Skip to content

Mention Stewart Robinson re: intervals for choice of warm-up #160

@amyheather

Description

@amyheather

In Stewart Robinson "Simulation: The Practice of Model Development and Use" they state that you should use intervals and that:

"In using Welch's method, the aim should be to select the smallest window size that gives a reasonably smooth line. Although selecting a larger window size will give a smoother line, it also tends to give a more conservative (longer) estimate of the warm-up period. This is wasteful of data and has implications for the run-length. It is also recommended that the (window size) should be no more than a quarter of the total observations in the original time series. If more observations are required, the simulation model should be run for longer".

As I found pythonhealthdatascience/pydesrap_mms#85

Metadata

Metadata

Assignees

Labels

amend pageAmend existing page content

Type

No type

Projects

Status

No status

Milestone

No milestone

Relationships

None yet

Development

No branches or pull requests

Issue actions