Advanced tutorial: Input uncertainty quantification

Eunhye Song, Barry L. Nelson, C. Dennis Pegden

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

33 Scopus citations

Abstract

'Input uncertainty' refers to the (often unmeasured) effect of not knowing the true, correct distributions of the basic stochastic processes that drive the simulation. These include, for instance, interarrival-time and service-time distributions in queueing models; bed-occupancy distributions in health care models; distributions for the values of underlying assets in financial models; and time-to-failure and time-to-repair distributions in reliability models. When the input distributions are obtained by fitting to observed real-world data, then it is possible to quantify the impact of input uncertainty on the output results. In this tutorial we carefully define input uncertainty, describe various proposals for measuring it, contrast input uncertainty with input sensitivity, and provide and illustrate a practical approach for quantifying overall input uncertainty and the relative contribution of each input model to overall input uncertainty.

Original languageEnglish (US)
Title of host publicationProceedings of the 2014 Winter Simulation Conference, WSC 2014
EditorsAndreas Tolk, Levent Yilmaz, Saikou Y. Diallo, Ilya O. Ryzhov
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages162-176
Number of pages15
ISBN (Electronic)9781479974863
DOIs
StatePublished - Jan 23 2015
Event2014 Winter Simulation Conference, WSC 2014 - Savannah, United States
Duration: Dec 7 2014Dec 10 2014

Publication series

NameProceedings - Winter Simulation Conference
Volume2015-January
ISSN (Print)0891-7736

Other

Other2014 Winter Simulation Conference, WSC 2014
CountryUnited States
CitySavannah
Period12/7/1412/10/14

All Science Journal Classification (ASJC) codes

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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  • Cite this

    Song, E., Nelson, B. L., & Pegden, C. D. (2015). Advanced tutorial: Input uncertainty quantification. In A. Tolk, L. Yilmaz, S. Y. Diallo, & I. O. Ryzhov (Eds.), Proceedings of the 2014 Winter Simulation Conference, WSC 2014 (pp. 162-176). [7019886] (Proceedings - Winter Simulation Conference; Vol. 2015-January). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/WSC.2014.7019886