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Validation of trace-driven simulation models: more on bootstrap tests

Kleijnen, J.P.C., Cheng, R.C.H. and Bettonvil, B., (2000) Validation of trace-driven simulation models: more on bootstrap tests Joines, J.A., Barton, R., Fishwick, P.A. and Kang, K. (eds.) In Proceedings of the 2000 Winter Simulation Conference. IEEE., pp. 882-892.

Record type: Conference or Workshop Item (Paper)


ÔTrace-driven' or Ôcorrelated inspection' simulation means that the simulated and the real systems have some common inputs (say, arrival times) so the two systems' outputs are cross-correlated. To validate such simulation models, this paper formulates six validation statistics, which are inspired by practice and statistical analysis; for example, the simplest statistic is the difference between the average simulated and real responses. To evaluate these validation statistics, the paper develops novel types of bootstrapping based on subruns. Three basic bootstrap procedures are devised, depending on the number of simulation replicates: one, two, or more replicates. Moreover, for the case of more than two replicates the paper considers conditional versus unconditional resampling. These six validation statistics and four bootstrap procedures are evaluated in extensive Monte Carlo experiments with single-server queueing systems. The main conclusion is that bootstrapping of the simplest validation statistic gives the correct type I error probability, and has relatively high power.

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Published date: 2000
Venue - Dates: 2000 Winter Simulation Conference, 2000-12-10 - 2000-12-13
Organisations: Operational Research


Local EPrints ID: 29716
ISBN: 0780365798
PURE UUID: 1ba7782e-e032-4f2f-a7ba-cb272a8eb243

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Date deposited: 16 Mar 2007
Last modified: 17 Jul 2017 15:57

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Author: J.P.C. Kleijnen
Author: R.C.H. Cheng
Author: B. Bettonvil
Editor: J.A. Joines
Editor: R. Barton
Editor: P.A. Fishwick
Editor: K. Kang

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