Simulation Factor Screening Using Harmonic Analysis

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.

MoreLess

Year of publication:	1993
Authors:	Morrice, Douglas J. ; Schruben, Lee W.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 39.1993, 12, p. 1459-1476
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS
Subject:	computer simulation \| factor screening \| experimental design \| harmonic analysis \| frequency domain methodology

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.39.12.1459 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009208510