A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting

DOI10.1177/0037549702078011001MaRDI QIDQ4456571zbMATHOpenAlexFDO

Authors Gerald T. Mackulak, Sungmin Park, John Fowler, Sonia E. Leach, J. Bert Keats

Publication date 16 March 2004

Published in SIMULATION (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0037549702078011001

zbMATH Keywords

forecastingsteady-state simulationcovariance stationary processcumulative sample meanproblem of the initial transientsequential stopping rule

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 194144 (Why is no real title available?)
• scientific article; zbMATH DE number 1416627 (Why is no real title available?)
• A Sequential Procedure for Determining the Length of a Steady-State Simulation
• A new approach for dealing with the startup problem in discrete event simulation
• Bias Considerations in Simulation Experiments
• Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures
• Confidence intervals in discrete event simulation: A comparison of replication and batch means
• Detecting Initialization Bias in Simulation Output
• Estimating Sample Size in Computing Simulation Experiments
• Evaluation of commonly used rules for detecting “steady state” in computer simulation
• Feature Article—Statistical Analysis of Simulation Output Data
• The Transient Behavior of the M/M/s Queue, with Implications for Steady-State Simulation

Cited in

(3)

• On the marginal standard error rule and the testing of initial transient deletion methods
• Variance estimation and sequential stopping in steady-state simulations using linear regression
• When has estimation reached a steady state? The Bayesian sequential test

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