Simulation of Markovian models using Bootstrap method

Ricardo M. Czekster; Paulo Fernandes; Afonso Sales; Dione Taschetto; Thais Webber

Simulation of Markovian models using Bootstrap method

Ricardo M. Czekster^*, Paulo Fernandes, Afonso Sales, Dione Taschetto, Thais Webber

^*Corresponding author for this work

School of Computer Science

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

Simulation is an interesting alternative to solve Markovian models. However, when compared to analytical and numerical solutions it suffers from a lack of precision in the results due to the very nature of simulation, which is the choice of samples through pseudorandom generation. This paper proposes a different way to simulate Markovian models by using a Bootstrap-based statistical method to minimize the effect of sample choices. The effectiveness of the proposed method, called Bootstrap simulation, is compared to the numerical solution results for a set of examples described using Stochastic Automata Networks modeling formalism.

Original language	English
Title of host publication	Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010
Pages	564-569
Number of pages	6
Edition	1 BOOK
Publication status	Published - 2010
Event	Summer Computer Simulation Conference, SCSC 2010, Part of the 2010 Summer Simulation Multiconference, SummerSim 2010 - Ottawa, ON, Canada Duration: 12 Jul 2010 → 14 Jul 2010

Publication series

Name	Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010
Number	1 BOOK

Conference

Conference	Summer Computer Simulation Conference, SCSC 2010, Part of the 2010 Summer Simulation Multiconference, SummerSim 2010
Country/Territory	Canada
City	Ottawa, ON
Period	12/07/10 → 14/07/10

Keywords

Bootstrap method
Discrete event simulation
Markovian models

Cite this

Czekster, R. M., Fernandes, P., Sales, A., Taschetto, D., & Webber, T. (2010). Simulation of Markovian models using Bootstrap method. In Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010 (1 BOOK ed., pp. 564-569). (Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010; No. 1 BOOK).

Czekster, Ricardo M. ; Fernandes, Paulo ; Sales, Afonso et al. / Simulation of Markovian models using Bootstrap method. Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010. 1 BOOK. ed. 2010. pp. 564-569 (Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010; 1 BOOK).

@inproceedings{47013d0937284548b3e420cbd8b8ec23,

title = "Simulation of Markovian models using Bootstrap method",

abstract = "Simulation is an interesting alternative to solve Markovian models. However, when compared to analytical and numerical solutions it suffers from a lack of precision in the results due to the very nature of simulation, which is the choice of samples through pseudorandom generation. This paper proposes a different way to simulate Markovian models by using a Bootstrap-based statistical method to minimize the effect of sample choices. The effectiveness of the proposed method, called Bootstrap simulation, is compared to the numerical solution results for a set of examples described using Stochastic Automata Networks modeling formalism.",

keywords = "Bootstrap method, Discrete event simulation, Markovian models",

author = "Czekster, {Ricardo M.} and Paulo Fernandes and Afonso Sales and Dione Taschetto and Thais Webber",

note = "Copyright: Copyright 2013 Elsevier B.V., All rights reserved.; Summer Computer Simulation Conference, SCSC 2010, Part of the 2010 Summer Simulation Multiconference, SummerSim 2010 ; Conference date: 12-07-2010 Through 14-07-2010",

year = "2010",

language = "English",

isbn = "9781617387029",

series = "Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010",

number = "1 BOOK",

pages = "564--569",

booktitle = "Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010",

edition = "1 BOOK",

}

Czekster, RM, Fernandes, P, Sales, A, Taschetto, D & Webber, T 2010, Simulation of Markovian models using Bootstrap method. in Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010. 1 BOOK edn, Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010, no. 1 BOOK, pp. 564-569, Summer Computer Simulation Conference, SCSC 2010, Part of the 2010 Summer Simulation Multiconference, SummerSim 2010, Ottawa, ON, Canada, 12/07/10.

Simulation of Markovian models using Bootstrap method. / Czekster, Ricardo M.; Fernandes, Paulo; Sales, Afonso et al.
Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010. 1 BOOK. ed. 2010. p. 564-569 (Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010; No. 1 BOOK).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - Simulation of Markovian models using Bootstrap method

AU - Czekster, Ricardo M.

AU - Fernandes, Paulo

AU - Sales, Afonso

AU - Taschetto, Dione

AU - Webber, Thais

PY - 2010

Y1 - 2010

N2 - Simulation is an interesting alternative to solve Markovian models. However, when compared to analytical and numerical solutions it suffers from a lack of precision in the results due to the very nature of simulation, which is the choice of samples through pseudorandom generation. This paper proposes a different way to simulate Markovian models by using a Bootstrap-based statistical method to minimize the effect of sample choices. The effectiveness of the proposed method, called Bootstrap simulation, is compared to the numerical solution results for a set of examples described using Stochastic Automata Networks modeling formalism.

AB - Simulation is an interesting alternative to solve Markovian models. However, when compared to analytical and numerical solutions it suffers from a lack of precision in the results due to the very nature of simulation, which is the choice of samples through pseudorandom generation. This paper proposes a different way to simulate Markovian models by using a Bootstrap-based statistical method to minimize the effect of sample choices. The effectiveness of the proposed method, called Bootstrap simulation, is compared to the numerical solution results for a set of examples described using Stochastic Automata Networks modeling formalism.

KW - Bootstrap method

KW - Discrete event simulation

KW - Markovian models

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M3 - Conference contribution

AN - SCOPUS:78650753609

SN - 9781617387029

T3 - Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010

SP - 564

EP - 569

BT - Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010

T2 - Summer Computer Simulation Conference, SCSC 2010, Part of the 2010 Summer Simulation Multiconference, SummerSim 2010

Y2 - 12 July 2010 through 14 July 2010

ER -

Czekster RM, Fernandes P, Sales A, Taschetto D, Webber T. Simulation of Markovian models using Bootstrap method. In Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010. 1 BOOK ed. 2010. p. 564-569. (Summer Computer Simulation Conference, SCSC 2010 - Proceedings of the 2010 Summer Simulation Multiconference, SummerSim 2010; 1 BOOK).

Simulation of Markovian models using Bootstrap method

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Keywords

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