Design Experiments For The Construction Of Simulation Metamodels

Metamodels are used as analysis tools for solving optimization problems or as surrogates used as building blocks in larger scale simulations. The metamodel replaces the simulation model by a simplified input-output relationship, frequently a mathematical function with customized parameters. The construction of a metamodel is based on the simulation results for a set of design points. In order to collect statistical information each design point may be simulated repeatedly. This paper explores the precision of the resulting metamodel based on the tradeoff between higher number of design points versus a higher number of replications at a smaller number of design points.

[1]  R. D. Hurrion Using a Neural Network to Enhance the Decision Making Quality of a Visual Interactive Simulation Model , 1992 .

[2]  M. F. Fuller,et al.  Practical Nonparametric Statistics; Nonparametric Statistical Inference , 1973 .

[3]  Paul K. Davis,et al.  Motivated Metamodels , 2002 .

[4]  Jack P. C. Kleijnen,et al.  Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping , 2008, Eur. J. Oper. Res..

[5]  Christos Alexopoulos,et al.  A Comprehensive Review of Methods for Simulation Output Analysis , 2006, Proceedings of the 2006 Winter Simulation Conference.

[6]  J. Kleijnen,et al.  Two-stage versus sequential sample-size determination in regression analysis of simulation experiments , 1992 .

[7]  M. Isabel Reis dos Santos,et al.  Using subsystem linear regression metamodels in stochastic simulation , 2009, Eur. J. Oper. Res..

[8]  Jack P. C. Kleijnen,et al.  Validation of trace-driven simulation models: more on bootstrap tests , 2000, 2000 Winter Simulation Conference Proceedings (Cat. No.00CH37165).

[9]  M. Isabel Reis dos Santos,et al.  Sequential experimental designs for nonlinear regression metamodels in simulation , 2008, Simul. Model. Pract. Theory.

[10]  Jack P. C. Kleijnen,et al.  A methodology for fitting and validating metamodels in simulation , 2000, Eur. J. Oper. Res..

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

[12]  Jack P. C. Kleijnen,et al.  Simulation: A Statistical Perspective , 1992 .

[13]  Andrzej Bargiela,et al.  Granular prototyping in fuzzy clustering , 2004, IEEE Transactions on Fuzzy Systems.

[14]  Jack Kleijnen,et al.  White noise' assumptions revisited: Regression metamodels & experimental design in practice , 2006, Proceedings of the 2006 Winter Simulation Conference.

[15]  Andrzej Bargiela,et al.  A model of granular data: a design problem with the Tchebyschev FCM , 2005, Soft Comput..

[16]  M. Isabel Reis dos Santos,et al.  Statistical fitting and validation of non-linear simulation metamodels: A case study , 2006, Eur. J. Oper. Res..

[17]  Tom Dhaene,et al.  Sequential design and rational metamodelling , 2005, Proceedings of the Winter Simulation Conference, 2005..

[18]  Jack P. C. Kleijnen Design and Analysis of Simulation Experiments , 2007 .

[19]  Andrzej Bargiela,et al.  Fuzzy fractal dimensions and fuzzy modeling , 2003, Inf. Sci..

[20]  T. Simpson,et al.  Comparative studies of metamodeling techniques under multiple modeling criteria , 2000 .

[21]  M. R. Irving,et al.  Observability Determination in Power System State Estimation Using a Network Flow Technique , 1986, IEEE Transactions on Power Systems.

[22]  Jack P. C. Kleijnen,et al.  Validation of Trace-Driven Simulation Models: A Novel Regression Test , 1998 .

[23]  Jack P. C. Kleijnen,et al.  Application-driven sequential designs for simulation experiments: Kriging metamodelling , 2004, J. Oper. Res. Soc..

[24]  Stephen E. Chick,et al.  Bayesian methods for discrete event simulation , 2004, Proceedings of the 2004 Winter Simulation Conference, 2004..