Simulation Output Data Analysis
Simulation Output Data Analysis
Submitted To:
Md. Murad Hossain
Assistant Professor
Dept. of Statistics,
BSMRSTU
Run the simulation multiple times to gather sufficient data for analysis.
Track variables of interest, like inter-arrival times, wait times, or service
times.
Use histograms and box plots to visually inspect the data distribution
shape and spread.
Use Q-Q and P-P plots to visually assess how data aligns with theoretical
distributions.
Estimate parameters (like mean, variance, rate) using methods like MLE
or method of moments.
Step 7: Model Selection and Validation
Use criteria like AIC or validation tests to ensure model fit and
predictability.
Examples include:
- Manufacturing processes that run continuously.
- Telecommunications systems where calls arrive continuously.
- Network traffic analysis for long-running data flows.
2. Objectives of Output Analysis
a) Warm-Up Period
5. Reporting Results
1. Run the Simulation: Let the simulation reach steady state by allowing
enough time for the warm-up period.
2. Collect Data Post-Warm-Up: Gather queue length data after
discarding the initial warm-up period.
3. Apply the Batch Means Method: Divide the data into batches to
calculate mean queue length for each batch.
4. Calculate Confidence Interval: Use batch means to construct a 95%
confidence interval for the mean queue length.
5. Interpret Results: If the average queue length exceeds acceptable
levels, consider changes (e.g., adjusting staff levels or routing processes).
1. Goodness-of-Fit Test
3. Anderson-Darling test:
- A variation of the K-S test with extra sensitivity to discrepancies in
the tails of the distribution.
Steps for a Chi-square Goodness-of-Fit Test Simulation
2. Generate Data:
- Create a sample set that you will test. For example, if testing a
uniform distribution across 5 categories, generate categorical data with
counts for each category.
6. Interpret Results:
- A high chi-square statistic or low p-value indicates a poor fit,
suggesting that the observed distribution differs significantly from the
expected distribution.
Kolmogorov-Smirnov (K-S) Test and Anderson-
Darling (A-D) Test
Kolmogorov-Smirnov (K-S) test and the Anderson-Darling (A-D) test,
focusing on their purpose in evaluating the goodness of fit for continuous
data and outlining the steps for simulation using these tests.
Key Concepts:
1. Test Statistic:
where F[obs(x)] is the empirical CDF of the observed data and F[exp(x)]
is the CDF of the expected distribution.
2. Hypotheses:
- Null Hypothesis (H₀): The sample follows the specified distribution.
- Alternative Hypothesis (H₁): The sample does not follow the specified
distribution.
3. Interpretation:
Key Concepts:
1. Test Statistic:
The A-D test statistic A² is based on the squared differences between the
empirical and expected cumulative distributions, weighted more heavily
in the tails:
If A² is large, the sample does not fit the expected distribution, especially
in the tails.
Simulation Steps:
Parameter Estimation
Parameter estimation is essential for characterizing distributions by finding
the values of parameters that best fit the observed data. Maximum
Likelihood Estimation (MLE) is a common technique for this, as it
provides parameter estimates that maximize the probability of observing
the sample data.
Simulation Outline
Here’s an outline of how you could simulate these processes for a hands-
on understanding.
3. Compare with True Values: Since you generated the data with
known parameters, you can compare your estimated values with the true
values to gauge accuracy.
CI = X̄ ± z * (σ / √n)
where:
- X̄ = average value of X across replications,
- σ = standard deviation of X,
- n = number of replications,
- z = critical value from the z-distribution (typically 1.96 for 95%
confidence).
This interval provides a range where the true mean likely falls, helping
evaluate result reliability.
d) Hypothesis Testing
5. Reporting Results
1. Objective
• Each case study begins with a clear objective, outlining the problem
or situation that the simulation aims to address. This could range
from improving efficiency in a manufacturing process to training
medical personnel for emergency situations.
2. Methodology
3. Implementation
• This section outlines how the simulation was executed, including the
scenarios tested. It often involves running multiple simulations to
explore different outcomes based on varying parameters.
4. Results
5. Conclusions
1. Healthcare Simulation
2. Manufacturing Simulation
4. Urban Planning
5. Environmental Science
6. Financial Services
7. Military Training
8. Education