IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v124y2016icp69-86.html
   My bibliography  Save this article

Dynamic simulation metamodeling using MARS: A case of radar simulation

Author

Listed:
  • Bozağaç, Doruk
  • Batmaz, İnci
  • Oğuztüzün, Halit

Abstract

Dynamic system simulations require relating the inputs to the multivariate output which can be a function of time–space coordinates. In this work, we propose a methodology for the metamodeling of dynamic simulation models via Multivariate Adaptive Regression Splines (MARS). To handle incomplete output processes, where the simulation model does not produce an output in some steps due to missing inputs, we have devised a two-stage metamodeling scheme. The methodology is demonstrated on a dynamic radar simulation model. The prediction performance of the resulting metamodel is tested with four different sampling techniques (i.e., designs) and 16 sample sizes. We also investigate the effect of alternative coordinate system representations on the metamodeling performance. The results suggest that MARS is an effective method for metamodeling dynamic simulations, particularly, when expert judgment is not readily available. Results also show that there are interactions between the coordinate systems and sampling techniques, and some design-representation-size combinations are very promising in the metamodeling of radar simulations.

Suggested Citation

  • Bozağaç, Doruk & Batmaz, İnci & Oğuztüzün, Halit, 2016. "Dynamic simulation metamodeling using MARS: A case of radar simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 124(C), pages 69-86.
  • Handle: RePEc:eee:matcom:v:124:y:2016:i:c:p:69-86
    DOI: 10.1016/j.matcom.2016.01.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475416000100
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.matcom.2016.01.005?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kleijnen, Jack P.C., 1992. "Sensitivity analysis of simulation experiments: regression analysis and statistical design," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 34(3), pages 297-315.
    2. D. G. T. Denison & B. K. Mallick & A. F. M. Smith, 1998. "Automatic Bayesian curve fitting," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 333-350.
    3. S. Conti & J. P. Gosling & J. E. Oakley & A. O'Hagan, 2009. "Gaussian process emulation of dynamic computer codes," Biometrika, Biometrika Trust, vol. 96(3), pages 663-676.
    4. Otto, John & Paraschivoiu, Marius & Yesilyurt, Serhat & Patera, Anthony T., 1997. "Bayesian-validated computer-simulation surrogates for optimization and design: Error estimates and applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(4), pages 347-367.
    5. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
    6. Elcin Koc & Cem Iyigun & İnci Batmaz & Gerhard-Wilhelm Weber, 2014. "Efficient adaptive regression spline algorithms based on mapping approach with a case study on finance," Journal of Global Optimization, Springer, vol. 60(1), pages 103-120, September.
    7. Batmaz, Inci & Tunali, Semra, 2003. "Small response surface designs for metamodel estimation," European Journal of Operational Research, Elsevier, vol. 145(2), pages 455-470, March.
    8. Lee, Tian-Shyug & Chiu, Chih-Chou & Chou, Yu-Chao & Lu, Chi-Jie, 2006. "Mining the customer credit using classification and regression tree and multivariate adaptive regression splines," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 1113-1130, February.
    9. Grosso, A. & Jamali, A.R.M.J.U. & Locatelli, M., 2009. "Finding maximin latin hypercube designs by Iterated Local Search heuristics," European Journal of Operational Research, Elsevier, vol. 197(2), pages 541-547, September.
    10. Dimopoulos, K.P. & Kambhampati, C. & Craddock, R., 2000. "Efficient recurrent neural network training incorporating a priori knowledge," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 52(2), pages 137-162.
    11. Gramacy, Robert B & Lee, Herbert K. H, 2008. "Bayesian Treed Gaussian Process Models With an Application to Computer Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 1119-1130.
    12. Jack P.C. Kleijnen, 2015. "Design and Analysis of Simulation Experiments," International Series in Operations Research and Management Science, Springer, edition 2, number 978-3-319-18087-8, September.
    13. Marc C. Kennedy & Anthony O'Hagan, 2001. "Bayesian calibration of computer models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(3), pages 425-464.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Mojtaba Kadkhodazadeh & Mahdi Valikhan Anaraki & Amirreza Morshed-Bozorgdel & Saeed Farzin, 2022. "A New Methodology for Reference Evapotranspiration Prediction and Uncertainty Analysis under Climate Change Conditions Based on Machine Learning, Multi Criteria Decision Making and Monte Carlo Methods," Sustainability, MDPI, vol. 14(5), pages 1-37, February.
    2. Mert Edali & Gönenç Yücel, 2020. "Analysis of an individual‐based influenza epidemic model using random forest metamodels and adaptive sequential sampling," Systems Research and Behavioral Science, Wiley Blackwell, vol. 37(6), pages 936-958, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Mohammadi, Hossein & Challenor, Peter & Goodfellow, Marc, 2019. "Emulating dynamic non-linear simulators using Gaussian processes," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 178-196.
    2. Tian, Wei & Song, Jitian & Li, Zhanyong & de Wilde, Pieter, 2014. "Bootstrap techniques for sensitivity analysis and model selection in building thermal performance analysis," Applied Energy, Elsevier, vol. 135(C), pages 320-328.
    3. Zhang, Wei & (Ato) Xu, Wangtu, 2017. "Simulation-based robust optimization for the schedule of single-direction bus transit route: The design of experiment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 106(C), pages 203-230.
    4. Gross, Eitan, 2015. "Effect of environmental stress on regulation of gene expression in the yeast," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 430(C), pages 224-235.
    5. Mehdad, E. & Kleijnen, Jack P.C., 2014. "Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)," Other publications TiSEM 4915047b-afe4-4fc7-8a1c-4, Tilburg University, School of Economics and Management.
    6. Elcin Koc & Cem Iyigun, 2014. "Restructuring forward step of MARS algorithm using a new knot selection procedure based on a mapping approach," Journal of Global Optimization, Springer, vol. 60(1), pages 79-102, September.
    7. Erickson, Collin B. & Ankenman, Bruce E. & Sanchez, Susan M., 2018. "Comparison of Gaussian process modeling software," European Journal of Operational Research, Elsevier, vol. 266(1), pages 179-192.
    8. J.-J. Sinou & L. Nechak & S. Besset, 2018. "Kriging Metamodeling in Rotordynamics: Application for Predicting Critical Speeds and Vibrations of a Flexible Rotor," Complexity, Hindawi, vol. 2018, pages 1-26, March.
    9. Peter Frazier & Warren Powell & Savas Dayanik, 2009. "The Knowledge-Gradient Policy for Correlated Normal Beliefs," INFORMS Journal on Computing, INFORMS, vol. 21(4), pages 599-613, November.
    10. Kleijnen, Jack P.C., 2017. "Regression and Kriging metamodels with their experimental designs in simulation: A review," European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
    11. J P C Kleijnen & W C M van Beers, 2013. "Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(5), pages 708-717, May.
    12. Satyajith Amaran & Nikolaos V. Sahinidis & Bikram Sharda & Scott J. Bury, 2016. "Simulation optimization: a review of algorithms and applications," Annals of Operations Research, Springer, vol. 240(1), pages 351-380, May.
    13. Raymond K. W. Wong & Curtis B. Storlie & Thomas C. M. Lee, 2017. "A frequentist approach to computer model calibration," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 635-648, March.
    14. Wu, Xu & Kozlowski, Tomasz & Meidani, Hadi, 2018. "Kriging-based inverse uncertainty quantification of nuclear fuel performance code BISON fission gas release model using time series measurement data," Reliability Engineering and System Safety, Elsevier, vol. 169(C), pages 422-436.
    15. Elcin Koc & Cem Iyigun & İnci Batmaz & Gerhard-Wilhelm Weber, 2014. "Efficient adaptive regression spline algorithms based on mapping approach with a case study on finance," Journal of Global Optimization, Springer, vol. 60(1), pages 103-120, September.
    16. Nott, David J. & Marshall, Lucy & Fielding, Mark & Liong, Shie-Yui, 2014. "Mixtures of experts for understanding model discrepancy in dynamic computer models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 491-505.
    17. Paulo, Rui & García-Donato, Gonzalo & Palomo, Jesús, 2012. "Calibration of computer models with multivariate output," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3959-3974.
    18. Reichert, P. & White, G. & Bayarri, M.J. & Pitman, E.B., 2011. "Mechanism-based emulation of dynamic simulation models: Concept and application in hydrology," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1638-1655, April.
    19. Jackson Samuel E. & Vernon Ian & Liu Junli & Lindsey Keith, 2020. "Understanding hormonal crosstalk in Arabidopsis root development via emulation and history matching," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 19(2), pages 1-33, April.
    20. Kleijnen, J.P.C., 2009. "Sensitivity Analysis of Simulation Models," Discussion Paper 2009-11, Tilburg University, Center for Economic Research.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:124:y:2016:i:c:p:69-86. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.