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Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2008

Design Of Experiments (DOE) is needed for experiments with real-life systems, and with either deterministic or random simulation models. This contribution discusses the different types of DOE for these three domains, but focusses on random simulation. DOE may have two goals: sensitivity analysis...

Persistent link: https://www.econbiz.de/10011090795

White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2006

Classic linear regression models and their concomitant statistical designs assume a univariate response and white noise.By definition, white noise is normally, independently, and identically distributed with zero mean.This survey tries to answer the following questions: (i) How realistic are...

Persistent link: https://www.econbiz.de/10011090588

Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2006

This tutorial explains the basics of linear regression models. especially low-order polynomials. and the corresponding statistical designs. namely, designs of resolution III, IV, V, and Central Composite Designs (CCDs).This tutorial assumes 'white noise', which means that the residuals of the...

Persistent link: https://www.econbiz.de/10011091274

Application-driven Sequential Designs for Simulation Experiments : Kriging Metamodeling

Kleijnen, Jack P.C.; van Beers, W.C.M. - Tilburg University, Center for Economic Research - 2003

focuses on Kriging in deterministic simulation, the method also applies to other types of metamodels (besides Kriging), and to …

Persistent link: https://www.econbiz.de/10011092545

Simulation Experiments in Practice : Statistical Design and Regression Analysis

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2007

In practice, simulation analysts often change only one factor at a time, and use graphical analysis of the resulting Input/Output (I/O) data. Statistical theory proves that more information is obtained when applying Design Of Experiments (DOE) and linear regression analysis. Unfortunately,...

Persistent link: https://www.econbiz.de/10011092593

Screening Experiments for Simulation : A Review

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2007

This article reviews so-called screening in simulation; i.e., it examines the search for the really important factors in experiments with simulation models that have very many factors (or inputs). The article focuses on a most efficient and effec- tive screening method, namely Sequential...

Persistent link: https://www.econbiz.de/10011090683

Kriging Metamodeling in Simulation : A Review

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2007

formulas contrasting Kriging and classic linear regression metamodels. Furthermore, it extends Kriging to random simulation …

Persistent link: https://www.econbiz.de/10011092363

A Methodology for Fitting and Validating Metamodels in Simulation

Kleijnen, Jack P.C.; Sargent, R. - Tilburg University, Center for Economic Research - 1997

This expository paper discusses the relationships among metamodels, simulation models, and problem entities. A … and validating a metamodel. Metamodels may have different goals: (i) understanding, (ii) prediction, (iii) optimization …. Metamodels in general are covered, along with a procedure for developing linear regression (including polynomial) metamodels. …

Persistent link: https://www.econbiz.de/10011092434