Two-Stage Controlled Fractional Factorial Screening for Simulation Experiments
نویسندگان
چکیده
Factor screening with statistical control makes sense in the context of simulation experiments that have random error, but can be run automatically on a computer and thus can accommodate a large number of replications. The discrete-event simulations common in the operations research field are well suited to controlled screening. In this paper two methods of factor screening with control of Type I error and power are compared. The two screening methods are both robust with respect to two-factor interactions and non-constant variance. The first method is the sequential method introduced by Wan, Ankenman, and Nelson (2005a) called CSB-X. The second method uses a fractional factorial design in combination with a two-stage procedure for controlling power that has been adapted from Bishop and Dudewicz (1978). The two-stage controlled fractional factorial (TCFF) method requires less prior information and is more efficient when the percentage of important factors is 5% or higher. 2
منابع مشابه
Proceedings of the 2005 Winter
Analysts examining complex simulation models often conduct screening experiments to identify the most important factors. Controlled sequential bifurcation (CSB) is a screening procedure, developed specifically for simulation experiments, that uses a sequence of hypothesis tests to classify the factors as either important or unimportant. CSB controls the probability of Type I error for each fact...
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