Validation of Trace-Driven Simulation Models: Bootstrap Tests

Trace-driven (or correlated inspection) simulation means that the simulated and the real systems have some common inputs (say, historical arrival times) so that the two systems' outputs are cross-correlated. To validate such a simulation, this paper focuses on the difference between the average simulated and real responses. To evaluate this validation statistic, the paper develops a novel bootstrap technique—based on replicated runs. This validation statistic and the bootstrap technique are evaluated in extensive Monte Carlo experiments with specific single-server queues. These experiments show acceptable Type-I and Type-II error probabilities.

• 저널Management Science · 47(11) · 1533–1538
• 토픽Simulation Techniques and Applications · Management Science and Operations Research
• DOI10.1287/mnsc.47.11.1533.10255
• 저자J.P.C. Kleijnen, Russell Cheng, B.W.M. Bettonvil