Simulation Factor Screening Using Harmonic Analysis

Douglas J. Morrice and Lee W. Schruben
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Douglas J. Morrice: M.S.I.S. Department, The University of Texas, Austin, Texas 78712
Lee W. Schruben: Cornell University, Ithaca, New York 14853 and SEMATECH, Austin, Texas 78741

Management Science, 1993, vol. 39, issue 12, 1459-1476

Abstract: In this paper, we provide a quantitative approach to Frequency Domain Methodology (FDM) using harmonic analysis. For a certain class of metamodels, we give the frequency domain hypothesis and develop the corresponding hypothesis test. Minimum simulation model run length information for FDM is provided for a subclass of these metamodels. We discuss factor screening designs to increase the power of the test and illustrate these designs by an example.

Keywords: computer simulation; factor screening; experimental design; harmonic analysis; frequency domain methodology (search for similar items in EconPapers)
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:39:y:1993:i:12:p:1459-1476

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