Controlled sequential factorial design for simulation factor screening.

*(English)*Zbl 1163.90637Summary: Screening experiments are performed to eliminate unimportant factors efficiently so that the remaining important factors can be studied more thoroughly in later experiments. This paper proposes controlled sequential factorial design (CSFD) for discrete-event simulation experiments. It combines a sequential hypothesis testing procedure with a traditional (fractional) factorial design to control the Type I error and power for each factor under heterogeneous variance conditions. We compare CSFD with other sequential screening methods with similar error control properties. CSFD requires few assumptions and demonstrates robust performance with different system conditions. The method is appropriate for systems with a moderate number of factors and large variances.

##### MSC:

90B90 | Case-oriented studies in operations research |

##### Keywords:

simulation; computer experiments; design of experiments; factor screening; sequential factorial design
PDF
BibTeX
XML
Cite

\textit{H. Shen} and \textit{H. Wan}, Eur. J. Oper. Res. 198, No. 2, 511--519 (2009; Zbl 1163.90637)

Full Text:
DOI

##### References:

[1] | Alexopoulos, C., A comprehensive review of methods for simulation output analysis, (), 168-178 |

[2] | Bettonvil, B.; Kleijnen, J.P.C., Searching for important factors in simulation models with many factors: sequential bifurcation, European journal of operational research, 96, 1, 180-194, (1997) · Zbl 0924.90047 |

[3] | Campolongo, F.; Kleijnen, J.P.C.; Andres, T., Screening methods, (), 65-89 |

[4] | Elster, C.; Neumaier, A., Screening by conference designs, Biometrika, 82, 3, 589-602, (1995) · Zbl 0830.62069 |

[5] | Henderson, S.G.; Nelson, B.L., Stochastic simulation, (), 1-18 |

[6] | Kim, S.-H.; Nelson, B.L., Selecting the best system, (), 535-574 |

[7] | Kleijnen, J.P.C.; Sanchez, S.M.; Lucas, T.W.; Cioppa, T.M., A userâ€™s guild to the brave new world of simulation experiments, INFORMS journal on computing, 17, 3, 263-289, (2005) · Zbl 1239.62092 |

[8] | Kopach, R.; DeLaurentis, P.-C.; Lawley, M.; Muthuraman, K.; Ozsen, L.; Rardin, R.; Wan, H.; Willis, D., Effects of clinical characteristics on successful open access scheduling, Health care management science, 10, 2, 111-124, (2007) |

[9] | Law, A.M.; Kelton, W.D., Simulation modeling and analysis, (2000), McGraw-Hill New York |

[10] | Montgomery, D.C., Design and analysis of experiments, (2005), John Wiley & Sons New York · Zbl 1195.62128 |

[11] | Morrice, D.J.; Bardhan, I.R., A weighted least squares approach to computer simulation factor screening, Operations research, 43, 5, 792-806, (1995) · Zbl 0844.62102 |

[12] | Myers, R.H.; Montgomery, D.C., Response surface methodology: process and product optimization using designed experiments, (2002), John Wiley & Sons New York · Zbl 1161.62393 |

[13] | Saeger, K.; Hinch, J., Understanding instability in a complex deterministic combat simulation, Military operations research, 6, 4, 43-55, (2001) |

[14] | Sanchez, S.M.; Sanchez, P.J., Very large fractional factorial and central composite designs, ACM transactions on modeling and computer simulation, 15, 4, 362-377, (2005) · Zbl 1458.62179 |

[15] | Shen, H., 2006. Efficient Factor Screening in Simulation Experiments. Ph.D. Dissertation, School of Industrial Engineering, Purdue University, West Lafayette, IN. |

[16] | Shen, H.; Wan, H., Controlled sequential factorial design for simulation factor screening, (), 467-474 |

[17] | Trocine, L.; Malone, L., An overview of newer, advanced screening methods for the initial phase in an experimental design, (), 169-178 |

[18] | Wan, H.; Ankenman, B.E., Two-stage controlled fractional factorial screening for simulation experiments, Journal of quality technology, 39, 2, 126-139, (2006) |

[19] | Wan, H.; Ankenman, B.E.; Nelson, B.L., Controlled sequential bifurcation: A new factor-screening method for discrete-event simulation, (), 565-573 |

[20] | Wan, H.; Ankenman, B.E.; Nelson, B.L., Controlled sequential bifurcation: A new factor-screening method for discrete-event simulation, Operations research, 54, 4, 743-755, (2006) |

[21] | Wan, H., Ankenman, B.E., Nelson, B.L., 2008. Simulation factor screening with controlled sequential bifurcation in the presence of interactions. INFORMS Journal on Computing, in press. |

[22] | Wu, J.C.F.; Hamada, M., Experiments: planning, analysis, and parameter design optimization, (2000), John Wiley & Sons New York · Zbl 0964.62065 |

This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.