT-TH curves are desired are too complex for an asymptotic variance approximation to be easily determined. This paper presents a fixed-budget variance-based sampling allocation procedure for the simulation of CT-TH curves using variance estimates of the sample mean calculated from pilot simulation runs. The proposed allocation procedure significantly improved the range of precision over the naïve allocation.

KW - simulation

KW - queueing systems

KW - Confidence Intervals

KW - variance

U2 - 10.1057/palgrave.jos.4250033

DO - 10.1057/palgrave.jos.4250033

M3 - Journal article

VL - 2

SP - 69

EP - 80

JO - Journal of Simulation

JF - Journal of Simulation

SN - 1747-7778

IS - 2

ER -

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