Sequential analysis of simulation output is generally accepted as the most efficient way for securing representativeness of samples of collected observations. In this scenario a s...
Donald C. McNickle, Krzysztof Pawlikowski, Gregory...
We discuss ASAP3, a refinement of the batch means algorithms ASAP and ASAP2. ASAP3 is a sequential procedure designed to produce a confidence-interval estimator for the expected r...
Natalie M. Steiger, Emily K. Lada, James R. Wilson...
We summarize the results of an extensive experimental performance evaluation of selected batch means procedures for building a confidence interval for a steady-state expected simu...
We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval for the steady-state mean of a simulation output ...
Ali Tafazzoli, James R. Wilson, Emily K. Lada, Nat...
We develop WASSP, a wavelet-based spectral method for steady-state simulation analysis. First WASSP determines a batch size and a warm-up period beyond which the computed batch me...