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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Bibliographische Detailangaben

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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