This is the second part in a unit on input modeling for simulating stochastic systems (stochastic simulation). In the this part, we describe how to start making sense of data collected from real-world systems. We start with an example that builds a model of a single-server, single-channel queue based on summary statistics alone and demonstrate that the resulting model is a poor fit for a realistic system. We then use a histogram to reveal insights into how the system can be re-structured to be more realistic while also requiring simpler input models. This leads into a discussion on building histograms to be maximally insightful.
Archived lectures from undergraduate course on stochastic simulation given at Arizona State University by Ted Pavlic
Tuesday, October 20, 2020
Lecture G2 (2020-10-20): Input Modeling, Part 2
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