A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation and time trends
AbstractThe responses obtained from response surface designs that are run sequentially often exhibit serial correlation or time trends. The order in which the runs of the design are performed then has an impact on the precision of the parameter estimators. This article proposes the use of a variable-neighbourhood search algorithm to compute run orders that guarantee a precise estimation of the effects of the experimental factors. The importance of using good run orders is demonstrated by seeking D-optimal run orders for a central composite design in the presence of an AR(1) autocorrelation pattern.
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Bibliographic InfoPaper provided by University of Antwerp, Faculty of Applied Economics in its series Working Papers with number 2006026.
Length: 23 pages
Date of creation: Oct 2006
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-10-20 (All new papers)
- NEP-ECM-2007-10-20 (Econometrics)
- NEP-ETS-2007-10-20 (Econometric Time Series)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Avanthay, Cedric & Hertz, Alain & Zufferey, Nicolas, 2003. "A variable neighborhood search for graph coloring," European Journal of Operational Research, Elsevier, vol. 151(2), pages 379-388, December.
- Fleszar, Krzysztof & Hindi, Khalil S., 2004. "Solving the resource-constrained project scheduling problem by a variable neighbourhood search," European Journal of Operational Research, Elsevier, vol. 155(2), pages 402-413, June.
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