Output Analysis for Steady-State Simulation Using Lyapunov Exponent in Chaos Theory

카오스 이론의 Lyapunov 지수를 응용한 안정상태 시뮬레이션의 출력분석

  • 이영해 (한양대학교산업공학과) ;
  • 오형술 (수원전문대학 공업경영과)
  • Received : 19950800
  • Published : 1996.03.31

Abstract

This paper proposes a sequential procedure which can be used to determine a truncation point and run length to reduce or remove bias owing to artificial startup conditions in simulations aimed at estimating steady-state behavior. It is based on the idea of Lyapunov exponent in chaos theory. The performance measures considered are relative bias, coverage, estimated relative half-width of the confidence interval, and mean amount of deleted data.

Keywords

Acknowledgement

Supported by : 학술진흥재단