A framework for input uncertainty analysis

Russell Richard Barton, Barry L. Nelson, Wei Xie

Research output: Chapter in Book/Report/Conference proceedingConference contribution

21 Citations (Scopus)

Abstract

We consider the problem of producing confidence intervals for the mean response of a system represented by a stochastic simulation that is driven by input models that have been estimated from "real-world" data. Therefore, we want the confidence interval to account for both uncertainty about the input models and stochastic noise in the simulation output; standard practice only accounts for the stochastic noise. To achieve this goal we introduce metamodel-assisted bootstrapping, and illustrate its performance relative to other proposals for dealing with input uncertainty on two queueing examples.

Original languageEnglish (US)
Title of host publicationProceedings of the 2010 Winter Simulation Conference, WSC'10
Pages1189-1198
Number of pages10
DOIs
StatePublished - Dec 1 2010
Event2010 43rd Winter Simulation Conference, WSC'10 - Baltimore, MD, United States
Duration: Dec 5 2010Dec 8 2010

Other

Other2010 43rd Winter Simulation Conference, WSC'10
CountryUnited States
CityBaltimore, MD
Period12/5/1012/8/10

Fingerprint

Uncertainty Analysis
Uncertainty analysis
Confidence interval
Uncertainty
Queueing
Bootstrapping
Stochastic Simulation
Metamodel
Output
Model
Simulation
Framework
Standards

All Science Journal Classification (ASJC) codes

  • Software
  • Modeling and Simulation
  • Computer Science Applications

Cite this

Barton, R. R., Nelson, B. L., & Xie, W. (2010). A framework for input uncertainty analysis. In Proceedings of the 2010 Winter Simulation Conference, WSC'10 (pp. 1189-1198). [5679071] https://doi.org/10.1109/WSC.2010.5679071
Barton, Russell Richard ; Nelson, Barry L. ; Xie, Wei. / A framework for input uncertainty analysis. Proceedings of the 2010 Winter Simulation Conference, WSC'10. 2010. pp. 1189-1198
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Barton, RR, Nelson, BL & Xie, W 2010, A framework for input uncertainty analysis. in Proceedings of the 2010 Winter Simulation Conference, WSC'10., 5679071, pp. 1189-1198, 2010 43rd Winter Simulation Conference, WSC'10, Baltimore, MD, United States, 12/5/10. https://doi.org/10.1109/WSC.2010.5679071

A framework for input uncertainty analysis. / Barton, Russell Richard; Nelson, Barry L.; Xie, Wei.

Proceedings of the 2010 Winter Simulation Conference, WSC'10. 2010. p. 1189-1198 5679071.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Barton RR, Nelson BL, Xie W. A framework for input uncertainty analysis. In Proceedings of the 2010 Winter Simulation Conference, WSC'10. 2010. p. 1189-1198. 5679071 https://doi.org/10.1109/WSC.2010.5679071