Simulation output analysis: truncation point estimation using multiple replications in parallel

Authors:
Falko Bause;Mirko Eickhoff
Affiliations:
Universität Dortmund, Dortmund, Germany;Universität Dortmund, Dortmund, Germany
Venue:
Proceedings of the 35th conference on Winter simulation: driving innovation
Year:
2003

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Abstract

In steady-state simulation the output data of the transient phase often causes a bias in the estimation of the steady-state results. A common advice is to cut off this transient phase. Finding an appropriate truncation point is a well-known problem and is still not completely solved. In this paper we consider two algorithms for the determination of the truncation point. Both are based on a technique which takes the definition of the steady-state phase more closely into consideration. The capabilities of the algorithms are demonstrated by comparisons with two methods most often used in practice.