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Open AccessProceedings ArticleDOI

Input modeling when simple models fail

TLDR
This tutorial describes input models that are useful when simple models are not, and how to fit these distributions to data.
Abstract
A simulation model is composed of inputs and logic; the inputs represent the uncertainty or randomness in the system, while the logic determines how the system reacts to the uncertain elements. Simple input models, consisting of independent and identically distributed sequences of random variates from standard probability distributions, are included in every commercial simulation language. Software to fit these distributions to data is also available. In this tutorial we describe input models that are useful when simple models are not.

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Citations
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Proceedings of the 2000 winter simulation conference

TL;DR: This paper reviews statistical methods for analyzing output data from computer simulations to find the best system among a set of competing alternatives on the estimation of steady-state system parameters.
Proceedings ArticleDOI

Input modeling tools for complex problems

TL;DR: This tutorial describes input models that are useful when the input modeling problem is more complex, and describes how to fit these distributions to data.
Journal ArticleDOI

Generation of simulation input scenarios using bootstrap methods

TL;DR: A way to use the moving blocks bootstrap to convert a single trace into an unlimited number of realistic input scenarios by setting the bootstrap block size to make the boot strap samples mimic independent realizations in terms of the distribution of distance between pairs of inputs.
Proceedings ArticleDOI

Sensitivity of output performance measures to input distributions in queueing simulation modeling

TL;DR: Investigation of the sensitivity of output performance measures in two types of queueing networks, namely two versions of a two-node call center, to see if network mixing might reduce the sensitivity effect.
Proceedings ArticleDOI

Input modeling

TL;DR: The general question considered here is how to model an element in a discrete-event simulation given a data set collected on the element of interest, and it is assumed that data is available on the aspect of the simulation of interest.
References
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Journal ArticleDOI

Non-Uniform Random Variate Generation.

B. J. T. Morgan, +1 more
- 01 Sep 1988 - 
TL;DR: This chapter reviews the main methods for generating random variables, vectors and processes in non-uniform random variate generation, and provides information on the expected time complexity of various algorithms before addressing modern topics such as indirectly specified distributions, random processes, and Markov chain methods.
Book

Non-uniform random variate generation

Luc Devroye
TL;DR: A survey of the main methods in non-uniform random variate generation can be found in this article, where the authors provide information on the expected time complexity of various algorithms, before addressing modern topics such as indirectly specified distributions, random processes and Markov chain methods.
Journal ArticleDOI

Multivariate statistical simulation

TL;DR: Univariate Distributions and Their Generation, Multivariate Generation Techniques, and Miscellaneous Distributions.
Journal ArticleDOI

Least-squares estimation of distribution functions in johnson's translation system

TL;DR: Compared to traditional methods of distribution fitting based on moment matching, percentile matching, L 1 estimation, and L ⌆ estimation, the least-squares technique is seen to yield fits of similar accuracy and to converge more rapidly and reliably to a set of acceptable parametre estimates.