thesis
Evaluation of alternative discrete-event simulation experimental methods
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Abstract
The aim of the research was to assist non-experts produce
meaningful, non-terminating discrete event simulations
studies. The exemplar used was manufacturing applications, in particular sequential production lines. The thesis
addressed the selection of methods for introducing
randomness, setting the length of individual simulation
runs, and determining the conditions for starting
measurements". Received wisdom" in these aspects of simulation experimentation was not accepted.The research
made use of a Markov Chain queuing model and statistica analysis of exhaustive computer-based experimentation
using test models. A specific production-line model
drawn from the motor industry was used as a point of reference. A distinctive,quality control like, process of facilitating the controlled introduction of "representative randomness" from a pseudo random-number generator was
developed, rather than relying on a generator's a priori performance in standard statistical tests of randomness.
This approach proved to be effective and practical.
Other results included: The distortion in measurements due to the initial conditions of a simulation run of a queue
was only corrected by a lengthy run and not by discarding
early results. Simulation experiments of the same queue,
demonstrated that a single long run gave greater accuracy than having multiple runs. The choice of random number
generator is less important than the choice of seed.
Notably, RANDU (a "discredited"MLCG) with careful seed
selection was able to outperform in tests both real random
numbers, and other MLCGs if their seed were chosen randomly,99.8% of the time. Similar results were obtained
for Mersenne Twister and Descriptive Sampling.Descriptive
Samnpling was found to provide the best samples and was
less susceptible to errorsin the forecast of the required
sample size. A method of determining the run length of the simulation that would ensure the run was representative of the true condifions was proposed. An interactive computer
program was created to assist in the calculation of the run length of a simulation and determine seeds so as to obtain" highly representative" samples, demonstrating the
facility required in simulation software to support theses elected methods