NDLI: A wavelet-based spectral method for steady-state simulation analysis

Content Provider	IEEE Xplore Digital Library
Author	Lada, E.K. Wilson, J.R. Steiger, N.M.
Copyright Year	2003
Description	Author affiliation: Graduate Program in Operations Res., North Carolina State Univ., Raleigh, NC, USA (Lada, E.K.; Wilson, J.R.)
Abstract	We develop an automated wavelet-based spectral method for constructing an approximate confidence interval on the steady-state mean of a simulation output process. This procedure, called WASSP, determines a batch size and a warm-up period beyond which the computed batch means form an approximately stationary Gaussian process. Based on the log-smoothed-periodogram of the batch means, WASSP uses wavelets to estimate the batch means log-spectrum and ultimately the steady-state variance constant (SSVC) of the original (unbatched) process. WASSP combines the SSVC estimator with the grand average of the batch means in a sequential procedure for constructing a confidence-interval estimator of the steady-state mean that satisfies user-specified requirements on absolute or relative precision as well as coverage probability. An extensive performance evaluation provides evidence of WASSP's robustness in comparison with some other output analysis methods.
Sponsorship	American Statistical Assoc. Assoc. for Comput. Machinery, Special Interest Group on Simulation IEEE Comput. Soc. IEEE Systems, Man and Cybernetics Soc. IIE Inst. for Oper. Res. and the Management Sci. College on Simulation Nat. Inst. of Standards and Technol. Soc. for Mideling and Simulation Int
Starting Page	422
Ending Page	430
File Size	572938
Page Count	9
File Format	PDF
ISBN	0780381319
DOI	10.1109/WSC.2003.1261452
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2003-12-07
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Wavelet analysis Steady-state Analytical models Frequency Spectral analysis Operations research Computational modeling Gaussian processes Robustness Performance analysis
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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