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ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 9 Issue 4, Oct. 1999

Confidence intervals using orthonormally weighted standardized time series
Robert D. Foley, David Goldsman
Pages: 297-325
DOI: 10.1145/352222.352223
We extend the standardized time series area method for constructing confidence intervals for the mean of a stationary stochastic process. The proposed intervals are based on orthonormally weighted standardized time series area variance...

Bootstrap confidence intervals for ratios of expectations
Denis Choquet, Pierre L'Ecuyer, Christian Léger
Pages: 326-348
DOI: 10.1145/352222.352224
We are concerned with computing a confidence interval for the ratio E[Y]/E[X, where (X,Y) is a pair of random variables. This ratio estimation problem arises...

Accelerating the convergence of random search methods for discrete stochastic optimization
Sigrún Andradóttir
Pages: 349-380
DOI: 10.1145/352222.352225
We discuss the choice of the estimation of the optimal solution when random search methods are applied to solve discrete stochastic optimization problems. At the present time, such optimization methods usually estimate the optimal solution using...

An empirical evaluation of several methods to select the best system
Koichiro Inoue, Stephen E. Chick, Chun-Hung Chen
Pages: 381-407
DOI: 10.1145/352222.352226
Simulation is an important tool for comparing the performance of several alternative systems. There is therefore significant interest in procedures that efficiently select the best system, where best is defined by the maximum or minimum expected...