TY - GEN
T1 - A framework for input uncertainty analysis
AU - Barton, Russell R.
AU - Nelson, Barry L.
AU - Xie, Wei
PY - 2010
Y1 - 2010
N2 - We consider the problem of producing confidence intervals for the mean response of a system represented by a stochastic simulation that is driven by input models that have been estimated from "real-world" data. Therefore, we want the confidence interval to account for both uncertainty about the input models and stochastic noise in the simulation output; standard practice only accounts for the stochastic noise. To achieve this goal we introduce metamodel-assisted bootstrapping, and illustrate its performance relative to other proposals for dealing with input uncertainty on two queueing examples.
AB - We consider the problem of producing confidence intervals for the mean response of a system represented by a stochastic simulation that is driven by input models that have been estimated from "real-world" data. Therefore, we want the confidence interval to account for both uncertainty about the input models and stochastic noise in the simulation output; standard practice only accounts for the stochastic noise. To achieve this goal we introduce metamodel-assisted bootstrapping, and illustrate its performance relative to other proposals for dealing with input uncertainty on two queueing examples.
UR - http://www.scopus.com/inward/record.url?scp=79951625180&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79951625180&partnerID=8YFLogxK
U2 - 10.1109/WSC.2010.5679071
DO - 10.1109/WSC.2010.5679071
M3 - Conference contribution
AN - SCOPUS:79951625180
SN - 9781424498666
T3 - Proceedings - Winter Simulation Conference
SP - 1189
EP - 1198
BT - Proceedings of the 2010 Winter Simulation Conference, WSC'10
T2 - 2010 43rd Winter Simulation Conference, WSC'10
Y2 - 5 December 2010 through 8 December 2010
ER -