Time series: theory and methods
Time series: theory and methods
Statistical tools for simulation practitioners
Statistical tools for simulation practitioners
An experimental procedure for simulation response surface model identification
Communications of the ACM
Simulation sensitivity analysis using frequency domain experiments
WSC '89 Proceedings of the 21st conference on Winter simulation
Driving frequency selection for frequency domain simulation experiments
Operations Research
Variance and bias reduction techniques for the harmonic gradient estimator
Applied Mathematics and Computation
Simulation factor screening using harmonic analysis
Management Science
A model for frequency domain experiments
WSC '87 Proceedings of the 19th conference on Winter simulation
A spectral method for confidence interval generation and run length control in simulations
Communications of the ACM - Special issue on simulation modeling and statistical computing
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This paper presents a large sample comparison of two techniques in computer simulation factor screening: frequency domain methodology and the conventional two-level fractional factorial. The comparison is a cost versus power of the test comparison where a fixed budget is established and the resulting power of the test for each approach is analyzed and compared. In addition, we note the similarities and differences of these two approaches. We also show how run length, number of factors, number of runs, run start-up costs, factor variation, and system memory influence this comparison.