Current issues in frequency domain experimentation
Article Abstract:
The simulation of discrete events using Frequency Domain Experimentation (FDE) is examined. Among the issues dealt with concern FDE's relation to oscillation frequency, interpretation of results as compared to regression analysis, and application to M/M/one queues. Oscillation frequency is observed to influence FDE such that a careful selection of frequencies is necessary to obtain reliable results. Differences are also established for the interpretation of results for both FDE and regression analysis. The assumption that the time-invariant linear system be composed of input and output processes as a basic FDE requirement is refuted. Also discussed are other aspects of FDE such as indexing, computational ease, run length determination, and the rationale behind why FDE cannot be used to terminate simulations.
Publication Name: Management Science
Subject: Business, general
ISSN: 0025-1909
Year: 1992
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Confidence interval estimation for the variance parameter of stationary processes
Article Abstract:
Asymptotic confidence estimators of a particular variance parameter are presented to make observations concerning a completely stationary stochastic procedure. The estimators are built around asymptotic properties of the generalized time series of observations for the procedure. The new interval estimators and point for the variance parameters are contrasted to the standard batch mean estimator. Research results indicate that the new estimators have asymptotic properties that supercede the classical estimator. Additionally, results are presented related to asymptotic confidence interval estimator ratios.
Publication Name: Management Science
Subject: Business, general
ISSN: 0025-1909
Year: 1990
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Event graph modelling for simulation with an application to flexible manufacturing systems
Article Abstract:
Extensions and refinements to Schruben's event graphs for simulation modelling are provided. the refinements include event set vertices, attributes, model variables used for logical decision making, and new sets of model variables. The research has been integrated to produce a complete description of event graphs and their analysis. Event graphs were used to illustrate a simple flexible manufacturing system.
Publication Name: Management Science
Subject: Business, general
ISSN: 0025-1909
Year: 1988
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