Simulation Factor Screening Using Harmonic Analysis
DOI10.1287/MNSC.39.12.1459zbMATH Open0793.62051OpenAlexW2009093671MaRDI QIDQ4282286FDOQ4282286
Authors: Douglas Morrice, Lee W. Schruben
Publication date: 3 August 1994
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.39.12.1459
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metamodelsfrequency domain methodologyARMA-processesfactor screening designsfrequency domain hypothesisminimum simulation model run length information
Factorial statistical designs (62K15) Design of statistical experiments (62K99) Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes and spectral analysis (62M15) Probabilistic models, generic numerical methods in probability and statistics (65C20)
Cited In (10)
- Simulation factor screening using cross-spectral methods
- Fourier trajectory analysis for system discrimination
- Analyzing the \(M/M/1\) queue in frequency domain experiments
- A comparison of frequency domain methodology and conventional factor screening methods
- How difficult is the frequency selection problem?
- Harmonic distortion analysis software combining EMTP and Monte Carlo method
- An approximation method for a single server queue with cyclically indexed arrival and service rates
- Second derivative estimation using harmonic analysis
- Efficient data allocation for frequency domain experiments
- New statistic to increase correctness in simulation factor screening using frequency domain method
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