Analysis of event-based, single-server nonstationary simulation responses using classical time-series models

被引：3

作者：

Brandao, Rita Marques ^{[1
,2
]}

Porta Nova, Acacio M. O. ^{[3
]}

机构：

[1] Univ Acores, Dept Matemat, P-9501801 Ponta Delgada, Portugal

[2] Inst Super Tecn, Ctr Estudos Gestao, Oporto, Portugal

[3] Inst Super Tecn, Dept Engn & Gestao, P-2744016 Porto Salvo, Portugal

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2012年 / 218卷 / 03期

关键词：

Simulation; Time series; Stochastic processes;

D O I：

10.1016/j.ejor.2011.11.039

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this article, we present a metamodeling methodology for analyzing event-based, single-server nonstationary simulation responses that is based on the use of classical ARIMA (or SARIMA) time-series models. Some analytical results are derived for a Markovian queue and are used to evaluate the proposed methodology. The use of the corresponding procedure is illustrated on a traffic example from the simulation literature. Some conclusions are drawn and recommendations for further work are stated. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：676 / 686

页数：11

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