Design and Analysis of Simulation Experiments

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Springer Science & Business Media, Nov 15, 2007 - Mathematics - 220 pages
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Design and Analysis of Simulation Experiments (DASE) focuses on statistical methods for discrete-event simulation (such as queuing and inventory simulations). In addition, the book discusses DASE for deterministic simulation (such as engineering and physics simulations). The text presents both classic and modern statistical designs. Classic designs (e.g., fractional factorials) assume only a few factors with a few values per factor. The resulting input/output data of the simulation experiment are analyzed through low-order polynomials, which are linear regression (meta) models. Modern designs allow many more factors, possible with many values per factor. These designs include group screening (e.g., Sequential Bifurcation, SB) and space filling designs (e.g., Latin Hypercube Sampling, LHS). The data resulting from these modern designs may be analyzed through low-order polynomials for group screening and various metamodel types (e.g., Kriging) for LHS.

Design and Analysis of Simulation Experiments is an authoritative textbook and reference work for researchers, graduate students, and technical practitioners in simulation. Basic knowledge of simulation and mathematical statistics are expected; however, the book does summarize these basics, for the readers' convenience. In addition, the book provides relatively simple solutions for (a) selecting problems to simulate, (b) how to analyze the resulting data from simulation, and (c) computationally challenging simulation problems.

 

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Contents

Introduction
1
basics
14
Classic assumptions revisited
73
Simulation optimization
101
Kriging metamodels
139
Screening designs
157
Epilogue
173
References
175
Index
211
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Common terms and phrases

Popular passages

Page 185 - Fu, MC (2002). Optimization for simulation: Theory vs. practice.
Page 183 - Draper, NR and H. Smith, 1981. Applied Regression Analysis (Second Edition). Wiley, New York, New York, 709 pp.
Page 183 - Donohue, JM (1995). The use of variance reduction techniques in the estimation of simulation metamodels.
Page 185 - Proceedings of the 2005 Winter Simulation Conference, edited by ME Kuhl, NM Steiger, FB Armstrong, and JA Joines, Institute of Electrical and Electronics Engineers, Piscataway, New Jersey, pp.

References to this book

About the author (2007)

Jack Kleijnen is well known internationally for being a leading researcher in simulation for more than 30 years. He is the author of highly cited books in the area of statistical techniques in simulation that were published between 1974 and 1992. He is an excellent writer and researcher, and hence, ideally suited to write this important book for the field. 

On 25 February 2008 Her Majesty Beatrix, Queen of the Netherlands, appointed Jack Kleijnen a Knight in the Order of the Netherlands Lion.