Automating warm-up length estimation

K Hoad (), S Robinson () and R Davies ()
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K Hoad: Warwick Business School, The University of Warwick
S Robinson: Warwick Business School, The University of Warwick
R Davies: Warwick Business School, The University of Warwick

Journal of the Operational Research Society, 2010, vol. 61, issue 9, 1389-1403

Abstract: Abstract There are two key issues in assuring the accuracy of estimates of performance obtained from a simulation model. The first is the removal of any initialisation bias, the second is ensuring that enough output data is produced to obtain an accurate estimate of performance. This paper is concerned with the first issue, and more specifically warm-up estimation. Our aim is to produce an automated procedure, for inclusion into commercial simulation software, for estimating the length of warm-up and hence removing initialisation bias from simulation output data. This paper describes the extensive literature search that was carried out in order to find and assess the various existing warm-up methods, the process of short-listing and testing of candidate methods. In particular it details the extensive testing of the warm-up MSER-5 method.

Keywords: simulation; warm-up period; initialisation bias; truncation point; automation; MSER-5 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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DOI: 10.1057/jors.2009.87

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