An effective heuristic for initial bias reduction in simulation output

초록

This paper reviews the various methods and presents a new heuristic used to detect the warm-up period in steady-state simulation output. An evaluation procedure was used to compare the presented rule, called EVR (exponential variation rate), with the method MSER-m known as the most sensitive rule in detecting bias and most consistent rule in mitigating its effects. The rules were applied to the output generated by the M/M/1 queuing process and the performance of the methods was tested at 4 different levels of utilizations. Various measures of goodness were used to assess the effectiveness, consistency and confidence of the methods.

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