Analysis of simulation experiments by bootstrap resampling
Proceedings of the 33nd conference on Winter simulation
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
White noise assumptions revisited: regression metamodels and experimental designs in practice
Proceedings of the 38th conference on Winter simulation
| Hi-index | 0.01 |
Trace-driven (or correlated inspection) simulation means that the simulated and the real systems have some common inputs (say, historical arrival times) so that the two systems' outputs are cross-correlated. To validate such a simulation, this paper focuses on the difference between the average simulated and real responses. To evaluate this validation statistic, the paper develops a novel bootstrap technique--based on replicated runs. This validation statistic and the bootstrap technique are evaluated in extensive Monte Carlo experiments with specific single-server queues. These experiments show acceptable Type-I and Type-II error probabilities.