IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v65y2004i3p273-288.html
   My bibliography  Save this article

A m-fold-decimation-based technique for model validation using a single system output data set

Author

Listed:
  • Anagnostopoulos, Dimosthenis
  • Dalakas, Vassilis
  • Nikolaidou, Mara

Abstract

Using simulation to support making decisions imposes that models are thoroughly validated. We discuss widely adopted techniques for testing the validity of simulation results against real observations, as various techniques may be employed depending on the statistical features and the number of the available system/model data sets. Confidence-interval-based comparison provides certain advantages, but cannot be employed when a single system output data set is available. We propose an effective validation technique, performing confidence-interval-based comparison using a single system data set and multiple model data sets. The system data set is considered as a discrete signal and m-fold decimation is used, according to signal processing theory, fulfilling the essential requirements imposed to retain the statistical features of the original data set. We have evaluated both the effectiveness and the applicability of this technique, and thus have experimented with various data sets (both test and real-world). Results and conclusions are discussed to indicate the potential of the technique.

Suggested Citation

  • Anagnostopoulos, Dimosthenis & Dalakas, Vassilis & Nikolaidou, Mara, 2004. "A m-fold-decimation-based technique for model validation using a single system output data set," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 65(3), pages 273-288.
    • Handle: RePEc:eee:matcom:v:65:y:2004:i:3:p:273-288
    DOI: 10.1016/j.matcom.2004.01.018
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475404000175
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.matcom.2004.01.018?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. George S. Fishman & Philip J. Kiviat, 1967. "The Analysis of Simulation-Generated Time Series," Management Science, INFORMS, vol. 13(7), pages 525-557, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lada, Emily K. & Wilson, James R., 2006. "A wavelet-based spectral procedure for steady-state simulation analysis," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1769-1801, November.
    2. J Martens & R Peeters & F Put, 2009. "Analysing steady-state simulation output using vector autoregressive processes with exogenous variables," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(5), pages 696-705, May.
    3. Morgan, Lucy E. & Barton, Russell R., 2022. "Fourier trajectory analysis for system discrimination," European Journal of Operational Research, Elsevier, vol. 296(1), pages 203-217.
    4. Pachepsky, L. B. & Haskett, J. D. & Acock, B., 1996. "An adequate model of photosynthesis--I Parameterization, validation and comparison of models," Agricultural Systems, Elsevier, vol. 50(2), pages 209-225.
    5. Pat-Anthony Federico & Paul W. Figliozzi, 1981. "Computer Simulation of Social Systems," Sociological Methods & Research, , vol. 9(4), pages 513-533, May.
    6. Edgar E. Twine & James Rude & Jim Unterschultz, 2016. "Canadian Cattle Cycles and Market Shocks," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(1), pages 119-146, March.
    7. Barry L. Nelson, 2004. "50th Anniversary Article: Stochastic Simulation Research in Management Science," Management Science, INFORMS, vol. 50(7), pages 855-868, July.
    8. Duket, Steven D. & Pritsker, A.Alan B., 1978. "Examination of simulation output using spectral methods," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 20(1), pages 53-60.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:65:y:2004:i:3:p:273-288. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.