Collaborative Research: Effective Sequential Procedures for Risk and Error Estimation in Steady-state Simulation
协作研究:稳态仿真中风险和误差估计的有效顺序程序
基本信息
- 批准号:1232998
- 负责人:
- 金额:$ 20.96万
- 依托单位:
- 依托单位国家:美国
- 项目类别:Standard Grant
- 财政年份:2012
- 资助国家:美国
- 起止时间:2012-09-01 至 2015-08-31
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
This award provides funding for the development, implementation, and evaluation of a comprehensive methodology for steady-state simulation output analysis in a framework called Effective Sequential Procedures for Risk and Error Estimation in Steady-state Simulation (ESPRESS). Specifically, sequential methods for computing point estimators and confidence intervals for the steady-state mean and selected steady-state quantiles of an output process generated by a probabilistic simulation model will be developed. The confidence intervals will meet prespecified accuracy criteria and achieve a user-specified level of reliability in large samples. The steady-state mean describes long-run average performance, e.g., the average number of vehicles produced per month by an automotive assembly plant operating under a fixed capacity. Steady-state quantiles are used to measure the responsiveness of many service facilities and to characterize the risk associated with financial assets,e.g., the 90th percentile of call-waiting time is often used to evaluate the performance of a call center and the 5th percentile of the Value at Risk for a portfolio of financial assets is frequently used to describe the risk of loss on that portfolio. The implementation phase of ESPRESS will lead to computationally efficient statistical-estimation procedures that users can access and apply easily and quickly, which will be tested in the evaluation phase. The ultimate objective of this work is to provide practitioners and researchers with new techniques and public-domain software for the analysis of steady-state simulations that are completely automated, robust, and reliable as well as computationally and statistically efficient.If successful, the research will lead to fully automated sequential steady-state mean- and quantile-estimation procedures which are lacking in virtually all widely used commercial simulation packages. ESPRESS will be directly applicable to large-scale simulation studies in the governmental and military sectors as well as in a variety of industries, including aerospace, distribution, finance, healthcare, manufacturing, telecommunications, and transportation. Educational outreach will be a key component of this project, because all three investigators share a deep commitment to engineering education at both the undergraduate and graduate levels. Results of this project will be used in developing instructional modules for Project MINDSET (www.mindsetproject.org) and for new courses on Monte Carlo methods and their applications that will be developed at both the master's and doctoral levels at the two participating institutions.
该奖项为稳态仿真输出分析的综合方法的开发,实施和评估提供资金,该方法在称为稳态仿真风险和误差估计的有效顺序程序(ESPRESS)的框架中进行。具体而言,连续的方法计算点估计值和置信区间的稳态平均值和选定的稳态分位数的输出过程中产生的概率模拟模型将开发。置信区间将符合预先规定的准确度标准,并在大样本中达到用户规定的可靠性水平。稳态平均值描述长期平均性能,例如,汽车装配厂在固定产能下每月平均生产的汽车数量。稳态分位数用于衡量许多服务设施的响应能力,并描述与金融资产相关的风险,例如,呼叫等待时间的第90百分位数经常用于评估呼叫中心的性能,而金融资产组合的风险价值的第5百分位数经常用于描述该组合的损失风险。ESPRESS的实施阶段将产生计算效率高的估算程序,用户可以方便快捷地获取和应用这些程序,并将在评价阶段对其进行测试。这项工作的最终目标是为从业者和研究人员提供新的技术和公共领域的软件,用于分析完全自动化,鲁棒性和可靠性以及计算和统计效率的稳态模拟。如果成功,这项研究将导致全自动连续稳态均值和分位数,这是几乎所有广泛使用的商业模拟软件包所缺乏的估计程序。ESPRESS将直接适用于政府和军事部门以及各种行业的大规模仿真研究,包括航空航天,分销,金融,医疗保健,制造,电信和运输。教育推广将是这个项目的一个关键组成部分,因为所有三个研究人员都对本科和研究生阶段的工程教育有着深刻的承诺。该项目的成果将用于为"思维"项目(www.example.com)和为两个参与机构的硕士和博士生开设的关于蒙特卡罗方法及其应用的新课程开发教学模块。
项目成果
期刊论文数量(0)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
数据更新时间:{{ journalArticles.updateTime }}
{{
item.title }}
{{ item.translation_title }}
- DOI:
{{ item.doi }} - 发表时间:
{{ item.publish_year }} - 期刊:
- 影响因子:{{ item.factor }}
- 作者:
{{ item.authors }} - 通讯作者:
{{ item.author }}
数据更新时间:{{ journalArticles.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ monograph.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ sciAawards.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ conferencePapers.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ patent.updateTime }}
James Wilson其他文献
Public Value, Maximization and Health Policy: An Examination of Hausman’s Restricted Consequentialism
公共价值、最大化和卫生政策:豪斯曼有限后果主义的检验
- DOI:
- 发表时间:
2016 - 期刊:
- 影响因子:0
- 作者:
James Wilson - 通讯作者:
James Wilson
Recent Updates in Nutrition After Spinal Cord Injury: 2015 Through 2021
脊髓损伤后营养的最新更新:2015 年至 2021 年
- DOI:
10.1007/s40141-022-00367-2 - 发表时间:
2022 - 期刊:
- 影响因子:1.1
- 作者:
James Wilson;Amber Brochetti;Suzanna Shermon;Elizabeth Twist - 通讯作者:
Elizabeth Twist
Therapeutic Community Treatment for Personality Disordered Adults: Changes in Neurotic Symptomatology on Follow-Up
人格障碍成人的社区治疗:随访中神经症症状的变化
- DOI:
- 发表时间:
1992 - 期刊:
- 影响因子:7.5
- 作者:
B. Dolan;C. Evans;James Wilson - 通讯作者:
James Wilson
The use of magnetically-controlled growing rods to treat children with early-onset scoliosis: early radiological results in 19 children.
使用磁控生长棒治疗早发性脊柱侧弯儿童:19 名儿童的早期放射学结果。
- DOI:
10.1302/0301-620x.98b9.37545 - 发表时间:
2016 - 期刊:
- 影响因子:0
- 作者:
W. Thompson;C. Thakar;D. Rolton;James Wilson;Colin Nnadi - 通讯作者:
Colin Nnadi
Avoiding unrealistic behaviour in coupled reactive-transport simulations of cation exchange and mineral kinetics in clays
避免粘土中阳离子交换和矿物动力学的耦合反应输运模拟中的不切实际行为
- DOI:
10.1180/clm.2019.7 - 发表时间:
2019 - 期刊:
- 影响因子:1.5
- 作者:
S. Benbow;James Wilson;R. Metcalfe;Jarmo Lehikoinen - 通讯作者:
Jarmo Lehikoinen
James Wilson的其他文献
{{
item.title }}
{{ item.translation_title }}
- DOI:
{{ item.doi }} - 发表时间:
{{ item.publish_year }} - 期刊:
- 影响因子:{{ item.factor }}
- 作者:
{{ item.authors }} - 通讯作者:
{{ item.author }}
{{ truncateString('James Wilson', 18)}}的其他基金
Collaborative Research: ATD: Rapid Structure Recovery and Outlier Detection in Multidimensional Data
合作研究:ATD:多维数据中的快速结构恢复和异常值检测
- 批准号:
2319370 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Collaborative Research: New Algorithms for Group Isomorphism
协作研究:群同构的新算法
- 批准号:
1620454 - 财政年份:2016
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Funding for a conference on Groups, Computation, and Geometry, June 9-13, 2014
为 2014 年 6 月 9 日至 13 日举行的群、计算和几何会议提供资助
- 批准号:
1406494 - 财政年份:2014
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
RAPID: A Retrospective Oral History of Computer Simulation
RAPID:计算机模拟的回顾性口述历史
- 批准号:
1150107 - 财政年份:2011
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Collaborative Doctoral 2010 Grant - Liberty and Public Protection in Infectious Disease Policy
2010 年合作博士补助金 - 传染病政策中的自由和公共保护
- 批准号:
AH/I505695/1 - 财政年份:2010
- 资助金额:
$ 20.96万 - 项目类别:
Training Grant
CNH: Fine-Scale Dynamics of Human Adaptation in Coupled Natural and Social Systems: An Integrated Computational Approach Applied to Three Fisheries
CNH:耦合自然和社会系统中人类适应的精细尺度动力学:应用于三种渔业的综合计算方法
- 批准号:
0909449 - 财政年份:2009
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
International Planning Visit: Linking Physiology and Dispersal to Population Cycles in Norwegian Lemmings; a New Look at the Charnov-Finerty Hypothesis
国际规划访问:将挪威旅鼠的生理学和传播与种群周期联系起来;
- 批准号:
0757022 - 财政年份:2008
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Fabrication, Operation and Data Analysis of the University of Denver Low Turbulence Inlets on the NCAR C-130 for ACE-Asia
丹佛大学 NCAR C-130 ACE-Asia 低湍流入口的制造、操作和数据分析
- 批准号:
0098122 - 财政年份:2001
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
相似国自然基金
Research on Quantum Field Theory without a Lagrangian Description
- 批准号:24ZR1403900
- 批准年份:2024
- 资助金额:0.0 万元
- 项目类别:省市级项目
Cell Research
- 批准号:31224802
- 批准年份:2012
- 资助金额:24.0 万元
- 项目类别:专项基金项目
Cell Research
- 批准号:31024804
- 批准年份:2010
- 资助金额:24.0 万元
- 项目类别:专项基金项目
Cell Research (细胞研究)
- 批准号:30824808
- 批准年份:2008
- 资助金额:24.0 万元
- 项目类别:专项基金项目
Research on the Rapid Growth Mechanism of KDP Crystal
- 批准号:10774081
- 批准年份:2007
- 资助金额:45.0 万元
- 项目类别:面上项目
相似海外基金
Collaborative Research: Using models and historical data to guide effective monitoring and enhance understanding of deep ocean oxygen variability
合作研究:利用模型和历史数据指导有效监测并增强对深海氧气变化的理解
- 批准号:
2242742 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Collaborative Research: An Effective and Efficient Low-Cost Alternate to Cell Aware Test Generation for Cell Internal Defects
协作研究:针对电池内部缺陷的电池感知测试生成有效且高效的低成本替代方案
- 批准号:
2331003 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Collaborative Research: Effective Numerical Schemes for Fundamental Problems Related to Incompressible Fluids
合作研究:与不可压缩流体相关的基本问题的有效数值方案
- 批准号:
2309748 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Collaborative Research: FuSe: Spin Gapless Semiconductors and Effective Spin Injection Design for Spin-Orbit Logic
合作研究:FuSe:自旋无间隙半导体和自旋轨道逻辑的有效自旋注入设计
- 批准号:
2328830 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别:
Continuing Grant
Collaborative Research: SaTC: EDU: Dual-track Role-based Learning for Cybersecurity Analysts and Engineers for Effective Defense Operation with Data Analytics
协作研究:SaTC:EDU:网络安全分析师和工程师基于角色的双轨学习,通过数据分析实现有效的防御操作
- 批准号:
2228002 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Collaborative Research: SaTC: EDU: Dual-track Role-based Learning for Cybersecurity Analysts and Engineers for Effective Defense Operation with Data Analytics
协作研究:SaTC:EDU:网络安全分析师和工程师基于角色的双轨学习,通过数据分析实现有效的防御操作
- 批准号:
2228001 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Collaborative Research: Using models and historical data to guide effective monitoring and enhance understanding of deep ocean oxygen variability
合作研究:利用模型和历史数据指导有效监测并增强对深海氧气变化的理解
- 批准号:
2242741 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Collaborative Research: III: Medium: Towards Effective Detection and Mitigation for Shortcut Learning: A Data Modeling Framework
协作研究:III:媒介:针对捷径学习的有效检测和缓解:数据建模框架
- 批准号:
2310262 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Collaborative Research: III: Medium: Towards Effective Detection and Mitigation for Shortcut Learning: A Data Modeling Framework
协作研究:III:媒介:针对捷径学习的有效检测和缓解:数据建模框架
- 批准号:
2310261 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别:
Standard Grant
Enabling High-Impact Collaborative Clinical and Translational Research through Effective Information Management: A Prototype Intervention
通过有效的信息管理实现高影响力的协作临床和转化研究:原型干预
- 批准号:
10637143 - 财政年份:2023
- 资助金额:
$ 20.96万 - 项目类别: