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| Field |
Value |
| Title: | New estimators for parallel steady-state simulations |
| Authors: | Hsieh, Minghua;Glynn, P.W.
謝明華 |
| Contributors: | 風管系 |
| Keywords: | Gaussians; Initial conditions; Model selection criteria; Parallel discrete event simulations; Schwarz; Steady state parameter; Steady-state simulations; Test problem; Time averages; Time points; Discrete event simulation; Estimation |
| Date: | 2009-12 |
| Issue Date: | 2015-06-01 17:47:25 (UTC+8) |
| Abstract: | When estimating steady-state parameters in parallel discrete event simulation, initial transient is an important issue to consider. To mitigate the impact of initial condition on the quality of the estimator, we consider a class of estimators obtained by putting different weights on the sampling average across replications at selected time points. The weights are chosen to maximize their Gaussian likelihood. Then we apply model selection criterion due to Akaike and Schwarz to select two of them as our proposed estimators. In terms of relative root MSE, the proposed estimators compared favorably to the standard time average estimator in a typical test problem with significant initial transient. ©2009 IEEE. |
| Relation: | Proceedings - Winter Simulation Conference,469-474 |
| Data Type: | conference |
| DOI: | http://dx.doi.org/10.1109/WSC.2009.5429354 |
| DCField |
Value |
Language |
| dc.contributor (Contributor) | 風管系 | |
| dc.creator (Authors) | Hsieh, Minghua;Glynn, P.W. | |
| dc.creator (Authors) | 謝明華 | zh_TW |
| dc.date (Date) | 2009-12 | |
| dc.date.accessioned | 2015-06-01 17:47:25 (UTC+8) | - |
| dc.date.available | 2015-06-01 17:47:25 (UTC+8) | - |
| dc.date.issued (Issue Date) | 2015-06-01 17:47:25 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/75486 | - |
| dc.description.abstract (Abstract) | When estimating steady-state parameters in parallel discrete event simulation, initial transient is an important issue to consider. To mitigate the impact of initial condition on the quality of the estimator, we consider a class of estimators obtained by putting different weights on the sampling average across replications at selected time points. The weights are chosen to maximize their Gaussian likelihood. Then we apply model selection criterion due to Akaike and Schwarz to select two of them as our proposed estimators. In terms of relative root MSE, the proposed estimators compared favorably to the standard time average estimator in a typical test problem with significant initial transient. ©2009 IEEE. | |
| dc.format.extent | 176 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (Relation) | Proceedings - Winter Simulation Conference,469-474 | |
| dc.subject (Keywords) | Gaussians; Initial conditions; Model selection criteria; Parallel discrete event simulations; Schwarz; Steady state parameter; Steady-state simulations; Test problem; Time averages; Time points; Discrete event simulation; Estimation | |
| dc.title (Title) | New estimators for parallel steady-state simulations | |
| dc.type (Data Type) | conference | en |
| dc.identifier.doi (DOI) | 10.1109/WSC.2009.5429354 | |
| dc.doi.uri | http://dx.doi.org/10.1109/WSC.2009.5429354 | |
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