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Automatic run-time choice for simulation length in mimesis
Published online by Cambridge University Press: 15 August 2002
Abstract
This paper presents an algorithm which prevents a simulation user from choosing a simulation length. This choice is always tricky and often leads to CPU-time waste, not to mention user-time waste.Too often, simulation users forget to compute confidence intervals: they only guess a simulation length and ignore the confidence on the simulation results. Those who do compute them generally try severallengths (and thus run several simulations) so as to obtain small enough confidence intervals.The algorithm aims at optimizing this length choice by running onlyone simulation and by stopping it nearly as soon as possible, i.e. when some predefined relative confidence intervals on each of the performance criteria are reached. For this purpose, the confidence intervals are periodically computed, at run-time, with the batch mean method. According to these intermediate results and to estimatorsproperties, a mobile simulation length is (also periodically) predicted.The algorithm automatically determines batch size and batches number. This process goes on until all confidence intervals are smaller thanthe predefined thresholds.This algorithm is implemented in MIMESIS, a computer architectureperformance evaluation tool.
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- © EDP Sciences, 1999