[go: up one dir, main page]
More Web Proxy on the site http://driver.im/ skip to main content
article

Simulation Factor Screening Using Harmonic Analysis

Published: 01 December 1993 Publication History

Abstract

In this paper, we provide a quantitative approach to Frequency Domain Methodology FDM using harmonic analysis. For a certain class of metamodels, we give the frequency domain hypothesis and develop the corresponding hypothesis test. Minimum simulation model run length information for FDM is provided for a subclass of these metamodels. We discuss factor screening designs to increase the power of the test and illustrate these designs by an example.

References

[1]
Anderson, T. W., The Statistical Analysis of Time Series, John Wiley & Sons, New York, 1971.
[2]
Brockwell, P J. and R. A. Davis, Time Series: Theory and Methods (Second Ed.), Springer-Verlag, New York, 1991.
[3]
Daley, D. J., "The Serial Correlation Coefficients of Waiting Times in a Stationary Single Server Queue," J. Australian Math. Soc, 8 (1968), 683-699.
[4]
Heidelberger, P. and P. D. Welch, "A Spectral Method for Confidence Interval Generation and Run Length Control in Simulations," Comm. ACM, 24 (1981), 233-245.
[5]
IMSL, IMSL STAT/ LIBRARY: FORTRAN Routines for Statistical Analysis, Version 1.0, Distributed by International Mathematical and Statistical Libraries, Inc., Houston, TX, 1987.
[6]
Jacobson, S. H., A. H. Buss, and L. W. Schruben, "Driving Frequency Selection for Frequency Domain Simulation Experiments," Operations Research, 39 (1991), 917-924.
[7]
Jacobson, S. H., A. H. Buss, and L. W. Schruben, D. J. Morrice, and L. W. Schruben, "The Global Simulation Clock as the Frequency Domain Experiment Index," in Proceedings of the 1988 Winter Simulation Conference, M. A. Abrams, P. L. Haigh, and J. C. Comfort (Eds.), Institute of Electrical and Electronics Engineers, San Diego, CA, 1988, 558-563.
[8]
Judge, G. G., W. E. Griffiths, R. C. Hill, H. Lutkepohl, and T. Lee, The Theory and Practice of Econometrics, Second Ed., John Wiley & Sons, New York, 1985.
[9]
Mitra, M. and S. K. Park, "Solution to the Indexing Problem of Frequency Domain Simulation Experiments," in Proceedings of the 1991 Winter Simulation Conference, B. L. Nelson, W. D. Kelton, and G. M. Clark (Eds.), Institute of Electrical and Electronics Engineers, Phoenix, AZ, 1991, 907-915.
[10]
Morrice, D. J., "On the Selection and Implementation of the Frequency Domain Experiment Index," Center for Statistical Sciences Technical Report No. 98, The University of Texas, Austin, TX, 1991.
[11]
Morrice, D. J., "Simulation Factor Screening," Ph.D. Dissertation, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY, 1990.
[12]
Priestley, M. B., Spectral Analysis and Time Series, Volumes 1 and 2, Academic Press, San Diego, CA, 1981.
[13]
Robinson, J. K., L. W. Schruben, and J. W. Fowler, "Experimenting with Large-Scale Semiconductor Manufacturing Simulations: A Frequency Domain Approach to Factor Screening," in Proceedings of the 1993 IIE Research Conference, D. Mitta, L. Burke, G. Tonkay, J. English, J. Galliamore, and G. Klutke (Eds.), Institute of Industrial Engineers, Los Angeles, CA, 1993, 112-116.
[14]
Rosenthal, R., "Combining Results of Independent Studies," Psychological Bull., 85 (1978), 185-193.
[15]
Sargent, R. G. and T. K. Som, "Current Issues in Frequency Domain Experimentation," Management Sci., 38 (1992), 667-687.
[16]
Scheffé, H., The Analysis of Variance, John Wiley & Sons, New York, 1959.
[17]
Schruben, L. W. and V. J. Cogliano, "An Experimental Procedure for Simulation Response Surface Model Identification," Commu. Association for Computing Machinery, 30 (1987), 716-730.
[18]
Som, T. K., R. G. Sargent, and L. W. Schruben, "Frequency Domain Metamodeling of a Feedback Queue," in Proceedings of the 1987 Winter Simulation Conference, A. Thesen, H. Grant, and W. D. Kelton (Eds.), Institute of Electrical and Electronics Engineers, Atlanta, GA, 1987, 419-423.
[19]
Taylor, H. M. and S. Karlin, An Introduction to Stochastic Modeling, Academic Press, Orlando, FL, 1984.
[20]
Watson, G. S., "Linear Least Squares Regression," Ann. Math. Statistics, 38 (1967), 1679-1699.

Cited By

View all

Recommendations

Comments

Please enable JavaScript to view thecomments powered by Disqus.

Information & Contributors

Information

Published In

cover image Management Science
Management Science  Volume 39, Issue 12
December 1993
116 pages

Publisher

INFORMS

Linthicum, MD, United States

Publication History

Published: 01 December 1993

Author Tags

  1. computer simulation
  2. experimental design
  3. factor screening
  4. frequency domain methodology
  5. harmonic analysis

Qualifiers

  • Article

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • Downloads (Last 12 months)0
  • Downloads (Last 6 weeks)0
Reflects downloads up to 21 Dec 2024

Other Metrics

Citations

Cited By

View all
  • (2017)History of improving statistical efficiencyProceedings of the 2017 Winter Simulation Conference10.5555/3242181.3242193(1-23)Online publication date: 3-Dec-2017
  • (2002)Simulation input analysisProceedings of the 34th conference on Winter simulation: exploring new frontiers10.5555/1030453.1030509(400-406)Online publication date: 8-Dec-2002
  • (2001)Output modelingProceedings of the 33nd conference on Winter simulation10.5555/564124.564131(30-38)Online publication date: 9-Dec-2001
  • (1999)ABC's of output analysisProceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 110.1145/324138.324144(24-32)Online publication date: 1-Dec-1999
  • (1998)Simulation metamodelsProceedings of the 30th conference on Winter simulation10.5555/293172.293221(167-176)Online publication date: 1-Dec-1998
  • (1995)A Weighted Least Squares Approach to Computer Simulation Factor ScreeningOperations Research10.1287/opre.43.5.79243:5(792-806)Online publication date: 1-Oct-1995
  • (1994)MetamodelingProceedings of the 26th conference on Winter simulation10.5555/193201.194027(237-244)Online publication date: 11-Dec-1994

View Options

View options

Media

Figures

Other

Tables

Share

Share

Share this Publication link

Share on social media