Title :
Simulation metamodels for modeling output distribution parameters
Author :
Santos, Isabel R. ; Santos, Pedro R.
Author_Institution :
Tech. Univ. of Lisbon, Lisbon
Abstract :
Metamodels are functions with calibrated parameters, used as abstractions and simplifications of the simulation model. A metamodel exposes the system´s input-output relationship and can be used as an analysis tool for solving optimization problems or as a surrogate for building blocks in larger scale simulations. Our approach is to analyze statistically the response by modeling the normal distribution mean and variance functions, in order to better depict the problem and improve the knowledge about the system. The metamodel is checked using the confidence intervals of the estimated distribution parameters, and new design points are employed for predictive validation. An example is used to illustrate the development of analysis and surrogate metamodels.
Keywords :
normal distribution; optimisation; simulation; statistical analysis; confidence intervals; normal distribution mean; optimization problem; output distribution parameter modeling; predictive validation; simulation metamodel; statistical analysis; system input-output relationship; variance functions; Analysis of variance; Analytical models; Computational modeling; Design for experiments; Gaussian distribution; Informatics; Mathematical model; Mathematics; Parameter estimation; Uncertainty;
Conference_Titel :
Simulation Conference, 2007 Winter
Conference_Location :
Washington, DC
Print_ISBN :
978-1-4244-1306-5
Electronic_ISBN :
978-1-4244-1306-5
DOI :
10.1109/WSC.2007.4419687