Experimental designs for sensitivity analysis of simulation models
AbstractThis introductory tutorial gives a survey on the use of statistical designs for what if-or sensitivity analysis in simulation.This analysis uses regression analysis to approximate the input/output transformation that is implied by the simulation model; the resulting regression model is also known as metamodel, response surface, compact model, emulator, etc.Regression analysis gives better results when the simulation experiment is well designed, using classical statistical designs (such as fractional factorials, including 2 k-p designs).These statistical techniques reduce the ad hoc character of simulation; that is, these techniques can make simulation studies give more general results, in less time.
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-86474.
Date of creation: 2001
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Other versions of this item:
- Kleijnen, J.P.C., 2001. "Experimental Design for Sensitivity Analysis of Simulation Models," Discussion Paper, Tilburg University, Center for Economic Research 2001-15, Tilburg University, Center for Economic Research.
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.:
- Jack P. C. Kleijnen, 1992.
"Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals,"
Management Science, INFORMS,
INFORMS, vol. 38(8), pages 1164-1185, August.
- Kleijnen, J.P.C., 1992. "Regression metamodels for simulation with common random numbers: Comparison of validation tests and confidence intervals," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-369802, Tilburg University.
- Kleijnen, J.P.C., 1993. "Simulation and optimization in production planning: a case study," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-369798, Tilburg University.
- Kleijnen, J.P.C. & Groenendaal, W.J.H. van, 1992. "Simulation: A statistical perspective," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-388278, Tilburg University.
- Kleijnen, J.P.C., 1997. "Experimental Design for Sensitivity Analysis, Optimization and Validation of Simulation Models," Discussion Paper, Tilburg University, Center for Economic Research 1997-52, Tilburg University, Center for Economic Research.
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