Chapter6-TerminatingSimulations - Statistical Analysis of...

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Chapter 6 – Stat. Output Analysis Terminating Simulations Slide 1 of 31 Statistical Analysis of Output from Terminating Simulations Chapter 6 Last revision September 9, 2009 Simulation with Arena, 5th ed.
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Chapter 6 – Stat. Output Analysis Terminating Simulations Slide 2 of 31 What We’ll Do ... Time frame of simulations Strategy for data collection and analysis Confidence intervals Comparing two scenarios Comparing many scenarios via Arena Process Analyzer (PAN) Searching for an optimal scenario with OptQuest Simulation with Arena, 5th ed.
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Chapter 6 – Stat. Output Analysis Terminating Simulations Slide 3 of 31 Motivation Random input leads to random output (RIRO) Run a simulation (once) — what does it mean? Was this run “typical” or not? Variability from run to run (of the same model)? Need statistical analysis of output data From a single model configuration Compare two or more different configurations Search for an optimal configuration Statistical analysis of output is often ignored This is a big mistake – no idea of precision of results Not hard or time-consuming to do this – it just takes a little planning and thought, then some (cheap) computer time Simulation with Arena, 5th ed.
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Chapter 6 – Stat. Output Analysis Terminating Simulations Slide 4 of 31 Time Frame of Simulations Terminating : Specific starting, stopping conditions Run length will be well-defined (and finite) Steady-state : Long-run (technically forever) Theoretically, initial conditions don’t matter But practically, they usually do Not clear how to terminate a run This is really a question of intent of study Has major impact on how output analysis is done Sometimes it’s not clear which is appropriate Here: Terminating (steady-state in Section 7.2) Simulation with Arena, 5th ed.
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Chapter 6 – Stat. Output Analysis Terminating Simulations Slide 5 of 31 Strategy for Data Collection and Analysis For terminating case, make IID replications Run > Setup > Replication Parameters : Number of Replications field Check both boxes for Initialize Between Replications Separate results for each replication – Category by Replication report Model 5-3, but for 10 replications (= Model 6-1) Note cross-replication variability Replication Total Cost ($) Percent Rejected 1 22,385.64 12.2759 2 20,612.12 11.6059 3 23,837.38 10.4558 4 21,915.24 11.9110 5 22,462.34 13.5546 6 20,573.78 10.9804 7 20,935.88 10.1093 8 22,078.91 9.4256 9 20,056.75 9.4972 10 21,325.23 11.3388 Simulation with Arena, 5th ed.
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Chapter 6 – Stat. Output Analysis Terminating Simulations Slide 6 of 31 Strategy for Data Collection and Analysis (cont’d.) Category Overview report has some statistical- analysis results of output across replications How many replications? Trial and error (now) Approximate number for acceptable precision (below) Sequential sampling (Chapter 12) Turn off animation altogether for max speed Run > Run Control > Batch Run (No Animation) Simulation with Arena, 5th ed.
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Chapter 6 – Stat. Output Analysis Terminating Simulations Slide 7 of 31
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