Simulation sensitivity analysis using frequency domain experiments

  • Authors:
  • D. J. Morrice;L. W. Schruben

  • Affiliations:
  • -;-

  • Venue:
  • WSC '89 Proceedings of the 21st conference on Winter simulation
  • Year:
  • 1989

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Abstract

In this paper we review frequency domain experiments (FDE) for simulation sensitivity analysis and contrast it with conventional methodology. With very few runs of the model (often one or two runs is sufficient), FDE can be used to gain information on which factors significantly influence the performance of the simulated system. Two examples are given which illustrate some of the fundamental differences between frequency domain and conventional run-oriented analysis.