Validation of Trace-Driven Simulation Models: Bootstrap Tests

Jack Kleijnen (), Russell C. H. Cheng () and Bert Bettonvil ()
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Russell C. H. Cheng: Department of Mathematical Sciences, University of Southampton, Highfield, Southampton, SO17 1BJ, United Kingdom
Bert Bettonvil: Department of Information Systems (BIK)/Center for Economic Research (CentER), Tilburg University (KUB), 5000 LE Tilburg, Netherlands

Management Science, 2001, vol. 47, issue 11, 1533-1538

Abstract: Trace-driven (or correlated inspection) simulation means that the simulated and the real systems have some common inputs (say, historical arrival times) so that the two systems' outputs are cross-correlated. To validate such a simulation, this paper focuses on the difference between the average simulated and real responses. To evaluate this validation statistic, the paper develops a novel bootstrap technique---based on replicated runs. This validation statistic and the bootstrap technique are evaluated in extensive Monte Carlo experiments with specific single-server queues. These experiments show acceptable Type-I and Type-II error probabilities.

Keywords: Time Series; Dependence; Paired Observations; Error Rates; Power (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:47:y:2001:i:11:p:1533-1538

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