Introduction to modeling and generating probabilistic input processes for simulation

  • Authors:
  • Emily K. Lada;Mary Ann Wagner;Natalie M. Steiger;James R. Wilson

  • Affiliations:
  • SAS Institute Inc., Cary, NC;SAIC, Science Applications Ct, Vienna, VA;University of Maine, Orono, ME;North Carolina State University, Raleigh, NC

  • Venue:
  • WSC '05 Proceedings of the 37th conference on Winter simulation
  • Year:
  • 2005

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Abstract

Techniques are presented for modeling and generating the univariate and multivariate probabilistic input processes that drive many simulation experiments. Among univariate input models, emphasis is given to the generalized beta distribution family, the Johnson translation system of distributions, and the Bézier distribution family. Among bivariate and higher-dimensional input models, emphasis is given to computationally tractable extensions of univariate Johnson distributions. Also discussed are nonparametric techniques for modeling and simulating time-dependent arrival streams using nonhomogeneous Poisson processes.