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Automating warm-up length estimation

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posted on 15.05.2014 by Kathryn Hoad, Stewart Robinson, Ruth Davies
There are two key issues in assuring the accuracy of estimates of performance obtained from a simulation model. The first is the removal of any initialisation bias, the second is ensuring that enough output data is produced to obtain an accurate estimate of performance. This paper is concerned with the first issue, and more specifically warm-up estimation. Our aim is to produce an automated procedure, for inclusion into commercial simulation software, for estimating the length of warm-up and hence removing initialisation bias from simulation output data. This paper describes the extensive literature search that was carried out in order to find and assess the various existing warm-up methods, the process of short-listing and testing of candidate methods. In particular it details the extensive testing of the warm-up MSER-5 method. © 2010 Operational Research Society Ltd. All rights reserved.

History

School

  • Business and Economics

Department

  • Business

Citation

HOAD, K., ROBINSON, S. and DAVIES, R., 2010. Automating warm-up length estimation. Journal of the Operational Research Society, 61 (9), pp. 1389 - 1403

Publisher

© Palgrave Macmillan Ltd. for the OR Society

Version

AM (Accepted Manuscript)

Publication date

2010

Notes

This article was published in the Journal of the Operational Research Society [© Palgrave Macmillan Ltd. for the OR Society] and the definitive version is available at: http://dx.doi.org/10.1057/jors.2009.87

ISSN

0160-5682

eISSN

1476-9360

Language

en

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