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| 題 名 | An Efficient Approach to Implement Dynamic Batch Means Estimators in Simulation Output Analysis=於模擬輸出分析中高效率執行動態批量估計式之方法 |
|---|---|
| 作 者 | 遲銘璋; 桑慧敏; | 書刊名 | 工業工程學刊 |
| 卷 期 | 29:3 2012.04[民101.04] |
| 頁 次 | 頁163-180 |
| 分類號 | 494.5 |
| 關鍵詞 | 樣本平均數變異數; 分析估計式; 模擬; Variance of the sample mean; Batch means estimators; Simulation; |
| 語 文 | 英文(English) |
| 英文摘要 | Estimating the variance of the sample mean is a classical problem of stochastic simulation. Traditional batch means estimators require specification of the simulation run length a priori. Dynamic batch means (DBM) is a new approach to implement the traditional batch means in fixed memory by dynamically changing both batch size and number of batches without the knowledge of the simulation run length. This article further improves the DBM by considering small storage requirements and fast computation. The proposed algorithm is useful when the simulation run length is random and extremely long in simulation models. |
本系統中英文摘要資訊取自各篇刊載內容。