Simulation factor screening using cross-spectral methods

  • Authors:
  • Douglas J. Morrice;Lee W. Schruben

  • Affiliations:
  • M.S.I.S. Department, The University of Texas, Austin, TX 78712, USA;S.O.R.I.E., Cornell University, Ithaca, NY 14853, USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 1993

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Abstract

We introduce a qualitative procedure for simulation factor screening which requires a single computer simulation run. This new technique uses cross-spectral information from both the input and the output of the simulation model. It is an alternative to traditional factor screening designs and Frequency Domain Methodology.