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Detecting shifts in the mean of a simulation output process. (English) Zbl 1130.90417

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
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