Moving least squares regression for high dimensional simulation metamodeling

Authors:
Peter Salemi;Barry L. Nelson;Jeremy Staum
Affiliations:
Northwestern University, Evanston, IL;Northwestern University, Evanston, IL;Northwestern University, Evanston, IL
Venue:
Proceedings of the Winter Simulation Conference
Year:
2012

Citing 4
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Abstract

Interpolation and smoothing methods form the basis of simulation metamodeling. In high dimensional metamodeling problems, larger numbers of design points are needed to build an accurate metamodel. This paper introduces a procedure to implement a smoothing method called Moving Least Squares regression in high dimensional metamodeling problems with a large number of design points. We test the procedure with two queueing examples: a multi-product M/G/1 queue and a multi-product Jackson network.