IDEAS home Printed from https://ideas.repec.org/a/pal/jorsoc/v53y2002i5d10.1057_palgrave.jors.2601323.html
   My bibliography  Save this article

Detecting shifts in the mean of a simulation output process

Author

Listed:
  • S Robinson

    (Warwick Business School, University of Warwick)

  • R J Brooks

    (Lancaster University)

  • C D Lewis

    (Aston Business School, Aston University)

Abstract

The application of the correct simulation output analysis technique requires a knowledge of the model's behaviour. Traditionally, only two types of model behaviour are discussed for discrete event simulations: transient and steady state. In this paper, a third type of behaviour, denoted shifting steady state, is considered in which the model passes through successive periods of different steady states. A heuristic technique for identifying the shifts in the mean of a time series is applied to the output data from simulation models with known shifting steady-state behaviour in order to test its effectiveness in detecting the shifts. The heuristic performs well, indicating that it may be a valuable additional technique for output analysis.

Suggested Citation

  • S Robinson & R J Brooks & C D Lewis, 2002. "Detecting shifts in the mean of a simulation output process," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 53(5), pages 559-573, May.
    • Handle: RePEc:pal:jorsoc:v:53:y:2002:i:5:d:10.1057_palgrave.jors.2601323
    DOI: 10.1057/palgrave.jors.2601323
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1057/palgrave.jors.2601323
    File Function: Abstract
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1057/palgrave.jors.2601323?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:jorsoc:v:53:y:2002:i:5:d:10.1057_palgrave.jors.2601323. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave-journals.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.