1,720,986 research outputs found
Improved design of queueing simulation experiments with highly heteroscedastic responses
No full textSimulation experiments for analysing the steady-state behaviour of queueing systems over a range of traffic intensities are considered, and a procedure is presented for improving their design. In such simulations the mean and variance of the response output can increase dramatically with traffic intensity; the design has to be able to cope with this complication. A regression metamodel of the likely mean response is used consisting of two factors, namely, a low-degree polynomial and a factor accounting for the exploding mean as the traffic intensity approaches its saturation. The best choice of traffic intensities at which to make simulation runs depends on the variability of the simulation output, and this variability is estimated using analytical heavy traffic results. The optimal numbers of customers simulated at each traffic intensity are built up using a multistage procedure. The asymptotic properties of the procedure are investigated theoretically. The procedure is shown to be robust and to be more efficient than more naive procedures. A result of note is that even when the range of interest includes high traffic intensities, the highest traffic load simulated should remain well away from its upper limit; but the number of customers simulated should be concentrated at the higher traffic intensities used. Empirical results are included for simulations of a single server queue with different priority rules and for a complicated queueing network. These results support the theoretical results, demonstrating that the proposed procedure can increase the accuracy of the estimated metamodel significantly compared with more naive methods
Optimal allocation of runs in a simulation metamodel with several independent variables.
No full textCheng and Kleijnen (Oper. Res. 47(5) (1999) 762) propose a very general regression metamodel for modelling the output of a queuing system. Its main limitations are that the regression function is based on a polynomial and that it can use only one independent variable. These limitations are removed here. We derive an explicit formula for the optimal way of assigning simulation runs to the different design points
Optimization by simulation metamodelling methods
No full textWe consider how simulation metamodels can be used to optimize the performance of a system that depends on a number of factors. We focus on the situation where the number of simulation runs that can be made is limited, and where a large number of factors must be included in the metamodel. Bayesian methods are particularly useful in this situation and can handle problems for which classical stochastic optimization can fail. We describe the basic Bayesian methodology, and then an extension to this that fits a quadratic response surface which, for function minimization, is guaranteed to be positive definite. An example is presented to illustrate the methods proposed in this paper
Resampling methods of analysis in simulation studies
Get PDFThis is an introductory tutorial on the statistical analysis of simulation output, but focusing on the (elementary) use of resam-pling, and related computer intensive techniques. The aspects covered are (i) input modeling (ii) output analysis (iii) model validation and (iv) model building and selection. The presentation will be very practically oriented including a fair number of real-time spreadsheet demonstrations. The demonstration worksheets will be made freely available online, and participants are actively encouraged to download them to try out the methods in their own simulation
Classification analysis for simulation of the duration of machine breakdowns
No full textMachine failure can have a significant impact on the throughput of manufacturing systems, therefore accuratemodelling of breakdowns in manufacturing simulation models is essential. Finite mixture distributions havebeen successfully used by Ford Motor Company to model machine breakdown durations in simulation modelsof engine assembly lines. These models can be very complex, with a large number of machines. To simplifythe modelling we propose a method of grouping machines with similar distributions of breakdown durations,which we call the Arrows Classification Method, where the Two-Sample Cram´er-von-Mises statistic is usedto measure the similarity of two sets of the data. We evaluate the classification procedure by comparing thethroughput of a simulation model when run with mixture models fitted to individual machine breakdowndurations; mixture models fitted to group breakdown durations; and raw data. Details of the methods andresults of the classification will be presented, and demonstrated using an exampl
Balancing bias and variance in the optimization of simulation models
No full textWe consider the problem of identifying the optimal point of an objective in simulation experiments where the objective is measured with error. The best stochastic approximation algorithms exhibit a convergence rate of n-1/6 which is somewhat different from the n-1/2 rate more usually encountered in statistical estimation. We describe some simple simulation experimental designs that emphasize the statistical aspects of the process. When the objective can be represented by a Taylor series near the optimum, we show that the best rate of convergence of the mean square error is when the variance and bias components balance each other. More specifically, when the objective can be approximated by a quadratic with a cubic bias, then the fastest decline in the mean square error achievable is n-2/3. Some elementary theory as well as numerical examples will be presente
A practical introduction to analysis of simulation output data
No full textThe tutorial will be used to introduce some basic techniques for analysing the output of stochastic simulation models. Using examples, we will describe methods for determining the optimal warm-up length and number of replications as well as introducing ways of using simulation to compare different systems
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
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