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

Rita Marques Brandão and Acácio M.O. Porta Nova

European Journal of Operational Research, 2012, vol. 218, issue 3, 676-686

Abstract: 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.

Keywords: Simulation; Time series; Stochastic processes (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:218:y:2012:i:3:p:676-686

DOI: 10.1016/j.ejor.2011.11.039

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