Works (6)
Updated: July 5th, 2023 16:00
2010 journal article
Performance of Skart: A Skewness- and Autoregression-Adjusted Batch Means Procedure for Simulation Analysis
INFORMS JOURNAL ON COMPUTING, 23(2), 297–314.
author keywords: simulation; statistical analysis; steady-state analysis; method of batch means; Cornish-Fisher expansion; autoregressive representation
TL;DR:
In an experimental performance evaluation of Skart, an automated sequential batch means procedure for constructing an asymptotically valid confidence interval (CI) on the steady-state mean of a simulation output process, Skart exhibited competitive sampling efficiency and closer conformance to the given CI coverage probabilities than the other procedures.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions
(OpenAlex)
Source: Web Of Science
Added: August 6, 2018
2007 journal article
Performance of a wavelet-based spectral procedure for steady-state simulation analysis
INFORMS Journal on Computing, 19(2), 150–160.
author keywords: simulation; statistical analysis; spectral analysis; steady-state analysis; wavelet analysis
TL;DR:
Concerning efficiency (required sample sizes) and robustness against the statistical anomalies commonly encountered in simulation studies, WASSP outperformed the Heidelberger-Welch procedure and compared favorably with ASAP3.
(via Semantic Scholar)
open access via citeseerx.ist.psu.edu (repository)
Sources: Web Of Science, ORCID, NC State University Libraries
Added: August 6, 2018
2006 journal article
Performance evaluation of recent procedures for steady-state simulation analysis
IIE TRANSACTIONS, 38(9), 711–727.
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions
(OpenAlex)
Source: Web Of Science
Added: August 6, 2018
2005 journal article
A wavelet-based spectral procedure for steady-state simulation analysis
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 174(3), 1769–1801.
author keywords: simulation; steady-state analysis; spectral method; time series; wavelet analysis
TL;DR:
WASSP provides a sequential procedure for constructing a confidence interval on the steady-state mean that satisfies user-specified requirements concerning absolute or relative precision as well as coverage probability.
(via Semantic Scholar)
Source: Web Of Science
Added: August 6, 2018
2003 journal article
Analyzing transformation-based simulation metamodels
IIE Transactions, 35(3), 271–283.
Source: NC State University Libraries
Added: August 6, 2018
2002 journal article
A wavelet-based procedure for process fault detection
IEEE TRANSACTIONS ON SEMICONDUCTOR MANUFACTURING, 15(1), 79–90.
author keywords: Monte Carlo; process fault detection; resampling procedures; reversed jackknifing; wavelets
TL;DR:
The wavelet coefficient selection method effectively balances model parsimony against data reconstruction error and serves as the "reduced-size" data set to facilitate an efficient decision-making method in situations with potentially large-volume data sets.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions
(OpenAlex)
Source: Web Of Science
Added: August 6, 2018
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