Validation of Trace-Driven Simulation Models: Bootstrap Tests

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

Management Science · 2001 · Volume 47 · Issue 11

Abstract

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.

Keywords

Time Series, Dependence, Paired Observations, Error Rates, Power

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