Proceedings of the 31st Conference on Winter Simulation Simulation---a Bridge to the Future - WSC '99 1999
DOI: 10.1145/324138.324173
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Advanced input modeling for simulation experimentation

Abstract: We discuss ideas useful to simulation practitioners when specifying the probability models used to represent stochastic behavior. Emphasis is on situations in which the classical simple models are inadequate. After discussing some general modeling issues, we consider univariate distributions, nonnormal random vectors and time series, and nonhomogeneous Poisson processes.

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Cited by 8 publications
(4 citation statements)
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“…In the Continuous method the parameters of a single MVND are estimated by treating all categorical covariates as if they are continuous values, a procedure seen commonly in statistical simulation (12)(13)(14)(15). In order to constrain all biological covariates to be positive, we typically assume a log-normal multivariate distribution.…”
Section: Continuous Methodsmentioning
confidence: 99%
“…In the Continuous method the parameters of a single MVND are estimated by treating all categorical covariates as if they are continuous values, a procedure seen commonly in statistical simulation (12)(13)(14)(15). In order to constrain all biological covariates to be positive, we typically assume a log-normal multivariate distribution.…”
Section: Continuous Methodsmentioning
confidence: 99%
“…One of the challenges in the data analysis below is that traditional statistical model selection procedures fail when dealing with extremely large data sets (which we have). Schmeiser (1999) states:…”
Section: Construction Of a Collision Oil Outflow Modelmentioning
confidence: 99%
“…Unfortunately, traditional logistic regression goodness-of-fit tests suffer from the same deficiencies when dealing with extremely large data sets as previously indicated by Schmeiser (1999) (recall (2)). To evaluate visually if ln(y l ), ln(y t ) have explanatory power in terms of the observations z , we generate two sets of residuals r OUT,i = z i − π[ln(y l,i ), ln(y t,i )| β] and r RND,i = z RND,i − π[ln(y l,i ), ln(y t,i )| β], (9) where the index i represents a particular collision scenario from the SR259 report, z i are indicator values (7) describing whether oil outflow occurred in the SR259 collision analysis, Table 5 Logistic regression coefficients for probability of rupture π [ln(y l ), ln(y t )|β] as defined by (8) …”
Section: Data Modeling and Analysis Formentioning
confidence: 99%
“…While point estimates on their own frankly aren't worth much (since you don't know how close or stable or generally good they are), they're a start and can have some properties worth mentioning." This issue is also acknowledged in Schmeiser (1999), where he discusses the differences between Kelton's (1996) stochastic and subjective uncertainty, but which also concludes "the state of the art is far from allowing novice practitioners to build complex input models in the way that they can build complex logical models with today's commercial software".…”
Section: Parameters and Estimatorsmentioning
confidence: 99%