Patent ID: 7643972
Filing Date: 2010-01-05
Classification: G06Q

Abstract:
1. A computer-implemented method that estimates confidence intervals for output generated from a computer simulation program that simulates a physical stochastic process, comprising: executing software instructions on one or more computer processors to receive from the computer simulation program, output that simulates the physical stochastic process, wherein the physical stochastic simulated output includes observations that are non-normal and that exhibit one or more correlations between successive observations; executing software instructions on the one or more computer processors to compute spaced batch means for the physical stochastic simulated output; executing software instructions on the one or more computer processors to apply a plurality of statistical tests including a test for correlation of the physical stochastic simulated output, upon the physical stochastic simulated output; executing software instructions on the one or more computer processors to increase a batch size associated with the physical stochastic simulated output if the test for correlation of the physical stochastic simulated output fails; and executing software instructions on the one or more computer processors to use the increased batch size to determine a confidence interval for the physical stochastic simulated output, wherein the determined confidence interval is provided for analysis of the physical stochastic process.