A m-fold-decimation-based technique for model validation using a single system output data set

Dimosthenis Anagnostopoulos, Vassilis Dalakas and Mara Nikolaidou

Mathematics and Computers in Simulation (MATCOM), 2004, vol. 65, issue 3, 273-288

Abstract: Using simulation to support making decisions imposes that models are thoroughly validated. We discuss widely adopted techniques for testing the validity of simulation results against real observations, as various techniques may be employed depending on the statistical features and the number of the available system/model data sets. Confidence-interval-based comparison provides certain advantages, but cannot be employed when a single system output data set is available. We propose an effective validation technique, performing confidence-interval-based comparison using a single system data set and multiple model data sets. The system data set is considered as a discrete signal and m-fold decimation is used, according to signal processing theory, fulfilling the essential requirements imposed to retain the statistical features of the original data set. We have evaluated both the effectiveness and the applicability of this technique, and thus have experimented with various data sets (both test and real-world). Results and conclusions are discussed to indicate the potential of the technique.

Keywords: Modelling and simulation; Model validation; Comparison techniques (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378475404000175
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:65:y:2004:i:3:p:273-288

DOI: 10.1016/j.matcom.2004.01.018

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().