This paper proposes a novel method to select an experimental design for interpolation in random simulation.(Though the paper focuses on Kriging, this method may also apply to other types of metamodels such as linear regression models.)Assuming that simulation requires much computer time, it is...

Kriging (Gaussian process, spatial correlation) metamodels approximate the Input/Output (I/O) functions implied by the underlying simulation models; such metamodels serve sensitivity analysis and optimization, especially for computationally expensive simulations. In practice, simulation analysts...

This chapter gives a survey on the use of statistical designs for what-if analysis in simula- tion, including sensitivity analysis, optimization, and validation/verification. Sensitivity analysis is divided into two phases. The first phase is a pilot stage, which consists of screening or...

This paper proposes a novel method to select an experimental design for interpolation in simulation.Though the paper focuses on Kriging in deterministic simulation, the method also applies to other types of metamodels (besides Kriging), and to stochastic simulation.The paper focuses on...

This article presents an econometric analysis of the many data on the sealed-bid auction that sells mussels in Yerseke town, the Netherlands. The goals of this analy- sis are obtaining insight into the important factors that determine the price of these mussels, and quantifying the performance...

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,...

This tutorial discusses what-if analysis and optimization of System Dynamics models. These problems are solved, using the statistical techniques of regression analysis and design of experiments (DOE). These issues are illustrated by applying the statistical techniques to a System Dynamics model...

Abstract: This chapter first summarizes Response Surface Methodology (RSM), which started with Box and Wilson’s article in 1951 on RSM for real, non-simulated systems. RSM is a stepwise heuristic that uses first-order polynomials to approximate the response surface locally. An estimated...

This paper gives a survey on how to validate simulation models through the application of mathematical statistics. The type of statistical test actually applied, depends on the availability of data on the real system: (i) no data, (ii) only output data, and (iii) both input and output data. In...