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2000 Winter Simulation Conference (WSC'00) - Volume 1
Validation of trace-driven simulation models: more on bootstrap tests
Orlando, FL, USA
December 10-December 13
ISBN: 0-7803-6579-8
| ASCII Text | x | ||
| J.P.C. Kleijnen, R.C.H. Cheng, B. Bettonvil, "Validation of trace-driven simulation models: more on bootstrap tests," Winter Simulation Conference, vol. 1, pp. 882-892, 2000 Winter Simulation Conference (WSC'00) - Volume 1, 2000. | |||
| BibTex | x | ||
| @article{ 10.1109/WSC.2000.899888, author = {J.P.C. Kleijnen and R.C.H. Cheng and B. Bettonvil}, title = {Validation of trace-driven simulation models: more on bootstrap tests}, journal ={Winter Simulation Conference}, volume = {1}, year = {2000}, isbn = {0-7803-6579-8}, pages = {882-892}, doi = {http://doi.ieeecomputersociety.org/10.1109/WSC.2000.899888}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, } | |||
| RefWorks Procite/RefMan/Endnote | x | ||
| TY - CONF JO - Winter Simulation Conference TI - Validation of trace-driven simulation models: more on bootstrap tests SN - 0-7803-6579-8 SP882 EP892 A1 - J.P.C. Kleijnen, A1 - R.C.H. Cheng, A1 - B. Bettonvil, PY - 2000 VL - 1 JA - Winter Simulation Conference ER - | |||
Trace-driven or correlated inspection simulation means that the simulated and the real systems have some common inputs (say, arrival times) so the two systems' outputs are cross-correlated. To validate such simulation models, this paper formulates six validation statistics, which are inspired by practice and statistical analysis; for example, the simplest statistic is the difference between the average simulated and real responses. To evaluate these validation statistics, the paper develops novel types of bootstrapping based on subruns. Three basic bootstrap procedures are devised, depending on the number of simulation replicates: one, two, or more replicates. Moreover, for the case of more than two replicates the paper considers conditional versus unconditional resampling. These six validation statistics and four bootstrap procedures are evaluated in extensive Monte Carlo experiments with single-server queueing systems. The main conclusion is that bootstrapping of the simplest validation statistic gives the correct type I error probability, and has relatively high power.
Citation:
J.P.C. Kleijnen, R.C.H. Cheng, B. Bettonvil, "Validation of trace-driven simulation models: more on bootstrap tests," wsc, vol. 1, pp.882-892, 2000 Winter Simulation Conference (WSC'00) - Volume 1, 2000
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