Robinson, S.; Brooks, R. J.; Lewis, C. D. Detecting shifts in the mean of a simulation output process. (English) Zbl 1130.90417 J. Oper. Res. Soc. 53, No. 5, 559-573 (2002). Summary: The application of the correct simulation output analysis technique requires a knowledge of the model’s behaviour. Traditionally, only two types of model behaviour are discussed for discrete event simulations: transient and steady state. In this paper, a third type of behaviour, denoted shifting steady state, is considered in which the model passes through successive periods of different steady states. A heuristic technique for identifying the shifts in the mean of a time series is applied to the output data from simulation models with known shifting steady-state behaviour in order to test its effectiveness in detecting the shifts. The heuristic performs well, indicating that it may be a valuable additional technique for output analysis. MSC: 90C59 Approximation methods and heuristics in mathematical programming 90B50 Management decision making, including multiple objectives 93C65 Discrete event control/observation systems Keywords:discrete event simulation; steady state; shift of mean; Manhattan diagram; output analysis PDFBibTeX XMLCite \textit{S. Robinson} et al., J. Oper. Res. Soc. 53, No. 5, 559--573 (2002; Zbl 1130.90417) Full Text: DOI