Simulation output analysis: non-stationary queue simulation analysis using time series

  • Authors:
  • Rita Marques Brandão;Acácio M. O. Porta Nova

  • Affiliations:
  • Universidade dos Acores, Portugal;Instituto Superior Técnico, Portugal

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

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Abstract

In this work, we extend the use of time series models to the output analysis of non-stationary discrete event simulations. In particular, we investigate and experimentally evaluate the applicability of ARIMA(p, d, q) models as potential meta-models for simulating queueing systems under critical traffic conditions. We exploit stationarity-inducing transformations, in order to efficiently estimate performance measures of selected responses in the system under study.