The Simulation Metamodel

213 Pages·1996·14.038 MB·English

by  Linda Weiser Friedman Ph.D. (auth.)

The Simulation Metamodel
The Simulation Metamodel
Linda Weiser Friedman, Ph.D.
Baruch College School of Business
The City University of New York
Kluwer Academic Publishers
Norwell, Massachusetts
Distributors for North America:
Kluwer Academic Publishers
101 Philip Drive
Assinippi Park
Norwell, Massachusetts 02061 USA
Distributors for all other countries:
Kluwer Academic Publishers Group
Distribution Centre
Post Office Box 322
3300 AH Dordrecht, THE NETHERLANDS
Library of Congress Cataloging-in-Publication Data
A C.I.P. Catalogue record for this book is available from the Library of
Congress.
ISBN-13: 978-1-4612-8556-4 e-ISBN-13: 978-1-4613-1299-4
DOl: 10.1007/978-1-4613-1299-4
Copyright ~ 1996 by Kluwer Academic Publishers
Softcover reprint of the hardcover 1s t edition 1996
All rights reserved. No part of this publication may be reproduced, stored in
a retrieval system or transmitted in any form or by any means, mechanical,
photo-copying, recording, or otherwise, without the prior written permission of
the publisher, Kluwer Academic Publishers, 101 Philip Drive, Assinippi Park,
Norwell, Massachusetts 02061
Printed on acid-free paper.
To my parents, Norman and Marion Weiser, for
making it all possible . ..
To my children, Esty, Sarah, Rachel, and Devorah,
for making it all worthwhile ...
And to my friend and colleague, Hershey H.
Friedman, for always being there
v
CONTENTS
Table of Figures ................................................. xi
Table of Tables ............................................... xiii
Preface ...................................................... xv
Acknowledgments ......................................... xvii
Chapter 1
Introduction To Simulation Modeling
And Metamodeling ............................................. 1
Chapter 1 References ................................ 10
Chapter 2
The Simulation Model And Metamodel .............. 13
The Simulation Model ............................... 13
The Simulation Metamodel ........................ 18
Levels of Abstraction in Simulation ............ 25
Chapter 2 References ................................ 28
vii
Chapter 3
The Metamodel In Perspective: Statistical
Considerations In Simulation Experiments ......... 33
Some Statistical Considerations ................... 34
Strategic Considerations .................... 35
Tactical Considerations ..................... 42
Experimental Design in Simulation .............. 46
The Multiple Response Simulation
Experiment ..................................... 50
Chapter 3 References ................................. 60
Chapter 4
Metamodeling ................................................... 77
Building the Simulation Metamodel ............. 77
Steps in Metamodeling ...................... 78
Validating the Simulation Metamodel .......... 81
Example: A Metamodel for the MIMls
Queuing System ....................................... 85
The Simulation Model ....................... 85
The Simulation Metamodel ................ 87
Validating the Simulation Metamodel .. 94
U sing the Simulation Metamodel ........ 98
Chapter 4 References .............................. 100
viii
Chapter 5
Survey Of Current Research ............................ 103
Metamodel Usage .................................... 105
Sensitivity Analysis ........................ 106
Optimization .................................. 108
Decision Support ........................... 109
Applications ........................................... 110
Manufacturing ............................... 112
Ecology ......................................... 114
Computer Performance Evaluation ... 115
Hospital Planning .......................... 115
Military ........................................ 115
Metamodel Methodology ......................... 116
Method of Statistical Analysis ......... 118
Sample Size ................................... 118
Variance Reduction ........................ 119
The Metamodeling"Experiment ......... 121
Metamodel Validation .................... 137
Metamodeling: Assessing the Technique .... 139
Combining Metamodeling with other
Model Types .......................................... 142
Chapter 5 References ............................... 143
ix
Chapter 6
Metamodeling: Some Additional Examples ....... 155
Example: A Time-shared Computer System. 155
Example: An Inventory Control System ...... 165
Chapter 6 References ............................... 170
Appendix: The Linear Regression ModeL ........ 171
Bibliography .................................................. 183
Index .................................................... 201
x
TABLE OF FIGURES
Figure
1.1 Modeling Family Tree ................................ 2
1.2 Progress of a Simulation Study,
Metamodeling Included .............................. 5
2.1 Simulation Modeling ................................. 16
2.2 The Multiple-Response Simulation Model ..... 19
2.3 The Simulation Metamodel in Context ......... 24
2.4 The Black Box Model ............................... 26
2.5 Three Levels of Abstraction in a
Simulation Study ....................................... 27
3.1 Statistical Considerations in Simulation
Experiments ............................................. 34
4.1 Progress of a Simulation Study,
Metamodeling Included ............................. 79
4.2 M/M/s Queuing System, Change of Variables
for the Regression Metamodel .................... 89
xi
4.3 The M/M/s Queuing System Simulation
Metamodel ............................................... 94
4.4 The M/M/s Queuing System Simulation
Metamodel (Simplified) ............................. 99
5. 1 Metamodel Research Framework .............. 104
5.2 Metamodel Research - Usage .................. 105
5.3 Metamodel Research - Applications ........ 111
5.4 Metamodel Research - Methodology ......... 117
6.1 Time-Shared CPU System, Change of
Variables for the Regression Metamodel. .... 158
6.2 Time-Shared CPU System
Simulation Metamodel .............................. 162
6.3 Inventory Control System
Simulation Metamodel ............................. 168
xii