Confidence Intervals from a Single Simulation Using the Delta Method(<Special Issue>Advanced Production Scheduling)

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概要

• 論文の詳細を見る

• This paper describes a method for the calculation of confidence intervals of simulation throughputs and utilizations. The method is based on the delta method and uses only a single simulation, where the variation of the underlying means is used to determine the variation of the performance function by using the first derivative of the performance function. While the method has some limitations, it can be used frequently in practice. In addition, the method can also be used for short simulations or rare event applications, where methods based on batch means fail. This method can easily be implemented into existing simulation software.

• 一般社団法人日本機械学会の論文
• 2003-03-15

著者

• Nakano M

  Toyota Central Research And Development Laboratories

• ROSER Christoph

  Toyota Central Research and Development Laboratories

• NAKANO Masaru

  Toyota Central Research and Development Laboratories

• Nakano Masaru

  Toyota Central R & D Laboratories

• Roser Christoph

  Toyota Central Res. And Dev. Lab. Aichi Jpn

関連論文

• Single Simulation Buffer Optimization
• Time Shifting Bottlenecks in Manufacturing(Advanced Manufacturing,Session: MP2-D)
• Holistic Manufacturing System Analysis(Advanced Manufacturing,Session: MP2-D)
• 3A1 SINGLE SIMULATION BUFFER OPTIMIZATION(Technical session 3A : Sophisticated scheduling 1)
• Constraint Management in Manufacturing Systems(Advanced Production Scheduling)
• Confidence Intervals from a Single Simulation Using the Delta Method(Advanced Production Scheduling)
• Collaborative Design Supporting System for Manufacturing Systems
• NAVIGATION OF COLLABORATIVE MANUFACTURING SYSTEM DESIGN BASED ON DPIO-MODEL
• 2-A-5 SINGLE SIMULATION CONFIDENCE INTERVALS USING THE DELTA METHOD
• 2-A-4 DETECTING SHIFTING BOTTLENECKS

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