Indirect estimation of cycle time quantiles from discrete event simulation models using the cornish-fisher expansion

Jennifer Bekki; Gerald T. Mackulak; John Fowler

Indirect estimation of cycle time quantiles from discrete event simulation models using the cornish-fisher expansion

Jennifer Bekki, Gerald T. Mackulak, John Fowler

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

This paper introduces a new technique for estimating cycle time quantiles from discrete event simulation models run at a single traffic intensity. The Cornish-Fisher expansion is used as a vehicle for this approximation, and it is shown that for an M/M/1 system and a full factory simulation model, the technique provides accurate results with low variability for the most commonly estimated quantiles without requiring unreasonable sample sizes. Additionally, the technique provides the advantages of being easy to implement and providing multiple cycle time quantiles from a single set of simulation runs.

Original language	English (US)
Title of host publication	Winter Simulation Conference Proceedings
Editors	S.E. Chick, P.J. Sanchez, D. Ferrin, D.J. Morrice
Pages	1377-1382
Number of pages	6
Volume	2
State	Published - 2003
Event	Proceedings of the 2003 Simulation Conference: Driving Innovation - New Orleans, LA, United States Duration: Dec 7 2003 → Dec 10 2003

Other

Other	Proceedings of the 2003 Simulation Conference: Driving Innovation
Country/Territory	United States
City	New Orleans, LA
Period	12/7/03 → 12/10/03

ASJC Scopus subject areas

Software
Modeling and Simulation
Safety, Risk, Reliability and Quality
Chemical Health and Safety
Applied Mathematics

Cite this

Indirect estimation of cycle time quantiles from discrete event simulation models using the cornish-fisher expansion. / Bekki, Jennifer; Mackulak, Gerald T.; Fowler, John.
Winter Simulation Conference Proceedings. ed. / S.E. Chick; P.J. Sanchez; D. Ferrin; D.J. Morrice. Vol. 2 2003. p. 1377-1382.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Bekki, J, Mackulak, GT & Fowler, J 2003, Indirect estimation of cycle time quantiles from discrete event simulation models using the cornish-fisher expansion. in SE Chick, PJ Sanchez, D Ferrin & DJ Morrice (eds), Winter Simulation Conference Proceedings. vol. 2, pp. 1377-1382, Proceedings of the 2003 Simulation Conference: Driving Innovation, New Orleans, LA, United States, 12/7/03.

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AB - This paper introduces a new technique for estimating cycle time quantiles from discrete event simulation models run at a single traffic intensity. The Cornish-Fisher expansion is used as a vehicle for this approximation, and it is shown that for an M/M/1 system and a full factory simulation model, the technique provides accurate results with low variability for the most commonly estimated quantiles without requiring unreasonable sample sizes. Additionally, the technique provides the advantages of being easy to implement and providing multiple cycle time quantiles from a single set of simulation runs.

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T2 - Proceedings of the 2003 Simulation Conference: Driving Innovation

Y2 - 7 December 2003 through 10 December 2003

ER -

Indirect estimation of cycle time quantiles from discrete event simulation models using the cornish-fisher expansion

Abstract

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ASJC Scopus subject areas

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