Output modeling: abc's of output analysis

ABSTRACT

We present a brief overview of several of the basic output analysis techniques for evaluating stochastic dynamic simulations. This tutorial is intended for those with little previous exposure to the topic, for those in need of a refresher course, and especially for those who have never heard of output analysis. We discuss the reasons why simulation output analysis differs from that taught in basic statistics courses and point out how to avoid common pitfalls that may lead to erroneous results and faulty conclusions.

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INDEX TERMS

Primary Classification:
  I. Computing Methodologies
  I.6 SIMULATION AND MODELING
      I.6.6 Simulation Output Analysis

Additional Classification:
  G. Mathematics of Computing
  G.3 PROBABILITY AND STATISTICS
      Subjects: Statistical computing

  I. Computing Methodologies
  I.6 SIMULATION AND MODELING
      I.6.8 Types of Simulation
          Subjects: Monte Carlo

General Terms:
Algorithms, Performance, Verification