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Comparison of simulation output series using bootstrapping

Comparison of simulation output series using bootstrapping
Comparison of simulation output series using bootstrapping
We describe a method for comparing stochastic outputs of simulation models. The method is distribution-free and allows the comparison of sets of data with different numbers of data points. This makes it ideal for performing comparisons between simulation output and the real output of the system being modelled, when often there are many more data points available from the output of the simulation model than present in the real data. We calculate the two-sample Cramer-von Mises goodness-of-fit statistic between the two sets of data, using bootstrapping to find the distribution of the statistic, and so the probability that the two sets of data were drawn from the same distribution.
simulation, output analysis
35-38
INFORMS Simulation Society
Currie, C.S.M.
dcfd0972-1b42-4fac-8a67-0258cfdeb55a
Lu, Lanting
995a0288-56c7-4d1e-840b-ef46e2084bb7
Lee, L.H.
Kuhl, M.E.
Robinson, S.
Currie, C.S.M.
dcfd0972-1b42-4fac-8a67-0258cfdeb55a
Lu, Lanting
995a0288-56c7-4d1e-840b-ef46e2084bb7
Lee, L.H.
Kuhl, M.E.
Robinson, S.

Currie, C.S.M. and Lu, Lanting (2009) Comparison of simulation output series using bootstrapping. Lee, L.H., Kuhl, M.E. and Robinson, S. (eds.) In Proceedings of the 2009 INFORMS Simulation Society Research Workshop. INFORMS Simulation Society. pp. 35-38 .

Record type: Conference or Workshop Item (Paper)

Abstract

We describe a method for comparing stochastic outputs of simulation models. The method is distribution-free and allows the comparison of sets of data with different numbers of data points. This makes it ideal for performing comparisons between simulation output and the real output of the system being modelled, when often there are many more data points available from the output of the simulation model than present in the real data. We calculate the two-sample Cramer-von Mises goodness-of-fit statistic between the two sets of data, using bootstrapping to find the distribution of the statistic, and so the probability that the two sets of data were drawn from the same distribution.

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More information

Published date: 2009
Venue - Dates: 2009 INFORMS Simulation Society Research Workshop, Warwick, UK, 2009-06-24 - 2009-06-26
Keywords: simulation, output analysis
Organisations: Operational Research

Identifiers

Local EPrints ID: 66570
URI: http://eprints.soton.ac.uk/id/eprint/66570
PURE UUID: daab113e-5abb-4adc-941b-c8651770628d
ORCID for C.S.M. Currie: ORCID iD orcid.org/0000-0002-7016-3652

Catalogue record

Date deposited: 07 Aug 2009
Last modified: 11 Dec 2021 03:50

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Contributors

Author: C.S.M. Currie ORCID iD
Author: Lanting Lu
Editor: L.H. Lee
Editor: M.E. Kuhl
Editor: S. Robinson

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