 Fourier trajectory analysis for system discriminationLucy E. Morgan and Russell R. Barton European Journal of Operational Research, 2022, vol. 296, issue 1, 203-217 Abstract: With few exceptions, simulation output analysis has focused on static characterizations, to determine a property of the steady-state distribution of a performance metric such as a mean, a quantile, or the distribution itself. Analyses often seek to overcome difficulties induced by autocorrelation of the output stream. But sample paths generated by stochastic simulation exhibit dynamic behaviour that is characteristic of system structure and associated distributions. In this paper, we explore these dynamic characteristics, as captured by the Fourier transform of a dynamic steady-state simulation trajectory. We find that Fourier coefficient magnitudes can have greater discriminatory power than the usual test statistics when two systems have different utilisations and/or dynamic behaviour, and with simpler analysis resulting from the statistical independence of coefficient estimates at different frequencies. Keywords: Simulation; System discrimination; Fourier analysis (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:296:y:2022:i:1:p:203-217 DOI: 10.1016/j.ejor.2021.05.052 Access Statistics for this article European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati More articles in European Journal of Operational Research from Elsevier |
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