Factor Screening for Simulation with Multiple Responses: Sequential Bifurcation
نویسندگان
چکیده
منابع مشابه
Simulation Factor Screening With Controlled Sequential Bifurcation in the Presence of Interactions
Controlled Sequential Bifurcation (CSB) is a factor-screening method for discrete-event simulations. CSB controls the power for detecting important effects at each bifurcation step and the Type I Error for each unimportant factor under heterogeneous variance conditions when a main-effects model applies. Unfortunately, when factors interact—as they nearly always do in computer simulation models—...
متن کاملControlled Sequential Bifurcation: A New Factor-Screening Method for Discrete-Event Simulation
Screening experiments are performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Sequential bifurcation (SB) is a recent screening method that is well suited for simulation experiments; the challenge is to prove the “correctness” of the results. This paper proposes Controlled Sequential Bifurcation, a procedure tha...
متن کاملOnline Appendix: Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening
of Controlled Sequential Bifurcation for Simulation Factor Screening A. Appendix: Proofs A.1. Proof of Lemma 1 For a group {k1, k1 + 1, . . . , k2} with group effect ζ = ∑k2 k1+1 βi, an arbitrary sample path is SPr0(r) = ∑r `=1(D`(k1, k2)− r0), r = N0, N0 + 1, . . .. If r′ 0 < r0, then for every sample path, SPr′ 0(r) > SPr0(r) for all r. Thus, every sample path that is classified as unimportan...
متن کاملOnline Appendix: Improving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening
of Controlled Sequential Bifurcation for Simulation Factor Screening A. Appendix: Proofs A.1. Proof of Lemma 1 For a group {k1, k1 + 1, . . . , k2} with group effect ζ = ∑k2 k1+1 βi, an arbitrary sample path is SPr0(r) = ∑r `=1(D`(k1, k2)− r0), r = N0, N0 + 1, . . .. If r′ 0 < r0, then for every sample path, SPr′ 0(r) > SPr0(r) for all r. Thus, every sample path that is classified as unimportan...
متن کاملImproving the Efficiency and Efficacy of Controlled Sequential Bifurcation for Simulation Factor Screening
Controlled Sequential Bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multi-stage hypothesis testing procedure with the original Sequential Bifurcation (SB) procedure, to control both the power for detecting important effects at each bifurcation step and the Type I error for each unimportant factor under heterogeneous variance conditions when a main-...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2012
ISSN: 1556-5068
DOI: 10.2139/ssrn.2040691