A Hybrid Method for Simulation Factor Screening

Factor screening is performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Controlled sequential bifurcation (CSB) and controlled sequential factorial design (CSFD) are two new screening methods for discrete-event simulations. Both methods use hypothesis testing procedures to control the Type I Error and power of the screening results. The scenarios at which each method is most efficient are complementary. This paper proposes a two-stage hybrid approach to combine CSB and CSFD. The new method usually has the same error control as CSB and CSFD. The efficiency, on the other hand, is usually much better than either component method