A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting
DOI10.1177/0037549702078011001zbMATH Open1060.68138OpenAlexW2116802486MaRDI QIDQ4456571FDOQ4456571
Sonia E. Leach, John Fowler, J. Bert Keats, Gerald T. Mackulak, Sungmin Park
Publication date: 16 March 2004
Published in: SIMULATION (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/0037549702078011001
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- scientific article; zbMATH DE number 3949761
forecastingsteady-state simulationcovariance stationary processcumulative sample meanproblem of the initial transientsequential stopping rule
Cites Work
- Detecting Initialization Bias in Simulation Output
- Title not available (Why is that?)
- A Sequential Procedure for Determining the Length of a Steady-State Simulation
- Title not available (Why is that?)
- The Transient Behavior of the M/M/s Queue, with Implications for Steady-State Simulation
- Bias Considerations in Simulation Experiments
- A new approach for dealing with the startup problem in discrete event simulation
- Confidence intervals in discrete event simulation: A comparison of replication and batch means
- Evaluation of commonly used rules for detecting “steady state” in computer simulation
- Estimating Sample Size in Computing Simulation Experiments
- Feature Article—Statistical Analysis of Simulation Output Data
- Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures
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