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Fractional factorial designs for Fourier-cosine models

Author

Listed:
  • Lin Wang

    (Purdue University)

  • Hongquan Xu

    (University of California, Los Angeles)

  • Min-Qian Liu

    (Nankai University)

Abstract

Fourier-cosine models, rooted in the discrete cosine transformation, are widely used in numerous applications in science and engineering. Because the selection of design points where data are collected greatly affects the modeling process, we study the choice of fractional factorial designs for fitting Fourier-cosine models. We propose a new type of generalized resolution and provide a framework for the construction of fractional factorial designs with the maximum generalized resolution. The construction applies level permutations to regular designs with a novel nonlinear transformation. A series of theoretical results are developed to characterize the properties of the level-permuted designs. Based on the theory, we further provide efficient methods for constructing designs with high resolutions without any computer search. Examples are given to show the advantages of the constructed designs over existing ones.

Suggested Citation

  • Lin Wang & Hongquan Xu & Min-Qian Liu, 2023. "Fractional factorial designs for Fourier-cosine models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(3), pages 373-390, April.
    • Handle: RePEc:spr:metrik:v:86:y:2023:i:3:d:10.1007_s00184-022-00881-2
    DOI: 10.1007/s00184-022-00881-2
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    References listed on IDEAS

    as
    1. Yu Tang & Hongquan Xu, 2014. "Permuting regular fractional factorial designs for screening quantitative factors," Biometrika, Biometrika Trust, vol. 101(2), pages 333-350.
    2. Xie, Min-Yu & Ning, Jian-Hui & Fang, Kai-Tai, 2007. "Orthogonality and D-optimality of the U-type design under general Fourier regression models," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1377-1384, July.
    3. Marjon Ruijter & Kees Oosterlee, 2012. "Two-dimensional Fourier cosine series expansion method for pricing financial options," CPB Discussion Paper 225, CPB Netherlands Bureau for Economic Policy Analysis.
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