Paper Info
Title
SBatch: a spaced batch means procedure for simulation analysis
Abstract
We discuss SBatch, a simplified procedure for steady-state simulation analysis that is based on spaced batch means, incorporating many advantages of its predecessors ASAP3 and WASSP while avoiding many of their disadvantages. SBatch is a sequential procedure designed to produce a confidence- interval estimator for the steady-state mean response that satisfies user-specified precision and coverage-probability requirements. First SBatch determines a batch size and an interbatch spacer size such that beyond the initial spacer, the spaced batch means approximately form a stationary first-order autoregressive process whose lag-one correlation does not significantly exceed 0.8. Next SBatch delivers a correlation-adjusted confidence interval based on the sample variance and lag-one correlation of the spaced batch means as well as the grand mean of all the individual observations beyond the initial spacer. In an experimental evaluation, SBatch compared favorably with ASAP3 and WASSP.
Year
DOI
Venue
2007
10.1109/WSC.2007.4419636
Winter Simulation Conference
Keywords
Field
DocType
sequential procedure,initial spacer,predecessors asap3,interbatch spacer size,grand mean,batch size,lag-one correlation,simulation analysis,next sbatch,first sbatch,spaced batch,satisfiability,steady state,time series,confidence interval,autoregressive process,first order,simulation
Autoregressive model,Interval estimation,Mean and predicted response,Simulation,Computer science,Grand mean,Algorithm,Statistics,Confidence interval
Conference
ISBN
Citations 
PageRank 
1-4244-1306-0
3
0.50
References 
Authors
9
2
Name
Order
Citations
PageRank
Emily K. Lada118920.59
James R. Wilson2840143.42