Publications-Proceedings

Article View/Open

Publication Export

Google ScholarTM

NCCU Library

Citation Infomation

Related Publications in TAIR

題名 A new approach for parallel steady-state simulations
作者 Hsieh, Ming-Hsiung
謝明華
貢獻者 資管系
關鍵詞 Administrative data processing; Curve fitting; Discrete event simulation; Financial data processing; Least squares approximations; Confidence interval (CI); Discrete events; Generalized least square (GLS); Heavy traffics; new approaches; parallel processors; Property (S); Queue waiting; Steady state parameters; Steady-state simulations; Time length; Estimation
日期 2006
上傳時間 21-Jul-2015 15:05:36 (UTC+8)
摘要 We propose a new procedure for building confidence interval estimators of steady-state parameters in discrete event simulations. The procedure uses parallel processors to generate independent replications and constructs the confidence interval estimator by solving a generalized least square problem. The most appealing theoretical feature of the proposed procedure is that the precision of the resulted estimator can be improved by simply increasing the number of processors (or independent replications) while the simulated time length is fixed on an appropriate level on each processor. Experiments conducted on M/M/1 queue waiting time processes in heavy traffic confirm this theoretical property. © 2006 IEEE.
關聯 Proceedings - Winter Simulation Conference, 論文編號 4117605, Pages 192-197
資料類型 conference
DOI http://dx.doi.org/10.1109/WSC.2006.323073
dc.contributor 資管系
dc.creator (作者) Hsieh, Ming-Hsiung
dc.creator (作者) 謝明華zh_TW
dc.date (日期) 2006
dc.date.accessioned 21-Jul-2015 15:05:36 (UTC+8)-
dc.date.available 21-Jul-2015 15:05:36 (UTC+8)-
dc.date.issued (上傳時間) 21-Jul-2015 15:05:36 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/76735-
dc.description.abstract (摘要) We propose a new procedure for building confidence interval estimators of steady-state parameters in discrete event simulations. The procedure uses parallel processors to generate independent replications and constructs the confidence interval estimator by solving a generalized least square problem. The most appealing theoretical feature of the proposed procedure is that the precision of the resulted estimator can be improved by simply increasing the number of processors (or independent replications) while the simulated time length is fixed on an appropriate level on each processor. Experiments conducted on M/M/1 queue waiting time processes in heavy traffic confirm this theoretical property. © 2006 IEEE.
dc.format.extent 176 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) Proceedings - Winter Simulation Conference, 論文編號 4117605, Pages 192-197
dc.subject (關鍵詞) Administrative data processing; Curve fitting; Discrete event simulation; Financial data processing; Least squares approximations; Confidence interval (CI); Discrete events; Generalized least square (GLS); Heavy traffics; new approaches; parallel processors; Property (S); Queue waiting; Steady state parameters; Steady-state simulations; Time length; Estimation
dc.title (題名) A new approach for parallel steady-state simulations
dc.type (資料類型) conferenceen
dc.identifier.doi (DOI) 10.1109/WSC.2006.323073
dc.doi.uri (DOI) http://dx.doi.org/10.1109/WSC.2006.323073