A quicker assessment of input uncertainty

Eunhye Song, Barry L. Nelson

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

11 Scopus citations

Abstract

'Input uncertainty' refers the effect of driving a simulation with input distributions that are based on real-world data. At WSC 2012, Ankenman and Nelson presented a quick-and-easy experiment to assess the overall effect of input uncertainty on simulation output. When their method reveals that input uncertainty is substantial, then the natural follow-up questions are which input distributions contribute the most to input uncertainty, and from which input processes would it be most beneficial to collect more data? To answer these questions Ankenman and Nelson proposed a sequence of additional experiments that are in no sense 'quick.' In this paper we provide a follow-up analysis that requires no additional simulation experiments beyond the overall assessment, and yet provides more information than Ankenman and Nelson. Numerical illustrations are provided.

Original languageEnglish (US)
Title of host publicationProceedings of the 2013 Winter Simulation Conference - Simulation
Subtitle of host publicationMaking Decisions in a Complex World, WSC 2013
Pages474-485
Number of pages12
DOIs
StatePublished - Dec 1 2013
Event2013 43rd Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013 - Washington, DC, United States
Duration: Dec 8 2013Dec 11 2013

Publication series

NameProceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013

Other

Other2013 43rd Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013
CountryUnited States
CityWashington, DC
Period12/8/1312/11/13

All Science Journal Classification (ASJC) codes

  • Modeling and Simulation

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    Song, E., & Nelson, B. L. (2013). A quicker assessment of input uncertainty. In Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013 (pp. 474-485). [6721443] (Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013). https://doi.org/10.1109/WSC.2013.6721443