Simulation Factor Screening With Controlled Sequential Bifurcation in the Presence of Interactions
نویسندگان
چکیده
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—then CSB can fail to identify all of the important factors. This paper proposes CSB-X, an improved CSB procedure that has the same error control for screening main effects that CSB does even when two-factor interactions (“X”) are present. The performance of the new method is proven and compared with the original CSB
منابع مشابه
Improving 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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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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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
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