Stationarity tests and MSER-5: Exploring the intuition behind mean-squared-error-reduction in detecting and correcting initialization bias

We explore the reasoning behind MSER-5, an efficient and effective truncation heuristic for reducing initialization bias in steady-state simulation. We also compare MSER-5 with the KPSS stationarity test as one means of investigating the possibility that MSER's effectiveness is the result of it...

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Hauptverfasser:	Franklin, William W., White, K. Preston
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Bandwidth Computational efficiency Computational modeling Convergence Costs Probability Statistics Steady-state System testing Systems engineering and theory
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creator	Franklin, William W. White, K. Preston
description	We explore the reasoning behind MSER-5, an efficient and effective truncation heuristic for reducing initialization bias in steady-state simulation. We also compare MSER-5 with the KPSS stationarity test as one means of investigating the possibility that MSER's effectiveness is the result of its utility as a stationarity measure. Conversely, this comparison also lets us explore whether or not a stationarity test from the time-series literature can be used as an effective initialization bias-control heuristic. Finally, we investigate the use of an alternative form of MSER-5 that uses a variance estimator that adjusts for serial correlation.
doi_str_mv	10.1109/WSC.2008.4736111
format	Conference Proceeding
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subjects	Bandwidth Computational efficiency Computational modeling Convergence Costs Probability Statistics Steady-state System testing Systems engineering and theory
title	Stationarity tests and MSER-5: Exploring the intuition behind mean-squared-error-reduction in detecting and correcting initialization bias
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