Comparing designs for computer simulation experiments

  • Authors:
  • Rachel T. Johnson;Douglas C. Montgomery;Bradley Jones;John W. Fowler

  • Affiliations:
  • Arizona State University, Tempe, AZ;Arizona State University, Tempe, AZ;SAS Institute, Cary, NC;Arizona State University, Tempe, AZ

  • Venue:
  • Proceedings of the 40th Conference on Winter Simulation
  • Year:
  • 2008

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Abstract

The use of simulation as a modeling and analysis tool is wide spread. Simulation is an enabling tool for experimenting virtually on a validated computer environment. Often the underlying function for the results of a computer simulation experiment has too much curvature to be adequately modeled by a low order polynomial. In such cases finding an appropriate experimental design is not easy. This research uses prediction variance over the volume of the design region to evaluate computer simulation experiments assuming the modeler is interested in fitting a second order polynomial or a Gaussian Process model to the response data. Both space-filling and optimal designs are considered.