2nd International ICST Conference on Performance Evaluation Methodologies and Tools

Research Article

DETECTING THE DURATION OF INITIAL TRANSIENT IN STEADY STATE SIMULATION OF ARBITRARY PERFORMANCE MEASURES

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  • @INPROCEEDINGS{10.4108/valuetools.2007.1937,
        author={Mirko Eickhoff and Don McNickle and Krzysztof Pawlikows},
        title={DETECTING THE DURATION OF INITIAL TRANSIENT IN STEADY STATE SIMULATION OF ARBITRARY PERFORMANCE MEASURES},
        proceedings={2nd International ICST Conference on Performance Evaluation Methodologies and Tools},
        proceedings_a={VALUETOOLS},
        year={2010},
        month={5},
        keywords={Discrete event simulation steady state initial transient truncation point},
        doi={10.4108/valuetools.2007.1937}
    }
    
  • Mirko Eickhoff
    Don McNickle
    Krzysztof Pawlikows
    Year: 2010
    DETECTING THE DURATION OF INITIAL TRANSIENT IN STEADY STATE SIMULATION OF ARBITRARY PERFORMANCE MEASURES
    VALUETOOLS
    ICST
    DOI: 10.4108/valuetools.2007.1937
Mirko Eickhoff1,*, Don McNickle2,*, Krzysztof Pawlikows1,*
  • 1: Computer Science University of Canterbury Christchurch, New Zealand
  • 2: ManagemenUniversity of Canterbury Christchurch, New Zealand
*Contact email: m.eickhoff@cosc.canterbury.ac.nz, don.mcnickle@canterbury.ac.nz, krys.pawlikowski@canterbury.ac.nz

Abstract

The issue of the initial transient phase in steady state simulation has been widely discussed in simulation literature. Many methods have been proposed for deciding the duration of this phase of simulation, to determine a valid truncation point of the transient portion of output data. However, practically all these methods can only be used in simulations aimed at estimation of mean values. In this paper, we show that analyses of performance measures which do not represent mean values require different solutions, as the rate of convergence to steady state is different for mean values than, for example, for quantiles. We describe and present additional results for a new method of determining the duration of initial transient phase which can be applied in analysis of steady state quantiles and probability distributions. The method appears robust and applicable in analysis of arbitrary performance measures.