Simulation sensitivity analysis: A frequency domain approach

  • Authors:
  • Lee W. Schruben;Vincent James Cogliano

  • Affiliations:
  • -;-

  • Venue:
  • WSC '81 Proceedings of the 13th conference on Winter simulation - Volume 2
  • Year:
  • 1981

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Abstract

A procedure is presented for assessing the sensitivity of a discrete event digital simulation model to the values assumed for its input parameters. A frequency domain approach is taken where the input parameters oscillate throughout a run of the model. Parameter sensitivities are indicated by changes in the frequency spectrum of the simulation response. The spectrum can be used to identify a regression model for the simulated response surface. Several continuous parameters may be screened in a single run.