This paper argues that it is wrong to require that regressing the outputs of a trace-driven simulation on the observed real outcomes should give a 45° (unit slope) line through the origin (zero intercept). This note proposes instead an alternative requirement: the responses of the simulated and...

This article studies simulation-based optimization with multiple outputs. It assumes that the simulation model has one random objective function and must satisfy given constraints on the other random outputs. It presents a statistical procedure for testing whether a specific input combination...

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...

The goal of factor screening is to find the really important inputs (factors) among the many inputs that may be changed in a realistic simulation experiment. A specific method is sequential bifurcation (SB), which is a sequential method that changes groups of inputs simultaneously. SB is most...

This tutorial gives a survey of strategic issues in the statistical design and analysis of experiments with deterministic and random simulation models. These issues concern validation, what-if analysis, optimization, and so on. The analysis uses regression models and least-squares algorithms....

To analyze the input/output behavior of simulation models with multiple responses, we may apply either univariate or multivariate Kriging (Gaussian process) metamodels. In multivariate Kriging we face a major problem: the covariance matrix of all responses should remain positive-definite; we...

This article presents a novel heuristic for constrained optimization of computationally expensive random simulation models. One output is selected as objective to be minimized, while other outputs must satisfy given threshold values. Moreover, the simulation inputs must be integer and satisfy...