Simulation Factor Screening Using Harmonic Analysis

DOI10.1287/MNSC.39.12.1459MaRDI QIDQ4282286zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

metamodelsfrequency domain methodologyARMA-processesfactor screening designsfrequency domain hypothesisminimum simulation model run length information

Mathematics Subject Classification ID

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)

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(10)

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• 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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