Module sim::output_analysis[][src]

The output analysis module provides standard statistical analysis tools for analyzing simulation outputs. Independent, identically-distributed (IID) samples are analyzed with the IndependentSample. Time series (including those with initialization bias and autocorrelation) can be analyzed with TerminatingSimulationOutput or SteadyStateOutput.





The confidence interval provides an upper and lower estimate on a given output, whether that output is an independent, identically-distributed sample or time series data.


The independent sample is for independent, identically-distributed (IID) samples, or where treating the data as an IID sample is determined to be reasonable. Typically, this will be non-time series data - no autocorrelation. There are no additional requirements on the data beyond being IID. For example, there are no normality assumptions. The TerminatingSimulationOutput or SteadyStateOutput structs are available for non-IID output analysis.


Steady-state simulations are useful when the initial conditions and/or final conditions of a simulation are not well-known or not of interest. Steady-state simulation is interested in the long-run behavior of the system, where initial condition effects are negligible. Steady-state simulation analysis is primarily concerned with initialization bias (bias caused by setting initial conditions of the simulation) and auto-correlation (the tendency of a data point in a time series to show correlation with the latest, previous values in that time series). When the interest is a steady-state simulation output, standard simulation design suggests the use of only a single simulation replication.


Terminating simulations are useful when the initial and final conditions of a simulation are known, and set deliberately to match real world conditions. For example, a simulation spanning a 9:00 to 17:00 work day might use the terminating simulation approach to simulation experiments and analysis. These initial and final conditions are known and of interest.