Output Analysis of a Single

Model
Adapted from J. Banks

Purpose

Analysis of data generated by a

simulation.
To predict and compare performance of
a model

Simulation exhibits randomness, thus

it is necessary to estimate the:

Performance measure of the model, .

And by the models precision of the point
estimator or std. Error (variance).

Types of simulation w/ respect to

output analysis:

Terminating/transient
simulation
Nonterminating/steady state
simulation

Terminating/transient simulation

One that runs for some duration TE,

where E is a specified event (or set of
events) which will stop the simulation.
Such a model opens at time 0 under
specified conditions and closes at TE.

Nonterminating/Steady state
simulation

Simulation whose objective is to study

the long run, or steady state, behavior
of nonterminating systems.
The system opens at time 0 under
defined initial conditions by the analyst,
and runs for some analyst-specified
period of TE.

Measures of Performance and

their estimation:

Point estimation of the performance

values from the model. 1 n
Yi
n
Two types:
i 1

A. Within replication.
B. Among replication.

Interval estimation.
t / 2, f ( ) t / 2, f ( )
2
S
( )
n

t
()

(Yi ) 2
S
n 1
i 1
n

For Terminating Simulations:

Compute for confidence intervals with

fixed replications using same formulas
except that n = R.
Compute for confidence intervals with
specified precision using half length
criterion.
2

t / 2 , R 1 So
h. l.

t / 2.R 1So
Z / 2 So
R

For Steady State Simulations:

Choose the run length with the following

considerations:
A.) Bias in the point estimator due to artificial or
arbitrary initial condition.
B.) Bias can be severe if run length is too short, but
decreases as run length is increased.
C.) Precision of the estimator is measured based on
an estimate of point-estimator
variability.
D.) Budget constraints on computer resources.

Initialization Bias can be

minimized by:

Intelligent initialization - initialized based on

expected long run state
A.) Use existing data of a system as basis (if system
exists)
B.) Use results from a simplified model (if system
does not exists)

Deletion - reduce impact of initial conditions by

dividing a run into two phases. Let the first phase be

from t = 0 to t = to, followed the 2nd phase which is
from to to TE., Thus the simulation will stop at time t
= to + TE.

Deletion can be done is the

following ways:

Ensemble averages. Plotting the mean

and confidence limits. The intervals can
used to judge whether or not the plot is
precise enough to judge that bias has
diminished. Preferred method.
Using Cumulative averages. Useful in
situations where single replication is
only possible.

Computing for the sample size in

steady state simulation:

1. Solve for R, based on initial

sample of Ro.
2. Compute for R/Ro.
3. Apply it to first phase, (R/Ro)(
to), and (R/Ro)( to +TE ), for the
second phase.