Simulation metamodeling with dynamic Bayesian networks

Jirka Poropudas

doi:10.1016/j.ejor.2011.05.007

2011-11-01

PRE

Jirka Poropudas *

Kai Virtanen

DOI：10.1016/j.ejor.2011.05.007

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This paper presents a novel approach to simulation metamodeling using dynamic Bayesian networks (DBNs) in the context of discrete event simulation. A DBN is a probabilistic model that represents the joint distribution of a sequence of random variables and enables the efficient calculation of their marginal and conditional distributions. In this paper, the construction of a DBN based on simulation data and its utilization in simulation analyses are presented. The DBN metamodel allows the study of the time evolution of simulation by tracking the probability distribution of the simulation state over the duration of the simulation. This feature is unprecedented among existing simulation metamodels. The DBN metamodel also enables effective what-if analysis which reveals the conditional evolution of the simulation. In such an analysis, the simulation state at a given time is fixed and the probability distributions representing the state at other time instants are updated. Simulation parameters can be included in the DBN metamodel as external random variables. Then, the DBN offers a way to study the effects of parameter values and their uncertainty on the evolution of the simulation. The accuracy of the analyses allowed by DBNs is studied by constructing appropriate confidence intervals. These analyses could be conducted based on raw simulation data but the use of DBNs reduces the duration of repetitive analyses and is expedited by available Bayesian network software. The construction and analysis capabilities of DBN metamodels are illustrated with two example simulation studies. (C) 2011 Elsevier B.V. All rights reserved.

Keyword:

Simulation

Dynamic Bayesian networks

Discrete event simulation

Simulation metamodeling