A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
A survey of current methods for the elimination of initialization bias in digital simulation
ANSS '87 Proceedings of the 20th annual symposium on Simulation
Steady-state simulation of queueing processes: survey of problems and solutions
ACM Computing Surveys (CSUR)
Acceleration of stochastic approximation by averaging
SIAM Journal on Control and Optimization
The asymptotic efficiency of simulation estimators
Operations Research
Stationarity detection in the initial transient problem
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Evaluation of tests for initial-condition bias
WSC '92 Proceedings of the 24th conference on Winter simulation
Detecting truncation point in steady-state simulation using chaos theory
WSC '94 Proceedings of the 26th conference on Winter simulation
Some new results on the initial transient problem
WSC '95 Proceedings of the 27th conference on Winter simulation
The impact of transients on simulation variance estimators
Proceedings of the 29th conference on Winter simulation
A new initial bias deletion rule
WSC '87 Proceedings of the 19th conference on Winter simulation
Initial transient effects in the frequency domain
WSC' 90 Proceedings of the 22nd conference on Winter simulation
Control of initialization bias in multivariate simulation response
Communications of the ACM - Special issue on simulation modeling and statistical computing
A comparison of five steady-state truncation heuristics for simulation
Proceedings of the 32nd conference on Winter simulation
System Simulation
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Output interpretation: some myths and common errors in simulation experiments
Proceedings of the 33nd conference on Winter simulation
The problem of the initial transient in digital computer simulation
WSC '76 Proceedings of the 76 Bicentennial conference on Winter simulation
The initial transient in steady state simulation (Panel Discussion)
WSC '81 Proceedings of the 13th conference on Winter simulation - Volume 1
Overlapping batch means: something for nothing?
WSC '84 Proceedings of the 16th conference on Winter simulation
Techniques for data-truncation in digital computer simulation.
Techniques for data-truncation in digital computer simulation.
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Empirical performance of bias-reducing estimators for regenerative steady-state simulations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
General methodology 2: a comparison of selective initialization bias elimination methods
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Simulation output analysis: truncation point estimation using multiple replications in parallel
Proceedings of the 35th conference on Winter simulation: driving innovation
Initial transient problem for steady-state output analysis
WSC '05 Proceedings of the 37th conference on Winter simulation
Exploring exponentially weighted moving average control charts to determine the warm-up period
WSC '05 Proceedings of the 37th conference on Winter simulation
On the theoretical comparison of low-bias steady-state estimators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Discrete-Event Simulation: A First Course
Discrete-Event Simulation: A First Course
On an initial transient deletion rule with rigorous theoretical support
Proceedings of the 38th conference on Winter simulation
Automating warm-up length estimation
Proceedings of the 40th Conference on Winter Simulation
Proceedings of the 40th Conference on Winter Simulation
Analysis of initial transient deletion for replicated steady-state simulations
Operations Research Letters
Parametric expression for MSER with geometrically decaying bias
Proceedings of the Winter Simulation Conference
Safe: simulation automation framework for experiments
Proceedings of the Winter Simulation Conference
Interval estimation using replication/deletion and MSER truncation
Proceedings of the Winter Simulation Conference
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The initial transient is an unavoidable issue when estimating parameters of steady-state distributions. We discuss contexts and factors that affect how the initial transient is handled, provide a bibliography (from the system simulation literature), discuss criteria for evaluating initial-transient algorithms, arguing for focusing on the mean squared error (mse). We discuss the MSER statistic, showing that it is asymptotially proportional to the mse and therefore a good foundation for initial-transient algorithms. We suggest two new algorithms (MSER--LLM and MSER--LLM2) for using the MSER statistic and compare them, based on empirical results for M/M/1 and AR(1) data processes, to the original MSER algorithm (MSER--GM).