The problem of the initial transient (again), or why MSER works
The problem of the initial transient (again), or why MSER works
复制标题
DOI：
10.1057/jos.2010.19
复制
发表时间：
2010-09
影响因子：
2.5
通讯作者：
K. White;S. Robinson
中科院分区：
文献类型：
--
作者：
K. White;S. Robinson
Hoadet等人（2009）对缓解初始暂态问题的方法进行了全面研究，得出结论认为MSER （White, 1997）是一种高效、有效和稳健的截断规则，适合于自动化。Franklin和White（2008）认为，MSER之所以有效，是因为它最小化了估计稳态均值中均方误差的近似值；Franklinet等（2009）为这一建议提供了实证支持。本文以M/M/1队列为例，在时域和频域对初始化问题进行了清晰的重述，并区分了初始化和自相关的偏置效应。我们证明，减轻初始化偏差不是确定最具代表性的初始条件的问题，最小均方误差是一个更合适的目标。这个演示还反对复制/删除方法对输出分析的效率。
In a comprehensive study of methods for mitigating the problem of the initial transient, Hoadet al(2009) conclude that MSER (White, 1997) is an efficient, effective, and robust truncation rule, appropriate for automation. Franklin and White (2008) suggest that MSER works because it minimizes an approximation to the mean-squared error in the estimated steady-state mean; Franklinet al(2009) offer empirical support for this suggestion. In this paper, we use the example of an M/M/1 queue to provide a clear restatement of initialization problem in both the time and frequency domains, distinguishing between the biasing effects of initialization and autocorrelation. We demonstrate that mitigating initialization bias is not a matter of determining the most representative initial conditionper seand that minimum mean-squared error is a more appropriate objective. This demonstration also argues against the efficiency of the replication/deletion approach to output analysis.