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Please use this identifier to cite or link to this item: https://dspace.lboro.ac.uk/2134/14601

Title: Automating warm-up length estimation
Authors: Hoad, Kathryn
Robinson, Stewart
Davies, Ruth
Keywords: Simulation
Warm-up period
Initialisation bias
Truncation point
Issue Date: 2010
Publisher: © Palgrave Macmillan Ltd. for the OR Society
Citation: HOAD, K., ROBINSON, S. and DAVIES, R., 2010. Automating warm-up length estimation. Journal of the Operational Research Society, 61 (9), pp. 1389 - 1403
Abstract: There are two key issues in assuring the accuracy of estimates of performance obtained from a simulation model. The first is the removal of any initialisation bias, the second is ensuring that enough output data is produced to obtain an accurate estimate of performance. This paper is concerned with the first issue, and more specifically warm-up estimation. Our aim is to produce an automated procedure, for inclusion into commercial simulation software, for estimating the length of warm-up and hence removing initialisation bias from simulation output data. This paper describes the extensive literature search that was carried out in order to find and assess the various existing warm-up methods, the process of short-listing and testing of candidate methods. In particular it details the extensive testing of the warm-up MSER-5 method. © 2010 Operational Research Society Ltd. All rights reserved.
Description: This article was published in the Journal of the Operational Research Society [© Palgrave Macmillan Ltd. for the OR Society] and the definitive version is available at: http://dx.doi.org/10.1057/jors.2009.87
Version: Accepted for publication
DOI: 10.1057/jors.2009.87
URI: https://dspace.lboro.ac.uk/2134/14601
Publisher Link: http://dx.doi.org/10.1057/jors.2009.87
ISSN: 0160-5682
Appears in Collections:Published Articles (Business)

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