a PhD seminar in COSC (10.00-11.00 am, Monday, March 26, 2001, in room MSCS031)

["K. Pawlikowski" <krys@cosc.canterbury.ac.nz>]

Ms Jong-Suk Ruth Lee (a PhD candidate from the Department of Computer
Science)
will conclude her PhD study by a seminar talk 

at 10.00 am, on Monday, March 26, 2001, 
in room MSCS031.

TITLE: ON AUTOMATED SEQUENTIAL STEADY-STATE SIMULATION

ABSTRACT:
The credibility of the final results from stochastic simulation has
had limited discussion in the simulation literature so far. However,
it is important that the final results from any simulations be
credible. To achieve this, validation, which determines whether
the conceptual simulation model is an accurate representation of
the system under study, has to be done carefully. Additionally, a
proper statistical analysis of simulation output data, including a
confidence interval or other assessment of statistical errors, has
to be conducted before any valid inferences or conclusions about
the performance of simulated dynamic systems, such as for example
telecommunication networks, are made.

There are many other issues, such as choice of a good pseudo-random
number generator, elimination of initialization bias in steady-state
simulations, and consideration of autocorrelations in collected
observations, which have to be appropriately addressed for the
final results to be credible. However, many of these issues are
not trivial, particularly for simulation users who may not be
experts in these areas.

As a consequence, a fully-automated simulation package, which can
control all important aspects of stochastic simulation, is needed.
The talk focuses on the following contributions in my PhD thesis
to such a package for steady-state simulation: properties of
confidence intervals (CIs) used in coverage analysis, heuristic
rules for improving the coverage of the final CIs in practical
applications, automated sequential analysis of mean values by
the method of regenerative cycles, automatic detection of the
initial transient period for steady-state quantile estimation and
sequential steady-state quantile estimation with the automated
detection of the length of initial transient period, and the
contributions to the distributed stochastic simulation scenario
known as the Multiple Replications In Parallel.

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All welcome
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This message is forwarded to members of the COSC/Management/Maths 
research group on stochastic simulation at the University of 
Canterbury, Christchurch, New zealand,
and anybody else interested in research in this area

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		Associate Prof. Dr Krzysztof Pawlikowski

	Department of Computer Science,  University of Canterbury
 			Christchurch, New Zealand
		
ph.  +(64) 3 3642 987 ext.7772  email:   krys@cosc.canterbury.ac.nz 
fax. +(64) 3 3642 569      URL:     http://www.cosc.canterbury.ac.nz/~krys

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