Design of experiments: overview

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 and optimization. This contribution starts with classic DOE including 2k--p and Central Composite Designs (CCDs). Next, it discusses factor screening through Sequential Bifurcation. Then it discusses Kriging including Latin Hypercube Sampling and sequential designs. It ends with optimization through Generalized Response Surface Methodology and Kriging combined with Mathematical Programming, including Taguchian robust optimization.

[1]  S. T. Buckland,et al.  An Introduction to the Bootstrap. , 1994 .

[2]  Søren Nymand Lophaven,et al.  DACE - A Matlab Kriging Toolbox, Version 2.0 , 2002 .

[3]  Jack P. C. Kleijnen,et al.  Searching for important factors in simulation models with many factors: Sequential bifurcation , 1997 .

[4]  Gerald T. Mackulak,et al.  D-Optimal Sequential Experiments for Generating a Simulation-Based Cycle Time-Throughput Curve , 2002, Oper. Res..

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

[6]  Jack P. C. Kleijnen,et al.  Response surface methodology for constrained simulation optimization: An overview , 2008, Simul. Model. Pract. Theory.

[7]  Jack P. C. Kleijnen,et al.  Simulation experiments in practice: statistical design and regression analysis , 2007, J. Simulation.

[8]  Jack P. C. Kleijnen,et al.  Constrained Optimization in Simulation: A Novel Approach , 2008 .

[9]  Hong-Fwu Yu,et al.  Designing a screening experiment with a reciprocal Weibull degradation rate , 2007, Comput. Ind. Eng..

[10]  Jack P. C. Kleijnen,et al.  Kriging Metamodeling in Simulation: A Review , 2007, Eur. J. Oper. Res..

[11]  Thomas J. Santner,et al.  The Design and Analysis of Computer Experiments , 2003, Springer Series in Statistics.

[12]  Daniel Atkins,et al.  Revolutionizing Science and Engineering Through Cyberinfrastructure: Report of the National Science Foundation Blue-Ribbon Advisory Panel on Cyberinfrastructure , 2003 .

[13]  Hong Wan,et al.  Controlled sequential bifurcation for software reliability study , 2007, 2007 Winter Simulation Conference.

[14]  Lee W. Schruben,et al.  Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments , 1978 .

[15]  Jack P. C. Kleijnen,et al.  Finding the Important Factors in Large Discrete-Event Simulation: Sequential Bifurcation and its Applications , 2003 .

[16]  Bernardus Wilhelmus Maria Bettonvil,et al.  Detection of important factors by sequential bifurcation , 1990 .

[17]  B. Leupen,et al.  Design and analysis , 1997 .

[18]  Jack P. C. Kleijnen,et al.  Screening for the important factors in large discrete-event simulation : Sequential bifurcation and its applications , 2006 .

[19]  Jack P. C. Kleijnen,et al.  State-of-the-Art Review: A User's Guide to the Brave New World of Designing Simulation Experiments , 2005, INFORMS J. Comput..

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

[21]  Art B. Owen,et al.  9 Computer experiments , 1996, Design and analysis of experiments.

[22]  Henry P. Wynn,et al.  [Design and Analysis of Computer Experiments]: Rejoinder , 1989 .

[23]  Noel A Cressie,et al.  Statistics for Spatial Data, Revised Edition. , 1994 .

[24]  C. F. Jeff Wu,et al.  Experiments: Planning, Analysis, and Parameter Design Optimization , 2000 .

[25]  Jack P. C. Kleijnen,et al.  Response surface methodology's steepest ascent and step size revisited: Correction , 2006, Eur. J. Oper. Res..

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

[27]  Douglas C. Montgomery,et al.  Response Surface Methodology: Process and Product Optimization Using Designed Experiments , 1995 .

[28]  Jack P. C. Kleijnen,et al.  The correct Kriging variance estimated by bootstrapping , 2006, J. Oper. Res. Soc..

[29]  Jack P. C. Kleijnen,et al.  Robust Optimization in Simulation: Taguchi and Response Surface Methodology , 2008 .

[30]  Jack P. C. Kleijnen,et al.  Kriging for interpolation in random simulation , 2003, J. Oper. Res. Soc..

[31]  Jack P. C. Kleijnen,et al.  Factor screening in simulation experiments : Review of sequential bifurcation , 2009 .

[32]  Enrique del Castillo,et al.  Statitical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization , 2005, Eur. J. Oper. Res..

[33]  Barry L. Nelson,et al.  Stochastic kriging for simulation metamodeling , 2008, WSC 2008.