DocumentCode :
2776684
Title :
Sensitivity analysis and optimization in simulation: design of experiments and case studies
Author :
Kleijnen, Jack P C
Author_Institution :
Sch. of Manage. & Econ., Tilburg Univ., Netherlands
fYear :
1995
fDate :
3-6 Dec 1995
Firstpage :
133
Lastpage :
140
Abstract :
This paper is an advanced tutorial on the use of statistical techniques in sensitivity analysis, including the application of these techniques to optimization and validation of simulation models. Sensitivity analysis is divided into two phases. The first phase is a pilot stage, which consists of screening or searching for the important factors; a simple technique is sequential bifurcation. In the second phase, regression analysis is used to approximate the input/output behavior of the simulation model. This regression analysis gives better results when the simulation experiment is well designed, using classical statistical designs such as fractional factorials. To optimize the simulated system, Response Surface Methodology (RSM) is applied; RSM combines regression analysis, design of experiments, and steepest ascent. To validate a simulation model that lacks input/output data, again regression analysis and design of experiments are applied. Several case studies are summarized; they illustrate how in practice statistical techniques can make simulation studies give more general results, in less time
Keywords :
design of experiments; optimisation; sensitivity analysis; simulation; statistical analysis; Response Surface Methodology; case studies; design of experiments; fractional factorials; input/output behavior; optimization; regression analysis; sensitivity analysis; sequential bifurcation; simulation; simulation models; statistical techniques; steepest ascent; Analysis of variance; Analytical models; Bifurcation; Computer aided software engineering; Design optimization; Input variables; Regression analysis; Sensitivity analysis; Statistics; US Department of Energy;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Simulation Conference Proceedings, 1995. Winter
Conference_Location :
Arlington, VA
Print_ISBN :
0-78033018-8
Type :
conf
DOI :
10.1109/WSC.1995.478715
Filename :
478715
Link To Document :
بازگشت