Initial transient effects in the frequency domain

Douglas J. Morrice, Lee W. Schruben, Sheldon Howard Jacobson

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The effect of an additive initial transient on the harmonic estimates used in frequency-domain simulation factor screening experiments is discussed. It is shown that under reasonable conditions, the harmonic effect is asymptotically negligible. This implies that the initial transient effect is no worse, asymptotically, in the frequency domain than in the time domain. For finite sample sizes, it is shown how the additive initial transient effect changes the distribution of the signal-to-noise ratio, which in turn may affect the power of the statistic for rejecting the null hypothesis. In order to reduce an additive initial transient effect, the difference between corresponding observations from the signal and noise runs can be considered. If the transient is identical for both runs, then it is eliminated in this difference between the signal and noise runs.

Original languageEnglish (US)
Title of host publication90 Winter Simulation Conf.
PublisherPubl by IEEE
Pages357-359
Number of pages3
ISBN (Print)0911801723
StatePublished - Dec 1990
Externally publishedYes
Event1990 Winter Simulation Conference Proceedings - New Orleans, LA, USA
Duration: Dec 9 1990Dec 12 1990

Other

Other1990 Winter Simulation Conference Proceedings
CityNew Orleans, LA, USA
Period12/9/9012/12/90

ASJC Scopus subject areas

  • Chemical Health and Safety
  • Software
  • Safety, Risk, Reliability and Quality
  • Applied Mathematics
  • Modeling and Simulation

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