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A statistical process control approach to selecting a warm-up period for a discrete-event simulation

Lookup NU author(s): Professor Stewart RobinsonORCiD

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Abstract

The selection of a warm-up period for a discrete-event simulation continues to be problematic. A variety of selection methods have been devised, and are briefly reviewed. It is apparent that no one method can be recommended above any other. A new approach, based upon the principles of statistical process control, is described (SPC method). Because simulation output data are often highly autocorrelated and potentially non-normal, the batch means method is employed in constructing the control chart. The SPC method is tested on seven data sets and encouraging results are obtained concerning its accuracy. The approach is also discussed with respect to its ease of implementation, simplicity, generality of use and requirements for parameter estimation. © 2005 Elsevier B.V. All rights reserved.


Publication metadata

Author(s): Robinson S

Publication type: Article

Publication status: Published

Journal: European Journal of Operational Research

Year: 2007

Volume: 176

Issue: 1

Pages: 332-346

Print publication date: 01/01/2007

Online publication date: 13/01/2011

ISSN (print): 0377-2217

ISSN (electronic): 1872-6860

Publisher: Elsevier

URL: https://doi.org/10.1016/j.ejor.2005.07.014

DOI: 10.1016/j.ejor.2005.07.014


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