Introduction to operations research, 4th ed.
Introduction to operations research, 4th ed.
Simulation Using GPSS
Steady-state simulation of queueing processes: survey of problems and solutions
ACM Computing Surveys (CSUR)
WSC '85 Proceedings of the 17th conference on Winter simulation
WSC '86 Proceedings of the 18th conference on Winter simulation
A conceptual framework for research in the analysis of simulation output
Communications of the ACM - Special issue on simulation modeling and statistical computing
WSC '83 Proceedings of the 15th conference on Winter simulation - Volume 1
Application of run time control to a multi-objective, user oriented simulation system
WSC '79 Proceedings of the 11th conference on Winter simulation - Volume 2
Interactive analysis of simulation output by the method of batch means
WSC '79 Proceedings of the 11th conference on Winter simulation - Volume 2
WSC '81 Proceedings of the 13th conference on Winter simulation - Volume 1
WSC '80 Proceedings of the 12th conference on Winter simulation
WSC '84 Proceedings of the 16th conference on Winter simulation
WSC '82 Proceedings of the 14th conference on Winter Simulation - Volume 2
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An interactive FORTRAN subroutine is presented which can be used via HELP Blocks in conjunction with ongoing, GPSS-based simulations to determine and collect the sample size needed to estimate the mean of a process with a specified level of statistical precision. The subroutine assumes an autoregressive representation for the random variable of interest, and estimates the variance of the sample mean by estimating the order and parameters of the autoregressive process. The statistical methodology followed by the subroutine is that developed and reported by Fishman [1,2]. Under interactive user control, the subroutine goes back to the GPSS model as often as may be necessary to extend sample size to the point that the user-specified level of statistical precision is achieved. An example illustrating use of the subroutine with a GPSS model is presented, and experience gained in using the technique is discussed. Source statements for the FORTRAN subroutine are provided, facilitating the relatively easy use of this autoregressive technique for the community of GPSS modelers.