NDLI: Performance Evaluation of Spectral Procedures for Simulation Analysis

Content Provider	IEEE Xplore Digital Library
Author	Lada, E.K. Wilson, J.R.
Copyright Year	2006
Description	Author affiliation: SAS Inst. Inc., Cary, NC (Lada, E.K.)
Abstract	We summarize an experimental performance evaluation of WASSP and the Heidelberger-Welch (HW) algorithm, two sequential spectral procedures for steady-state simulation analysis. Both procedures approximate the log-smoothed-periodogram of the batch means after suitable data-truncation to eliminate the effects of initialization bias, finally delivering a confidence-interval estimator for the mean response that satisfies user-specified half-length and coverage-probability requirements. HW uses a Cramer-von Mises test for initialization bias based on the method of standardized time series; and then HW fits a quadratic polynomial to the batch-means log-spectrum. In contrast WASSP uses the von Neumann randomness test and the Shapiro-Wilk normality test to obtain an approximately stationary Gaussian batch-means process whose log-spectrum is approximated via wavelets. Moreover, unlike HW, WASSP estimates the final sample size required to satisfy the user's confidence-interval requirements. Regarding closeness of conformance to both confidence-interval requirements, we found that WASSP outperformed HW in the given test problems
Starting Page	198
Ending Page	207
File Size	147007
Page Count	10
File Format	PDF
ISBN	1424405009
DOI	10.1109/WSC.2006.323074
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2006-12-03
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Analytical models Performance analysis Testing Frequency estimation Steady-state Synthetic aperture sonar Computational modeling Systems engineering and theory Algorithm design and analysis Polynomials
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
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
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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