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Validation of Trace-Driven Simulation Models: Bootstrap Tests

By Jack P. C. Kleijnen, Russell C. H. Cheng and Bert Bettonvil


Trace-driven (or correlated inspection) simulation means that the simulated and the real systems have some common inputs (say, historical arrival times) so that the two systems' outputs are cross-correlated. To validate such a simulation, this paper focuses on the difference between the average simulated and real responses. To evaluate this validation statistic, the paper develops a novel bootstrap technique---based on replicated runs. This validation statistic and the bootstrap technique are evaluated in extensive Monte Carlo experiments with specific single-server queues. These experiments show acceptable Type-I and Type-II error probabilities.Time Series, Dependence, Paired Observations, Error Rates, Power

DOI identifier: 10.1287/mnsc.47.11.1533.10255
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