Regression metamodels and design of experiments

  • Authors:
  • Willem J. H. van Groenendaal;Jack P. C. Kleijnen

  • Affiliations:
  • Department of Information Systems and Auditing (BIKA)/Center for Economic Research (CentER), School of Management and Economics (FEW), Tilburg University (KUB), 5000 LE Tilburg, Netherlands;Department of Information Systems and Auditing (BIKA)/Center for Economic Research (CentER), School of Management and Economics (FEW), Tilburg University (KUB), 5000 LE Tilburg, Netherlands

  • Venue:
  • WSC '96 Proceedings of the 28th conference on Winter simulation
  • Year:
  • 1996

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Abstract

Simulation models are often used to support decision making for problems with uncertain inputs and parameters. Three types of models are used: deterministic, risk, and uncertainty models. Risk models are popular with researchers, but can be used only when the joint probability distribution of the inputs and parameters is known. In many real-life situations, however, this is not the case. Uncertainty models are too restrictive for real-life situations. Therefore deterministic models are then used. The sensitivity of the results is often analyzed by changing one factor at a time or by simulating a few scenarios. This paper, however, shows that in case of uncertainty it might be better to apply design of experiments (DOE) in combination with regression metamodels.