Automating DES output analysis: how many replications to run

  • Authors:
  • Kathryn Hoad;Stewart Robinson;Ruth Davies

  • Affiliations:
  • University of Warwick, Coventry, U.K.;University of Warwick, Coventry, U.K.;University of Warwick, Coventry, U.K.

  • Venue:
  • Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
  • Year:
  • 2007

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Abstract

This paper describes the selection and automation of a method for estimating how many replications should be run to achieve a required accuracy in the output. The motivation is to provide an easy to use method that can be incorporated into existing simulation software that enables practitioners to obtain results of a specified accuracy. The processes and decisions involved in selecting and setting up a method for automation are explained. The extensive test results are outlined, including results from applying the algorithm to a collection of artificial and real models.