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Analysis of event-based, single-server nonstationary simulation responses using classical time-series models. (English) Zbl 1244.90063
Summary: We present a metamodeling methodology for analyzing event-based, single-server nonstationary simulation responses that is based on the use of classical ARIMA (or SARIMA) time-series models. Some analytical results are derived for a Markovian queue and are used to evaluate the proposed methodology. The use of the corresponding procedure is illustrated on a traffic example from the simulation literature. Some conclusions are drawn and recommendations for further work are stated.
90B22 Queues and service in operations research
60K25 Queueing theory (aspects of probability theory)
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
90B20 Traffic problems in operations research
forecast; Forecast
Full Text: DOI
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