Validation of trace-driven simulation models: Bootstrap tests

• 成果类型: Article
• 署名作者: Kleijnen, JPC; Cheng, RCH; Bettonvil, B
• 署名单位: Tilburg University; University of Southampton
• 刊物名称: MANAGEMENT SCIENCE
• ISSN/ISSBN: 0025-1909
• DOI: 10.1287/mnsc.47.11.1533.10255
• 发表日期: 2001
• 页码: 1533-1538
• 关键词: time series; dependence; paired observations; ERROR RATES; POWER

摘要

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.