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检测仿真输出过程均值的漂移

Detecting shifts in the mean of a simulation output process

Journal of the Operational Research Society · 2002
被引 0
ABS 3

中文导读

本文提出一种启发式技术,用于检测仿真模型中均值在不同稳态间的漂移,测试表明该技术能有效识别漂移,可作为输出分析的新工具。

Abstract

The application of the correct simulation output analysis technique requires a knowledge of the model's behaviour. Traditionally, only two types of model behaviour are discussed for discrete event simulations: transient and steady state. In this paper, a third type of behaviour, denoted shifting steady state, is considered in which the model passes through successive periods of different steady states. A heuristic technique for identifying the shifts in the mean of a time series is applied to the output data from simulation models with known shifting steady-state behaviour in order to test its effectiveness in detecting the shifts. The heuristic performs well, indicating that it may be a valuable additional technique for output analysis.

仿真输出分析时间序列稳态检测启发式方法