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Controlled sequential factorial design for simulation factor screening

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  • Shen, Hua
  • Wan, Hong
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    Abstract

    Screening experiments are performed to eliminate unimportant factors efficiently so that the remaining important factors can be studied more thoroughly in later experiments. This paper proposes controlled sequential factorial design (CSFD) for discrete-event simulation experiments. It combines a sequential hypothesis testing procedure with a traditional (fractional) factorial design to control the Type I error and power for each factor under heterogeneous variance conditions. We compare CSFD with other sequential screening methods with similar error control properties. CSFD requires few assumptions and demonstrates robust performance with different system conditions. The method is appropriate for systems with a moderate number of factors and large variances.

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    File URL: http://www.sciencedirect.com/science/article/B6VCT-4TF2J2P-2/2/fb6803a1c2f9e025fbd436ee36b0fb3f
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    Bibliographic Info

    Article provided by Elsevier in its journal European Journal of Operational Research.

    Volume (Year): 198 (2009)
    Issue (Month): 2 (October)
    Pages: 511-519

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    Handle: RePEc:eee:ejores:v:198:y:2009:i:2:p:511-519

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    Web page: http://www.elsevier.com/locate/eor

    Related research

    Keywords: Simulation Computer experiments Design of experiments Factor screening Sequential factorial design;

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    Cited by:
    1. Besseris, George J., 2012. "Profiling effects in industrial data mining by non-parametric DOE methods: An application on screening checkweighing systems in packaging operations," European Journal of Operational Research, Elsevier, vol. 220(1), pages 147-161.
    2. Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue, 2012. "Factor Screening for Simulation with Multiple Responses: Sequential Bifurcation," Discussion Paper 2012-032, Tilburg University, Center for Economic Research.
    3. Shi, Wen & Liu, Zhixue & Shang, Jennifer & Cui, Yujia, 2013. "Multi-criteria robust design of a JIT-based cross-docking distribution center for an auto parts supply chain," European Journal of Operational Research, Elsevier, vol. 229(3), pages 695-706.

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