Simulation input modeling: a flexible automated procedure for modeling complex arrival processes

  • Authors:
  • Michael E. Kuhl;Sachin G. Sumant;James R. Wilson

  • Affiliations:
  • Rochester Institute of Technology, Rochester, NY;Rochester Institute of Technology, Rochester, NY;North Carolina State University, Raleigh, NC

  • Venue:
  • Proceedings of the 35th conference on Winter simulation: driving innovation
  • Year:
  • 2003

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Abstract

To automate the multiresolution procedure of Kuhl and Wilson for modeling and simulating arrival processes that exhibit long-term trends and nested periodic effects (such as daily, weekly, and monthly cycles), we present a statistical-estimation method that involves the following steps at each resolution level corresponding to a basic cycle: (a) transforming the cumulative relative frequency of arrivals within the cycle (for example, the percentage of all arrivals as a function of the day of the week within the weekly cycle) to obtain a statistical model with normal, constant-variance responses; (b) fitting a specially formulated polynomial to the transformed responses; (c) performing a likelihood ratio test to determine the degree of the fitted polynomial; and (d) fitting a polynomial of the degree determined in (c) to the original (untransformed) responses. An example demonstrates web-based software that implements this flexible approach to handling complex arrival processes.