Validation of Trace-Driven Simulation Models: A Novel Regression Test
指出传统回归检验要求仿真输出与真实数据呈45度线是错误的，提出新检验：比较两者均值和方差是否相等，通过回归差值与和来检验。蒙特卡洛实验表明新检验更准确。
This paper argues that it is wrong to require that regressing the outputs of a trace-driven simulation on the observed real outcomes should give a 45° (unit slope) line through the origin (zero intercept). This note proposes instead an alternative requirement: the responses of the simulated and the real systems should have the same means and the same variances. To test statistically whether this requirement is satisfied, a novel procedure is derived: regress the differences between simulated and real responses on their associated sums, and test whether the resulting intercept and slope are both zero. This novel but simple test assumes identically, independently, and normally distributed outputs of the real system and the simulated system. The old and the new procedures are investigated in extensive Monte Carlo experiments that simulate M/M/1 queueing systems. The conclusions are: (i) the naive intuitive test rejects a valid simulation model substantially more often than the novel test does; (ii) the naive test shows “perverse” behavior within a certain domain: the worse the simulation model, the higher its estimated probability of acceptance; and (iii) the novel test does not reject a valid simulation model too often (its type I error probability is correct), provided the queueing response is transformed appropriately to obtain (nearly) normally distributed responses.