A Comprehensive Framework and Software for Simulation Input Modeling

Principle Investigators

Barry L. Nelson (DMI-9821011)
Department of Industrial Engineering & Management Sciences
Northwestern University
2225 North Campus Drive
Evanston, IL 60208
nelsonb@northwestern.edu

James R. Wilson (DMI-9900164.)
Department of Industrial Enginering
North Carolina State University
Riddick Labs, Room 328
Campus Box 7906
Raleigh, NC 27695-7906

Investigators

Stephen D. Roberts
Department of Industrial Enginering
North Carolina State University
Riddick Labs, Room 323
Campus Box 7906
Raleigh, NC 27695-7906

Mary Ann Flanigan Wagner
SysTech Software


Graduate Students

Bahar Deler
Department of Industrial Engineering & Management Sciences
Northwestern University
2145 Sheridan Road
Evanston, IL 60208-3119

Faker Zouaoui
Operations Research Program
North Carolina State University
Raleigh, NC

Emily Lada
Operations Research Program
North Carolina State University
Raleigh, NC

Mary Elizabeth Lassiter
Department of Industrial Enginering
North Carolina State University


Industrial Sponsors

Nortel Networks, Durham, NC.

Symix/Pritsker Division

AutoSimulations


Publications

B. Deler and B. L. Nelson. 2001. Modeling and generating multivariate time series with arbitrary marginals and autocorrelation structures. Proceedings of the 2001 Winter Simulation Conference. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers, 275-282.

B. Deler and B. L. Nelson. 2001. Modeling and generating multivariate time series with arbitrary marginals using a vector autoregressive technique. Submitted to ACM Transactions on Modeling and Computer Simulation.

B. Deler. 2002. Modeling, fitting and generating multivariate time series with arbitrary marginals using a vector autoregressive technique. Ph.D. dissertation, Department of Industrial Engineering & Management Sciences, Northwestern University, Evanston, IL.

M. E. Lassiter. 2000. Modeling and simulating random vectors with given marginals and covariance structure. M.S. thesis, Department of Industrial Engineering, North Carolina State University, Raleigh, NC.

F. Zouaoui. 2001. Accounting for input uncertainty in discrete-event simulation. Ph.D. dissertation, Graduate Program in Operations Research, North Carolina State University, Raleigh, NC.

F. Zouaoui and J. R. Wilson. 2001. Accounting for parameter uncertainty in simulation input modeling. IIE Transactions, in review.

F. Zouaoui and J. R. Wilson. 2001b. Accounting for input model and parameter uncertainty in simulation. European Journal of Operational Research, in review.

F. Zouaoui and J. R. Wilson. 2001c. Accounting for parameter uncertainty in simulation input modeling. Proceedings of the 2001 Winter Simulation Conference, Institute of Electrical and Electronics Engineers, Piscataway, NJ, 354-363.

F. Zouaoui and J. R. Wilson. 2001d. Accounting for input model and parameter uncertainty in simulation. Proceedings of the 2001 Winter Simulation Conference, Institute of Electrical and Electronics Engineers, Piscataway, NJ, 290-299.

E. K. Lada, J.-C. Lu, and J. R. Wilson. 2002. A wavelet-based procedure for process fault detection. IEEE Transactions on Semiconductor Manufacturing, Vol. 15, No. 1, to appear.

M. Irizarry, M. E. Kuhl, E. K. Lada, S. Subramanian, and J. R. Wilson. 2002. Analyzing transformation-based simulation metamodels. IIE Transactions, to appear.


Working Papers

B. Deler and B L. Nelson. 2001. Fitting stochastic input models to dependent and multivariate time series input processes. In preparation.

B. Deler and B. L. Nelson. 2001. A vector autoregressive framework for time series input processes: Software and applications. Work in progress.

B. Deler. 2000. Vector Auto-Regressive Processes: A Literature Survey. Working Paper, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL.

E. K. Lada, J.-C. Lu, and J. R. Wilson. 2001. A wavelet-based procedure for process fault detection. Working Paper, Department of Industrial Engineering, North Carolina State Univesity, Raleigh, NC.

M. Irizarry, M. E. Kuhl, E. K. Lada, S. Subramanian, and J. R. Wilson. 2001. Analyzing transformation-based simulation metamodels. Working Paper, Department of Industrial Engineering, North Carolina State Univesity, Raleigh, NC.

E. K. Lada. 2001. A wavelet-based procedure for steady-state simulation output analysis. Working Paper, Graduate Program in Operations Research, North Carolina State Univesity, Raleigh, NC.

M. E. Lassiter. 2000. A Monte Carlo-Based Stochastic Root-Finding Approach to Estimation of Multivariate Distributions with Arbitrary Marginals and Correlation Matrix. Working Paper, Department of Industrial Engineering, North Carolina State Univerity, Raleigh, NC.

F. Zouaoui. 2000. Accounting for Input Uncertainty in Discrete-Event Simulation. Working Paper, Department of Industrial Engineering, North Carolina State Univesity, Raleigh, NC.

M. C. Cario and B. L. Nelson. 1997. Modeling and Generating Random Vectors with Arbitrary Marginal Distributions and Correlation Matrix.


Software

Click here to download ARTAFACTS and ARTAGEN software for time series input modeling.

Click here to download VARTA software for multivariate time series input modeling.

Click here to download PRIME, VISIFIT, IDPF, FITTER1 and MP3 software.


last update 9/25/02