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A hybrid method for simulation factor screening

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  • Hua Shen
  • Hong Wan
  • Susan M. Sanchez

Abstract

Factor screening is performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Controlled sequential bifurcation (CSB) and controlled sequential factorial design (CSFD) are two new screening methods for discrete‐event simulations. Both methods use hypothesis testing procedures to control the Type I Error and power of the screening results. The scenarios for which each method is most efficient are complementary. This study proposes a two‐stage hybrid approach that combines CSFD and an improved CSB called CSB‐X. In Phase 1, a prescreening procedure will estimate each effect and determine whether CSB‐X or CSFD will be used for further screening. In Phase 2, CSB‐X and CSFD are performed separately based on the assignment of Phase 1. The new method usually has the same error control as CSB‐X and CSFD. The efficiency, on the other hand, is usually much better than either component method. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2010

Suggested Citation

  • Hua Shen & Hong Wan & Susan M. Sanchez, 2010. "A hybrid method for simulation factor screening," Naval Research Logistics (NRL), John Wiley & Sons, vol. 57(1), pages 45-57, February.
    • Handle: RePEc:wly:navres:v:57:y:2010:i:1:p:45-57
    DOI: 10.1002/nav.20382
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    References listed on IDEAS

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    1. Regine Pei Tze Oh & Susan M. Sanchez & Thomas W. Lucas & Hong Wan & Mark E. Nissen, 2009. "Efficient experimental design tools for exploring large simulation models," Computational and Mathematical Organization Theory, Springer, vol. 15(3), pages 237-257, September.
    2. Hong Wan & Bruce E. Ankenman & Barry L. Nelson, 2006. "Controlled Sequential Bifurcation: A New Factor-Screening Method for Discrete-Event Simulation," Operations Research, INFORMS, vol. 54(4), pages 743-755, August.
    3. Shen, Hua & Wan, Hong, 2009. "Controlled sequential factorial design for simulation factor screening," European Journal of Operational Research, Elsevier, vol. 198(2), pages 511-519, October.
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    1. Shi, Wen & Kleijnen, Jack P.C. & Liu, Zhixue, 2014. "Factor screening for simulation with multiple responses: Sequential bifurcation," European Journal of Operational Research, Elsevier, vol. 237(1), pages 136-147.
    2. Wen Shi & Xi Chen, 2018. "Efficient budget allocation strategies for elementary effects method in stochastic simulation," Naval Research Logistics (NRL), John Wiley & Sons, vol. 65(3), pages 218-241, April.

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