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    題名: A new approach for parallel steady-state simulations
    作者: Hsieh, Ming-Hsiung
    謝明華
    貢獻者: 資管系
    關鍵詞: Administrative data processing;Curve fitting;Discrete event simulation;Financial data processing;Least squares approximations;Confidence interval (CI);Discrete events;Generalized least square (GLS);Heavy traffics;new approaches;parallel processors;Property (S);Queue waiting;Steady state parameters;Steady-state simulations;Time length;Estimation
    日期: 2006
    上傳時間: 2015-07-21 15:05:36 (UTC+8)
    摘要: We propose a new procedure for building confidence interval estimators of steady-state parameters in discrete event simulations. The procedure uses parallel processors to generate independent replications and constructs the confidence interval estimator by solving a generalized least square problem. The most appealing theoretical feature of the proposed procedure is that the precision of the resulted estimator can be improved by simply increasing the number of processors (or independent replications) while the simulated time length is fixed on an appropriate level on each processor. Experiments conducted on M/M/1 queue waiting time processes in heavy traffic confirm this theoretical property. © 2006 IEEE.
    關聯: Proceedings - Winter Simulation Conference, 論文編號 4117605, Pages 192-197
    資料類型: conference
    DOI 連結: http://dx.doi.org/10.1109/WSC.2006.323073
    DOI: 10.1109/WSC.2006.323073
    顯示於類別:[資訊管理學系] 會議論文

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