The Steady State block provides an automated procedure for producing a confidence interval estimator for a steady-state mean response in a nonterminating simulation model. The procedure is based on spaced batch means (see Lada, Steiger, and Wilson (2008)). You specify the precision and coverage-probability requirements for the desired confidence interval. The Steady State block can be used for both time-dependent and time-independent data.
The Steady State block requires a link to its InData port from which it can pull a data model at simulation start-up time. If there are no connections to the InData port or the Steady State block cannot pull a data model from its InData port, the block does not start. Using the properties dialog box, you specify the name of the data model variable that contains the numeric values to use to construct a confidence interval. You also use controls in the properties dialog box to set the desired relative precision of the half-width of the confidence interval along with the coverage-probability parameter.
The Steady State block controls the length of the simulation run within the limits of the EndTime system parameter specified in the current Experiment window. If the Steady State block fails to acquire sufficient data needed to calculate the desired confidence interval before reaching the EndTime value of the experimental design point, the simulation terminates and no confidence interval is output. If the block is successful in calculating the desired confidence interval, it pushes the lower and upper limits of the confidence interval out its OutLowerLimit and OutUpperLimit ports, respectively. If the EndTime value is infinity, then the model runs until the Steady State block is able to deliver a confidence interval that satisfies the specified precision requirement.
The Steady State block pushes the simulation time value associated with the last data value of the estimated warm-up period out its OutWarmUpTime port at the point its algorithm detects this value.
Since the Steady State block controls the running of the simulation, only one Steady State block should be used per model.
- InData
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Input port for a SimDataModel.
- OutLowerLimit
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Output numeric port for the lower limit of the confidence interval.
- OutUpperLimit
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Output numeric port for the upper limit of the confidence interval.
- OutWarmUpTime
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Output numeric port for the simulation clock time associated with the last data value of the estimated warm-up period.
- Variable Name
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Specifies the name of the variable in the SimDataModel to be used for data values.
- Desired Precision
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Specifies the desired relative half-width of the calculated confidence interval. For example, a desired precision of 0.075 indicates that you want the final confidence interval half-width to be within +/– 7.5% of the estimated mean.
- Beta
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Specifies the coverage probability for the confidence interval. For example, a Beta value of 0.05 indicates you want a 95% (1.0 – 0.05) confidence interval.