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Validation of Trace-Driven Simulation Models: A Novel Regression Test

Author

Listed:
  • Jack P. C. Kleijnen

    (Department of Information Systems and Auditing (BIKA)/Center for Economic Research, Tilburg University, 5000 LE Tilburg, The Netherlands)

  • Bert Bettonvil

    (Department of Information Systems and Auditing (BIKA)/Center for Economic Research, Tilburg University, 5000 LE Tilburg, The Netherlands)

  • Willem Van Groenendaal

    (Department of Information Systems and Auditing (BIKA)/Center for Economic Research, Tilburg University, 5000 LE Tilburg, The Netherlands)

Abstract

This paper argues that it is wrong to require that regressing the outputs of a trace-driven simulation on the observed real outcomes should give a 45° (unit slope) line through the origin (zero intercept). This note proposes instead an alternative requirement: the responses of the simulated and the real systems should have the same means and the same variances. To test statistically whether this requirement is satisfied, a novel procedure is derived: regress the differences between simulated and real responses on their associated sums, and test whether the resulting intercept and slope are both zero. This novel but simple test assumes identically, independently, and normally distributed outputs of the real system and the simulated system. The old and the new procedures are investigated in extensive Monte Carlo experiments that simulate M/M/1 queueing systems. The conclusions are: (i) the naive intuitive test rejects a valid simulation model substantially more often than the novel test does; (ii) the naive test shows "perverse" behavior within a certain domain: the worse the simulation model, the higher its estimated probability of acceptance; and (iii) the novel test does not reject a valid simulation model too often (its type I error probability is correct), provided the queueing response is transformed appropriately to obtain (nearly) normally distributed responses.

Suggested Citation

  • Jack P. C. Kleijnen & Bert Bettonvil & Willem Van Groenendaal, 1998. "Validation of Trace-Driven Simulation Models: A Novel Regression Test," Management Science, INFORMS, vol. 44(6), pages 812-819, June.
  • Handle: RePEc:inm:ormnsc:v:44:y:1998:i:6:p:812-819
    DOI: 10.1287/mnsc.44.6.812
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    References listed on IDEAS

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    1. Kleijnen, Jack P. C., 1995. "Verification and validation of simulation models," European Journal of Operational Research, Elsevier, vol. 82(1), pages 145-162, April.
    2. Jeffrey D. Tew & James R. Wilson, 1992. "Validation of Simulation Analysis Methods for the Schruben-Margolin Correlation-Induction Strategy," Operations Research, INFORMS, vol. 40(1), pages 87-103, February.
    3. Harrison, S. R., 1990. "Regression of a model on real-system output: An invalid test of model validity," Agricultural Systems, Elsevier, vol. 34(3), pages 183-190.
    4. Dennis J. Aigner, 1972. "A Note on Verification of Computer Simulation Models," Management Science, INFORMS, vol. 18(11), pages 615-619, July.
    5. Kalman J. Cohen & Richard M. Cyert, 1961. "Computer Models in Dynamic Economics," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 75(1), pages 112-127.
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    Citations

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    Cited by:

    1. Rizzoli, Andrea E. & Fornara, Nicoletta & Gambardella, Luca Maria, 2002. "A simulation tool for combined rail/road transport in intermodal terminals," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 57-71.
    2. Kleijnen, Jack P.C. & van Schaik, Frans D.J., 2011. "Sealed-bid auction of Netherlands mussels: Statistical analysis," International Journal of Production Economics, Elsevier, vol. 132(1), pages 154-161, July.
    3. Kleijnen, J.P.C., 1999. "Validation of Models : Statistical Techniques and Data Availability," Other publications TiSEM f7518d14-a5e9-4c69-a579-6, Tilburg University, School of Economics and Management.
    4. Legato, Pasquale & Mazza, Rina M., 2001. "Berth planning and resources optimisation at a container terminal via discrete event simulation," European Journal of Operational Research, Elsevier, vol. 133(3), pages 537-547, September.
    5. van Schaik, F.D.J. & Kleijnen, J.P.C., 2001. "Sealed-Bid Auctions : Case Study," Other publications TiSEM dd93bf40-d790-4fd1-ac2c-f, Tilburg University, School of Economics and Management.
    6. Kleijnen, Jack P. C. & Sargent, Robert G., 2000. "A methodology for fitting and validating metamodels in simulation," European Journal of Operational Research, Elsevier, vol. 120(1), pages 14-29, January.
    7. Ilan Halachmi & Yitzhak Simon & Noam Mozes, 2014. "Simulation of the shift from marine netcages to inland recirculating aquaculture systems," Annals of Operations Research, Springer, vol. 219(1), pages 85-99, August.
    8. Halachmi, I. & Dzidic, A. & Metz, J. H. M. & Speelman, L. & Dijkhuizen, A. A. & Kleijnen, J. P. C., 2001. "Validation of simulation model for robotic milking barn design," European Journal of Operational Research, Elsevier, vol. 134(3), pages 677-688, November.
    9. Jack P. C. Kleijnen & Russell C. H. Cheng & Bert Bettonvil, 2001. "Validation of Trace-Driven Simulation Models: Bootstrap Tests," Management Science, INFORMS, vol. 47(11), pages 1533-1538, November.
    10. Kleijnen, J.P.C. & Cheng, R.C.H. & Bettonvil, B.W.M., 2000. "Validation of trace-driven simulation models : More on bootstrap tests," Other publications TiSEM 78dda39d-725a-488b-9618-b, Tilburg University, School of Economics and Management.
    11. Şükrü İmre & Fatih Canıtez & Dilay Çelebi, 2021. "The Socio-Technical Transition to Electric Vehicle Mobility in Turkey: A Multi-Level Perspective," International Journal of Operations Research and Information Systems (IJORIS), IGI Global, vol. 12(4), pages 1-17, October.
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    13. Tedeschi, Luis Orlindo, 2006. "Assessment of the adequacy of mathematical models," Agricultural Systems, Elsevier, vol. 89(2-3), pages 225-247, September.

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