Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
skip to main content
10.5555/1035909.1035948acmconferencesArticle/Chapter ViewAbstractPublication PageswscConference Proceedingsconference-collections
Article
Free access

Some examples of simulation model validation using hypothesis testing

Published: 06 December 1982 Publication History

Abstract

The use of hypothesis testing with cost-risk analysis is illustrated for simulation model validation by two examples. In the first example, Hotelling's two-sample T<sup>2</sup> test with cost-risk analysis is used for illustrating the validation of a multivariate response self-driven steady-state simulation model representing a single server M/M/1 queueing system. In the second example, the validation of a multivariate response trace-driven terminating simulation model representing an M/M/1 system is illustrated by the use of Hotelling's one-sample T<sup>2</sup> test with cost-risk analysis.

References

[1]
Aigner, D. J. (1972), "A Note on Verification of Computer Simulation Models," Management Science, Vol. 18, No. 11, pp. 615--619.
[2]
Balci, O. (1981), "Statistical Validation of Multivariate Response Simulation Models," Ph.D. Dissertation, Syracuse University.
[3]
Balci, O. and R. G. Sargent (1980), "Bibliography on Validation of Simulation Models," Newsletter - TIMS College on Simulation and Gaming, Vol. 4, No. 2, pp. 11--15.
[4]
Balci, O. and R. G. Sargent (1981a), "A Methodology for Cost-Risk Analysis in the Statistical Validation of Simulation Models," Communications of ACM, Vol. 24, No. 4, pp. 190--197.
[5]
Balci, O. and R. G. Sargent (1981b), "A Methodology for Validating Multivariate Response Simulation Models by Using Simultaneous Confidence Intervals," Working Paper #81--009, Dept. of I.E.&O.R., Syracuse University.
[6]
Balci, O. and R. G. Sargent (1982a), "Validation of Multivariate Response Simulation Models Using Hotelling's Two-Sample T2 Test," to appear in Simulation.
[7]
Balci, O. and R. G. Sargent (1982b), "Validation of Multivariate Response Trace-Driven Simulation Models," Working Paper #82-002, Dept. of I. E.&O. R., Syracuse University.
[8]
Cohen, K. J. and R. H. Cyert (1961), "Computer Models in Dynamic Economics, "Economics Quarterly, Vol. 75, pp. 112--127.
[9]
Cyert, R. M. (1966), "A Description and Evaluation of Some Firm Simulation," Proc. IBM Scientific Computing Symposium on Simulation Models and Gaming, IBM, White Plains, NY.
[10]
Damborg, M. J. and L. F. Fuller (1976), "Model Validation Using Time and Frequency Domain Error Measures," ERDA Report 76--152.
[11]
Emshoff, J. R. and R. L. Sisson (1970), Design and Use of Computer Simulation Models, MacMillan, New York.
[12]
Fishman, G. S. (1978), Principles of Discrete Event Simulation, Wiley-Interscience, New York.
[13]
Fishman, G. S. and P. J. Kiviat (1967), "The Analysis of Simulation Generated Time Series," Management Science, Vol. 13, No. 7, pp. 525--557.
[14]
Forrester, J. W. (1961), Industrial Dynamics, MIT Press, Cambridge.
[15]
Gafarian, A. V. and C. J. Ancker (1966), "Mean Value Estimation from Digital Computer Simulation," Operations Research, Vol. 14, pp. 25--44.
[16]
Gafarian, A. V. and J. E. Walsh (1969), "Statistical Approach for Validating Simulation Models by Comparison with Operational Systems," Proc. Fourth International Conference on Operations Research, John Wiley & Sons, New York, pp. 702--705.
[17]
Gallant, A. R., T. M. Gerig, and J. W. Evans (1974), "Time Series Realizations Obtained According to an Experimental Design," J. American Statistical Association, Vol. 69, No. 347, Applications Section.
[18]
Garratt, M. (1974), "Statistical Validation of Simulation Models," Proc. Summer Computer Simulation Conference, Houston, TX, pp. 915--926.
[19]
General Accounting Office (1979), "Guidelines for Model Evaluation," PAD-79-17, U. S.GAO, Washington, DC.
[20]
Hermann, C. F. (1967), "Validation Problems in Games and Simulations with Special Reference to Models of International Politics," Behavioral Science, Vol. 12, pp. 216--231.
[21]
Howrey, P. and H. H. Kelejian (1969), "Simulation Versus Analytical Solutions," in The Design of Computer Simulation Experiments, T. H. Naylor, Ed., Duke University Press, Durham, NC.
[22]
Hunt, A. W. (1970), "Statistical Evaluation and Verification of Digital Simulation Models Through Spectral Analysis," Ph. D. Dissertation, The University of Texas at Austin.
[23]
Kheir, N. A. and W. M. Holmes (1978), "On Validating Simulation Models of Missle Systems," Simulation, pp. 117--128.
[24]
Kobayashi, H. (1978), Modeling and Analysis: An Introduction to System Performance Evaluation Methodology, Addison-Wesley, Reading, MA.
[25]
Law, A. M. (1980), "Statistical Analysis of the Output Data from Terminating Simulations," Naval Research Logistics Quarterly, Vol. 27, pp. 131--143.
[26]
Miller, D. K. (1975), "Validation of Computer Simulations in the Social Sciences," Proc. Sixth Annual Conference on Modelling and Simulation, Pittsburg, PA, pp. 743--746.
[27]
Miller, D. R. (1974a), "Sensitivity Analysis and Validation of Simulation Models," J. Theor. Biol., Vol. 48, pp. 345--360.
[28]
Miller, D. R. (1974b), "Model Validation Through Sensitivity Analysis," Proc. Summer Computer Simulation Conference, Houston, TX, pp. 911--914.
[29]
Mitroff, I. I. (1969), "Fundamental Issues in the Simulation of Human Behavior: A Case in Strategy of Behavioral Science," Management Science, Vol. 15, No. 12, pp. B635--B649.
[30]
Naylor, T. H. and J. M. Finger (19@@@), verification of Computer Simulation Models," Management Science, Vol. 14, No. 2, pp. B-92-101.
[31]
Rowland, J. R. and W. M. Holmes (1978), "Simulation Validation with Sparse Random Data," Computers and Electrical Engineering, Vol. 5, No. 1, pp. 37--49.
[32]
Rubinstein, R. Y. (1981), Simulation and the Monte Carlo Method, John Wiley & Sons, New York.
[33]
Sargent, R. G. (1979), "An Introduction to Statistical Analysis of Simulation Output Data," Proc. NATO AGARD Symposium on Modeling and Simulation of Avionics Systems and Command, Control, and Communication Systems, (No. 268), Paris, France, pp. 3-1/3-13.
[34]
Sargent, R. G. (1979), "Validation of Simulation Models," Proc. Winter Simulation Conference, San Diego, CA, pp. 497--503.
[35]
Sargent, R. G. (1982), "Verification and Validation of Simulation Models," in Progress in Modeling and Simulation, F. E. Cellier, Ed., Academic, London.
[36]
Schellenberger, R. E. (1974), "Criteria for Assessing Model Validity for Managerial Purposes," Decision Sciences, Vol. 5, No. 4, pp. 644--653.
[37]
Schlesinger, S. et al. (1979), "Terminology for Model Credibility," Simulation, pp. 103--104.
[38]
Schruben, L. W. (1980), "Establishing the Credibility of Simulations," Simulation, Vol. 34, No. 3, pp. 101--105.
[39]
Shannon, R. E. (1975). Systems Simulation: The Art and Science, Prentice-Hall, New Jersey.
[40]
Sherman, S. W. (1976), "Trace-Driven Modeling: An Update," Proc. Symposium on the Simulation of Computer Systems IV, pp. 87--91.
[41]
Teorey, T. J. (1975), "Validation Criteria for Computer System Simulations," Simuletter, Vol. 6, No. 4, pp. 9--20; also published in Proc. Symposium on the Simulation of Computer Systems III, August 1975, pp. 161--169.
[42]
Theil, H. (1961), Economic Forecasts and Policy, North-Holland, Amsterdam.
[43]
Turing, A. M. (1963), "Computing Machinery and Intelligence," in Computers and Thought, E. A. Feigenbaum and J. Feldman, Eds., McGraw-Hill, New York, pp. 11--15.
[44]
Tytula, T. P. (1978), "A Method for Validating Missile System Simulation Models," U. S. Army Missile R&D Command, Technical Report E-78--11.
[45]
Van Horn, R. L. (1971), "Validation of Simulation Results," Management Science, Vol. 17, No. 5, pp. 247--258.
[46]
Watts, D. (1969), "Time Series Analysis," in The Design of Computer Simulation Experiments, T. H. Naylor, Ed., Duke University Press, Durham, NC, pp. 165--179.
[47]
Wright, R. D. (1972), "Validating Dynamic Models: An Evaluation of Tests of Predictive Power," Proc. Summer Computer Simulation Conference, San Diego, CA, pp. 1286--1296.

Cited By

View all
  1. Some examples of simulation model validation using hypothesis testing

      Recommendations

      Comments

      Information & Contributors

      Information

      Published In

      cover image ACM Conferences
      WSC '82: Proceedings of the 14th conference on Winter Simulation - Volume 2
      December 1982
      340 pages

      Sponsors

      • IIE: Institute of Industrial Engineers
      • NBS: National Bureau of Standards
      • ORSA: Operations Research Society of America
      • TIMS/CSG: The Institute of Management Science College on Simulation and Gaming
      • SIGSIM: ACM Special Interest Group on Simulation and Modeling
      • IEEE-CS: Computer Society
      • IEEE-SMCS: Systems, Man & Cybernetics Society
      • SCS: The Society for Computer Simulation International

      Publisher

      Winter Simulation Conference

      Publication History

      Published: 06 December 1982

      Check for updates

      Qualifiers

      • Article

      Acceptance Rates

      Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

      Contributors

      Other Metrics

      Bibliometrics & Citations

      Bibliometrics

      Article Metrics

      • Downloads (Last 12 months)47
      • Downloads (Last 6 weeks)3
      Reflects downloads up to 01 Jan 2025

      Other Metrics

      Citations

      Cited By

      View all
      • (2020)Calibrating input parameters via eligibility setsProceedings of the Winter Simulation Conference10.5555/3466184.3466425(2114-2125)Online publication date: 14-Dec-2020
      • (2017)Improving prediction from stochastic simulation via model discrepancy learningProceedings of the 2017 Winter Simulation Conference10.5555/3242181.3242331(1-12)Online publication date: 3-Dec-2017
      • (2017)History of verification and validation of simulation modelsProceedings of the 2017 Winter Simulation Conference10.5555/3242181.3242199(1-16)Online publication date: 3-Dec-2017
      • (2016)Learning stochastic model discrepancyProceedings of the 2016 Winter Simulation Conference10.5555/3042094.3042159(413-424)Online publication date: 11-Dec-2016
      • (2015)Use of the interval statistical procedure for simulation model validationProceedings of the 2015 Winter Simulation Conference10.5555/2888619.2888625(60-72)Online publication date: 6-Dec-2015
      • (2010)Verification and validation of simulation modelsProceedings of the Winter Simulation Conference10.5555/2433508.2433528(166-183)Online publication date: 5-Dec-2010
      • (2009)Verification and validation of simulation modelsWinter Simulation Conference10.5555/1995456.1995484(162-176)Online publication date: 13-Dec-2009
      • (2008)Verification and validation of simulation modelsProceedings of the 40th Conference on Winter Simulation10.5555/1516744.1516780(157-169)Online publication date: 7-Dec-2008
      • (2007)A tutorial on verification and validation of simulation models (1984)Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come10.5555/1351542.1352004(1-8)Online publication date: 9-Dec-2007
      • (2007)Verification and validation of simulation modelsProceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come10.5555/1351542.1351570(124-137)Online publication date: 9-Dec-2007
      • Show More Cited By

      View Options

      View options

      PDF

      View or Download as a PDF file.

      PDF

      eReader

      View online with eReader.

      eReader

      Login options

      Media

      Figures

      Other

      Tables

      Share

      Share

      Share this Publication link

      Share on social media