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中南大学学报(自然科学版)

Journal of Central South University

第42卷    第z1期    总第1期    2011年9月

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文章编号:1672-7207(2011)S1-1114-05
Determining simulation sample size for given precision requirements

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Determining simulation sample size for given precision requirements
SHI Peng(时蓬), YANG Ming(杨明)

Control and Simulation Centre, Harbin Institute of Technology, Harbin 150080, China

Abstract:Simulation credibility evaluation concerns comparisons of the performance measures between simulation system and its reference counterpart. In fact, the required precision is known as prior information, which brings the problem of determining simulation run length according to the estimation of performance measures and the required precision. A feedback method was proposed from model analysis to data collection. For transient performance measures, operating characteristic curves were employed to calculate the simulation replications to detect the difference of means in parameter range. For steady-state performance measures, two phase method was put forward to satisfy the warm-up sizes at the first phase, and a run length for the relative- or absolute-precision requirement at the second phase. Some empirical experiments illustrate the validity of the proposed method.

 

Key words: simulation sample size; transient performance measures; steady-state performance measures; required precision; confidence interval

中南大学学报(自然科学版)
  ISSN 1672-7207
CN 43-1426/N
ZDXZAC
中南大学学报(英文版)
  ISSN 2095-2899
CN 43-1516/TB
JCSTFT
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