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- W2142912999 abstract "We develop an automated wavelet-based spectral method for constructing an approximate confidence interval on the steady-state mean of a simulation output process. This procedure, called WASSP, determines a batch size and a warm-up period beyond which the computed batch means form an approximately stationary Gaussian process. Based on the log-smoothed-periodogram of the batch means, WASSP uses wavelets to estimate the batch means log-spectrum and ultimately the steady-state variance constant (SSVC) of the original (unbatched) process. WASSP combines the SSVC estimator with the grand average of the batch means in a sequential procedure for constructing a confidence-interval estimator of the steady-state mean that satisfies user-specified requirements on absolute or relative precision as well as coverage probability. An extensive performance evaluation provides evidence of WASSP's robustness in comparison with some other output analysis methods." @default.
- W2142912999 created "2016-06-24" @default.
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- W2142912999 date "2004-05-06" @default.
- W2142912999 modified "2023-09-24" @default.
- W2142912999 title "A wavelet-based spectral method for steady-state simulation analysis" @default.
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- W2142912999 doi "https://doi.org/10.1109/wsc.2003.1261452" @default.
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