• Admin
    UC Research Repository
    View Item 
       
    • UC Home
    • Library
    • UC Research Repository
    • College of Engineering
    • Engineering: Theses and Dissertations
    • View Item
       
    • UC Home
    • Library
    • UC Research Repository
    • College of Engineering
    • Engineering: Theses and Dissertations
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Browse

    All of the RepositoryCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

    Statistics

    View Usage Statistics

    Parallel Sequential Estimation of Quantiles During Steady State Simulation

    Thumbnail
    View/Open
    tr_1202.pdf (324.7Kb)
    Author
    Eickhoff, M
    Pawlikowski, K
    McNickle, D
    Date
    2012
    Permanent Link
    http://hdl.handle.net/10092/14732
    Degree Grantor
    University of Canterbury
    Degree Level
    Doctoral
    Degree Name
    Other

    Simulation results are often limited to mean values, even though this provides very limited infor- mation about the analyzed systems' performance. Quantile analysis provides much deeper insights into the performance of simulation system of interest. A set of quantiles can be used to approximate a cumulative distribution function, providing full information about a given performance characteristic of the simulated system. In this paper, we will present two methods for parallel sequential estimation of steady state quantiles. The quantiles are estimated using simulation output data from concur- rently executed independent replications. They are calculated sequentially and on-line, i.e. during simulation, to ensure that the results are produced to a speci ed accuracy. The set of quantiles to be estimated can be automatically determined using e cient estimation as a criterion.

    Collections
    • Engineering: Theses and Dissertations [2270]
    Rights
    https://canterbury.libguides.com/rights/theses

    UC Research Repository
    University Library
    University of Canterbury
    Private Bag 4800
    Christchurch 8140

    Phone
    364 2987 ext 8718

    Email
    ucresearchrepository@canterbury.ac.nz

    Follow us
    FacebookTwitterYoutube

    © University of Canterbury Library
    Send Feedback | Contact Us