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AutoSimOA : A Framework for Automated Analysis of Simulation Output. Stewart Robinson (stewart.robinson@warwick.ac.uk) , Katy Hoad, Ruth Davies Funded by EPSRC and SIMUL8 Corporation. The Warwick Simulation Research Group. DES. 7 members of staff 2 research fellows 4 PhD students.
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AutoSimOA:A Framework for Automated Analysis of Simulation Output Stewart Robinson (stewart.robinson@warwick.ac.uk), Katy Hoad, Ruth Davies Funded by EPSRC and SIMUL8 Corporation
The Warwick Simulation Research Group DES 7 members of staff 2 research fellows 4 PhD students Focus on the practice and application of simulation methods SD ABS
The Warwick Simulation Research Group Recent/current projects: • Comparison of DES and SD model building • Agent based modelling of social networks • Effect of model reuse on learning • Conceptual modelling for DES • Agent based modelling for service systems • Human interactions in supply chains • Simulation and lean in the health service • …
The Problem • Prevalence of simulation software: ‘easy-to-develop’ models and use by non-experts. • Simulation software generally have very limited facilities for directing/advising user how to run the model to get accurate estimates of performance. • With a lack of the necessary skills and support, it is highly likely that simulation users are using their models poorly.
Aim • To develop an automated output analysis system that can be implemented in commercial simulation software with a view to improving the use of simulation, particularly by non-expert simulation users.
More formally… • To develop an automated procedure that obtains unbiased estimators (of specified precision) for the population mean and variance (μ and σ2 respectively) for one or more simulation output statistics.
3 Main Decisions • How long a warm-up is needed? • How many replications should be run? • How long a run length is needed?
Work Carried Out for AutoSimOA Project • Classification of different model types and output data properties. • Extensive testing of replications algorithm. • Literature review of (44) warm-up methods. • Tested MSER-5 to destruction using over 3000 data sets. • Literature review of batch means methods. • Development of AutoSimOA.
Enter Analyser AutoSimOA Replications or a single run? Replications Single run Warm-up? Warm-up? No Yes Yes No Replications Calculator Warm-up Analyser Single Run Analyser EXIT Analyser
Confidence Interval Method with ‘Look-ahead’ Precision ≤ 5% Precision > 5% Precision ≤ 5% 95% confidence limits Cumulative mean, f(kLimit) Nsol2 + f(kLimit) Nsol1 Nsol2
Warm-up Analyser • MSER-5 most promising method for automation • Performs robustly and effectively for the majority of data sets tested. • Not model or data type specific. • No estimation of parameters needed. • Can function without user intervention. • Quick to run. • Fairly simple to understand.
Dealing with Initialisation Bias Warm-up Period: MSER-5 Heuristic Minimises mean squared error of output data. Performs analysis on batch mean data – batch size of 5. MSER-5 value calculated as follows:
Dealing with Initialisation Bias Warm-up Period: MSER-5 Heuristic
Heuristic framework around MSER-5 Adaptation in to a sequential procedure: • Iterative procedure for procuring more data when required. • ‘Failsafe’ mechanism - to deal with possibility of data not in steady state; insufficient data provided when highly auto-correlated. • Graphical feedback to user.
Single Run Analyser There are 3 possibilites: • User wants a mean estimate with a CI of a specific precision. • User has a specific run-length in mind & wants a mean estimate with a valid CI at end of run (i.e. no precision requirement). • User neither requires a specific precision nor has a set run length in mind.
SINGLE RUN ANALYSER Use set run-length? NO YES Batch Means Calculator Run-length Calculator Abort ASAP3 LABATCH2 (Steiger et al, 2005) (Fishman, 1998)
Example Implementation of AutoSimOA Data: • ‘user support model’ - simulates calls received, processed and actioned at an IT support help desk (Robinson, 2001). • Output of interest = average time calls spend in the system. • Steady-state output with a substantial initial bias. • True steady-state mean estimated as 2,269 mins (using a long run with 54,000 data points).
Implementation Issues • Output data type – What should and should not be analysed? • Cumulative values, extreme values • Time or entity data • Multiple outputs • Analyse all outputs of interest to user. • Multiple scenarios • Run for all scenarios? Run for just the base case? • Issues regarding run length with ASAP3.
Automation Issues • Generation of more data when required. • Run simulation from present termination point. • Single run vs replications. User involvement: • User decision of ‘what to do’- based on knowledge of nature of model & output. • Warm-up needed? Multiple replications? • One run? Length of run for replications? • Determining if recommendations are reasonable • Graphical aids.
Limitations of AutoSimOA • Not directly able to handle cyclic data. • Unable to analysewarm-up for transient output data subject to initialisation bias. • Only performs an analysis on the mean and variance of the output statistics of interest. • Median, mode, quantiles,… • Provides no facilities for scenario analysis. • Ranking and selection, optimisation,…
ACKNOWLEDGMENTSThis work is part of the Automating Simulation Output Analysis (AutoSimOA) project (http://www.wbs.ac.uk/go/autosimoa) that is funded by the UK Engineering and Physical Sciences Research Council (EP/D033640/1). The work is being carried out in collaboration with SIMUL8 Corporation, who are also providing sponsorship for the project. Stewart Robinson Warwick Business School Brunel DISC Seminar December 2009