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INITIAL TRANSIENT PERIOD DETECTION USING PARALLEL REPLICATIONS

Title: INITIAL TRANSIENT PERIOD DETECTION USING PARALLEL REPLICATIONS

 

Authors: Falko Bause, Mirko Eickhoff

 

ABSTRACT

 

This paper describes an extension of the replication/deletion approach for removal of the initialisation bias in the output data of discrete-event simulations. The proposed extension adaptively determines the cutoff index and also respects a user given ratio between the lengths of transient and steady-state period. We show the benefits of the extension inspecting the well-known M/M/1 queue. Using an example from the logistic area, we also point out that the proposed replication/deletion approach is additionally capable of detecting non-ergodic systems, which is a very difficult task for the usual single long-run simulation. The presented examples show that the extended replication/deletion approach leads to about the same qualitative steady-state estimates than single long-run simulations, but needs less time in practice.

 

published in:

     Proc. of ESS'2002, Dresden (Germany), October 23th-26th 2002,

     A. Verbraeck, W. Krug (eds.): Simulation in Industry,

     14th European Simulation Symposium and Exhibition,  SCS-Europe BVBA Ghent, pp. 85-92, 2002.