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Initial transient problem for steady-state output analysis

Published: 04 December 2005 Publication History

Abstract

This tutorial is concerned with providing an overview of the key issues that arise in consideration of the initial transient problem for steady-state simulations. In addition, we will discuss the related problem of construction of low-bias estimators.

References

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Asmussen S., P. W. Glynn, and H. Thorisson. 1992. Stationarity detection in the initial transient problem. ACM Transactions on Modeling and Computer Simulation 2:2:130--157
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Deutsch, S. J., J. E. Richards and C. Fernandez-Torres 1983. The initial transient problem---estimating transient and steady state performance. In Proceedings of the 1983 Winter Simulation conference, ed. S. Roberts, 345--348. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
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Fishman, G. S. 1973. Bias Considerations in Simulation Experiments. Operations Research 20: 785--790
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Fishman, G. C., L. W. Schruben, W. D. Kelton, and P. D. Welch. 1981. The initial transient in steady state simulation. In Proceedings of the 1981 Winter Simulation conference, ed. T. I. Ören, 113--120. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
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Ockerman D. H., and D. Goldsman. 1997. The Impact of Transients on Simulation Variance Estimators. In Proceedings of the 1997 Winter Simulation Conference, ed. S. Andradóttir, K. J. Healy, D. H. Withers, and B. L. Nelson, 234--239. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
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Pawlikowski K. 1990. Steady-state simulation of queueing processes: survey of problems and solutions. ACM Computing Surveys (CSUR), 22(2):123--170
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Schruben, L. W. 1082. Detecting initialization bias in simulation output. Operations Research 30: 569--590.
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Wilson, J. R., and A. A. B. Pritsker. 1978. A survey of research on the simulation startup problem. Simulation 31:55--58.
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  • (2010)The initial transient in steady-state point estimationProceedings of the Winter Simulation Conference10.5555/2433508.2433529(184-197)Online publication date: 5-Dec-2010

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cover image ACM Conferences
WSC '05: Proceedings of the 37th conference on Winter simulation
December 2005
2769 pages
ISBN:0780395190

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Winter Simulation Conference

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Published: 04 December 2005

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WSC '05 Paper Acceptance Rate 209 of 316 submissions, 66%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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  • (2010)The initial transient in steady-state point estimationProceedings of the Winter Simulation Conference10.5555/2433508.2433529(184-197)Online publication date: 5-Dec-2010

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