Generating confidence intervals for spatial simulations - Determining the number of replications for spatial terminating simulations

Robert M. Itami, Darrel Zell, Frank Grigel, Randy Gimblett

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A standard problem in the analysis of outputs from terminating simulations is the need to determine the number of replications needed to construct confidence intervals for performance indicators from the simulation (Law and Kelton, 2000). In traditional industrial applications of simulation such as manufacturing and queuing simulations a single mean for each performance indicator is all that is needed. In spatial simulations however, the problem is more complex as performance indicators can vary spatially as in the case of travel simulations where performance indicators for each destination must be analysed. This paper presents three alternative methods recommended in the simulation literature for determining the number of replications required to obtain confidence intervals based for a given alpha level and user defined confidence interval half width or relative preceision. The problem of measuring multiple performance indicators is addressed with a short discussion of the Bonferroni Correction. These methods are then adapted to spatial simulations using a travel simulation for Banff, Yoho, Kootenay and Jasper National Parks as an example. Outputs for daily link Use and daily link encounters are examined applying different values for absolute accuracy and relative precision. Conclusions are then drawn on the relationship between the sensitivity of performance indicators to random variables in the simulation model and the specification of absolute accuracy and relative precision for spatial dynamic simulation models.

Original languageEnglish (US)
Title of host publicationMODSIM 2005 - International Congress on Modelling and Simulation
Subtitle of host publicationAdvances and Applications for Management and Decision Making, Proceedings
EditorsAndre Zerger, Robert M. Argent
PublisherModelling and Simulation Society of Australia and New Zealand Inc. (MSSANZ)
Pages141-148
Number of pages8
ISBN (Electronic)0975840029, 9780975840023
StatePublished - 2020
Event2005 International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, MODSIM 2005 - Melbourne, Australia
Duration: Dec 12 2005Dec 15 2005

Publication series

NameMODSIM 2005 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings

Conference

Conference2005 International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, MODSIM 2005
CountryAustralia
CityMelbourne
Period12/12/0512/15/05

Keywords

  • Simulation Output Analysis
  • Simulation Statistics
  • Spatial Simulation

ASJC Scopus subject areas

  • Modeling and Simulation

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