66
Views
5
CrossRef citations to date
0
Altmetric
ORIGINAL ARTICLES

A five-class variance swapping rule for simulation experiments: A correlated-blocks design

&
Pages 713-722 | Received 01 Dec 2003, Accepted 01 Jul 2005, Published online: 27 Sep 2010

References

  • Barton , R. R. Metamodels for simulation input-output relations . Proceedings of the 1992 Winter Simulation Conference . Edited by: Swain , J. , Goldsman , D. , Wilson , J. R. and Crain , R. C. pp. 289 – 299 . Piscataway , NJ : Institute of Electrical and Electronics Engineers .
  • Barton , R. R. Design of experiments for fitting subsystem metamodels . Proceedings of the 1997 Winter Simulation Conference . Edited by: Andradóttir , S. , Healy , K. J. , Withers , D. H. and Nelson , B. L. pp. 303 – 310 . Piscataway , NJ : Institute of Electrical and Electronics Engineers .
  • Batmaz , I. and Tunali , S. 2003 . Small response surface designs for metamodel estimation . European Journal of Operational Research , 145 : 455 – 470 .
  • Caughlin , D. Verification, validation, and accreditation (VV&A) of models and simulations through reduced order metamodels . Proceedings of the 1995 Winter Simulation Conference . Edited by: Alexopoulos , C. , Kang , K. , Lilegdon , W. R. and Goldsman , D. pp. 1405 – 1412 . Piscataway , NJ : Institute of Electrical and Electronics Engineers .
  • Chen , C. H. and Kleijnen , P. C. 1999 . Improved design of queueing simulation experiments with highly heteroscedastic responses . Operations Research , 47 : 762 – 777 .
  • Franklin , M. F. 1985 . Selection of defining contrasts and confounded effects in p n−m factorial experiments . Technometrics , 27 : 165 – 172 .
  • Franklin , M. F. and Bailey , R. A. 1977 . Selection of defining contrasts and confounded effects in two-level experiments . Applied Statistics , 26 : 321 – 326 .
  • Hussey , J. R. , Myers , R. H. and Houck , E. C. 1987a . Correlated simulation experiments in first-order response surface design . Operations Research , 35 : 744 – 758 .
  • Hussey , J. R. , Myers , R. H. and Houck , E. C. 1987b . Pseudo-random number assignment in quadratic response surface designs . IIE Transactions , 19 : 395 – 403 .
  • Kleijnen , J. P.C. , Noordegraaf , A. V. and Nielen , M. Sensitivity analysis of censored output through polynomial, logistic, and tobit regression meta-models: theory and case study . Proceedings of the 2001 Winter Simulation Conference . Edited by: Peters , B. A. , Smith , J. S. , Medeiros , D. J. and Rohrer , M. W. pp. 486 – 491 . Piscataway , NJ : Institute of Electrical and Electronics Engineers .
  • Kleijnen , J. P.C. and Sargent , R. G. 2000 . A methodology for fitting and validating metamodels in simulation . European Journal of Operational Research , 120 : 14 – 29 .
  • Lamb , J. D. and Cheng , R. C.H. 2002 . Optimal allocation of runs in a simulation metamodel with several independent variables . Operations Research Letters , 30 : 189 – 194 .
  • Law , A. M. and Kelton , W. D. 2000 . Simulation Modeling and Analysis, , 3rd edn. , Boston , MA : McGraw-Hill .
  • Montgomery , D. C. 1991 . Design and Analysis of Experiments, , 3rd edn. , New York , NY : Wiley .
  • Montgomery , D. C. and Evans , D. M. 1975 . Second-order response surface designs in computer simulation . Simulation , 25 : 169 – 178 .
  • Racite , M. P. and Lawlor , F. D. Techniques for the development of empirical subsystem models . Proceedings of the 1972 Summer Simulation Conference . Edited by: Horn , M. K. pp. 155 – 162 . Piscataway , NJ : Institute of Electrical and Electronics Engineers .
  • Santos , M. I.R. and Nova , A. M.O. The main issues in nonlinear simulation metamodel estimation . Proceedings of the 1999 Winter Simulation Conference . Edited by: Farrington , P. A. , Nembhard , H. B. , Sturrock , D. T. and Evans , G. W. pp. 502 – 509 . Piscataway , NJ : Institute of Electrical and Electronics Engineers .
  • Sargent , R. G. Validation and verification of simulation models . Proceedings of the 1992 Winter Simulation Conference . Edited by: Swain , J. , Goldsman , D. , Wilson , J. R. and Crain , R. C. pp. 104 – 114 . Piscataway , NJ : Institute of Electrical and Electronics Engineers .
  • Schruben , L. W. Designing correlation induction strategies for simulation experiments . Current Issues in Computer Simulation . Edited by: Adam , N. R. and Dogmatic , A. pp. 235 – 256 . New York , NY : Academic Press .
  • Schruben , L. W. and Margolin , B. H. 1978 . Pseudo-random number assignment in statistically designed simulation and distribution sampling experiments . Journal of the American Statistical Association , 73 : 504 – 525 .
  • Song , W.-M. , Huang , B. R. and Chiu , W. 2003 . Generation of correlated uniform variates , Taiwan , ROC : Tsing Hua University . Technical report
  • Song , W.-M. and Su , C. C. 1996 . An extension of the multiple-blocks strategy on estimating simulation metamodels . IIE Transactions , 28 : 511 – 519 .
  • Song , W.-M. and Su , C. C. 1998 . A three-class variance swapping techniques for simulation experiments . Operations Research Letters , 23 : 63 – 70 .
  • Song , W.-M. , Su , C. C. and Chu , W. C. 2005 . A pseudo-random number assignment strategy for the estimation of quadratic response metamdodels . IIE Transactions , 7 : 657 – 666 .
  • Tew , J. D. 1995 . Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels . European Journal of Operational Research , 87 : 349 – 367 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.