Current Issues in Frequency Domain Experimentation

This paper presents an examination of certain issues in Frequency Domain Experimentation FDE for discrete event simulation. Experimental results are presented to demonstrate that i conclusions drawn from FDE are dependent on the oscillation frequency and unless frequencies are chosen carefully, misleading results can be obtained; ii interpretation of results from frequency domain experiments are fundamentally different from the interpretation of results from regression analysis-specifically, a term found significant by FDE is not to be interpreted as a term able to explain a significant portion of the variation in the response over the experimental region; and iii basic assumptions required for FDE, in particular the assumption that input and output processes constitute a time-invariant linear system, do not hold for M/M/1 queues. Other issues discussed are indexing, run length determination, computational effort, and why FDE is not applicable for terminating simulations. It is concluded that further developments are needed before FDE can be used by practitioners.

[1]  K. Narendra,et al.  An iterative method for the identification of nonlinear systems using a Hammerstein model , 1966 .

[2]  Chris Chatfield,et al.  The Analysis of Time Series: An Introduction , 1981 .

[3]  Lee W. Schruben,et al.  Simulation sensitivity analysis: A frequency domain approach , 1981, WSC '81.

[4]  Lee W. Schruben,et al.  Simulation optimization using frequency domain methods , 1986, WSC '86.

[5]  J. Kleijnen Statistical tools for simulation practitioners , 1986 .

[6]  Arnold H. Buss,et al.  A model for frequency domain experiments , 1987, WSC '87.

[7]  Lee W. Schruben,et al.  Frequency domain metamodelling of a feedback queue , 1987, WSC '87.

[8]  Robert G. Sargent,et al.  Application of Frequency Domain Experiments to Simulations of Computer Systems , 1987, International Symposium on Computer Modeling, Measurement and Evaluation.

[9]  Lee W. Schruben,et al.  An experimental procedure for simulation response surface model identification , 1987, CACM.

[10]  L. Schruben,et al.  A Dynamic Response Surface Model for Frequency Domain Simulation Experiments , 1988 .

[11]  Sheldon Howard Jacobson,et al.  Discrete event computer simulation response optimization in the frequency domain , 1988 .

[12]  Tapas K. Som,et al.  Alternative methods for generating and analyzing the output series of frequency domain experiments , 1988, WSC '88.

[13]  W. Whitt Planning queueing simulations , 1989 .

[14]  W. Whitt The efficiency of one long run versus independent replication in steady-state simulation , 1991 .