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Analyzing multivariate output

Published: 01 December 1995 Publication History

Abstract

This paper gives an overview of multivariate statistical techniques that can be useful for analyzing discrete-event simulation output, and describes some of the latest directions in research on multivariate output analysis. A general discussion is given of constructing joint confidence regions on the mean vector of multivariate output from independent replications of terminating models. The multivariate batch means method of simultaneous estimation of means from one long run of steady-state simulation models is described. References are also given for autoregressive, spectral analysis and regenerative methods of inference, as well as variance-reduction and sequential techniques.

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  • (2011)Thirty years of "batch size effects"Proceedings of the Winter Simulation Conference10.5555/2431518.2431561(393-400)Online publication date: 11-Dec-2011
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cover image ACM Conferences
WSC '95: Proceedings of the 27th conference on Winter simulation
December 1995
1493 pages
ISBN:0780330188

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IEEE Computer Society

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Published: 01 December 1995

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WSC95: 1995 Winter Simulation Conference
December 3 - 6, 1995
Virginia, Arlington, USA

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WSC '95 Paper Acceptance Rate 122 of 183 submissions, 67%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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View all
  • (2019)A Methodology for Generating Tests for Evaluating User-Centric Performance of Mobile Streaming ApplicationsModel-Driven Engineering and Software Development10.1007/978-3-030-11030-7_18(406-429)Online publication date: 1-Feb-2019
  • (2019)An end‐user‐centric test generation methodology for performance evaluation of mobile networked applicationsSoftware Testing, Verification and Reliability10.1002/stvr.171329:6-7Online publication date: 7-Oct-2019
  • (2011)Thirty years of "batch size effects"Proceedings of the Winter Simulation Conference10.5555/2431518.2431561(393-400)Online publication date: 11-Dec-2011
  • (2001)Output modelingProceedings of the 33nd conference on Winter simulation10.5555/564124.564131(30-38)Online publication date: 9-Dec-2001

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