Performance evaluation of ASAP3 for steady-state output analysis

  • Authors:

  • Natalie M. Steiger;Emily K. Lada;James R. Wilson

  • Affiliations:

  • University of Maine, Orono, ME;SAS Institute Inc., Cary, NC;North Carolina State University, Raleigh, NC

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

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Abstract

An experimental performance evaluation of ASAP3 is presented, including several queueing systems with characteristics typically encountered in practical applications of steady-state simulation analysis procedures. Based on the method of nonoverlapping batch means, ASAP3 is a sequential procedure designed to produce a confidence-interval estimator of a steady-state mean response that satisfies user-specified precision and coverage-probability requirements. ASAP3 is compared with its predecessor ASAP and the batch means procedure of Law and Carson (LC) in the following test problems: (a) queue waiting times in the M/M/1/LIFO, M/H2/1, and M/M/1 queues with 80% server utilization; and (b) response (sojourn) times in a central server model of a computer system. Regarding conformance to the given precision and coverage-probability requirements, ASAP3 compared favorably with the ASAP and LC procedures. Regarding the average sample sizes needed to satisfy progressively more stringent precision requirements, ASAP3's efficiency was reasonable for the given test problems.