Heuristic Rules for Improving the Quality of Simulation Based on the Sequential Non-overlapping Batch Mean
Intelligent Pervasive Computing, International Conference on (2007)
Jeju Island, Korea
Oct. 11, 2007 to Oct. 13, 2007
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/IPC.2007.52
It is generally accepted that sequential procedures for stochastic discrete-event simulation of communication net- works are the only practical approach for controlling sta- tistical errors of the final simulation results. A commonly used stopping rule is based on the relative statistical error, since the magnitudes of the point estimates do not need to be known beforehand. The relative statistical error is de- fined as the ratio of the half-width of the confidence interval to the point estimate of the performance measure. The sim- ulation is stopped when this ratio reaches a satisfactorily low value. One of the problems of this approach is that the inher- ently random nature of the output data can cause an acci- dental, temporary satisfaction of the stopping rule, result- ing in acceptance of a result based on too-small samples of output data. We propose rules of thumb for protecting the quality of the final results from fully automated sequential procedures. The goal is to reduce the probability of finish- ing too early. The effectiveness of these rules of thumb is quantitatively assessed on the basis of the results of cover- age analysis of a method of sequential output data analy- sis in steady-state simulation of communication networks: non-overlapping batch means.
H. J. Jeong and J. R. Lee, "Heuristic Rules for Improving the Quality of Simulation Based on the Sequential Non-overlapping Batch Mean," Intelligent Pervasive Computing, International Conference on(IPC), Jeju Island, Korea, 2007, pp. 105-110.