Title :
Moving Least Squares regression for high dimensional simulation metamodeling
Author :
Salemi, Peter ; Nelson, Barry L. ; Staum, Jeremy
Author_Institution :
Dept. of Ind. Eng. & Manage. Sci., Northwestern Univ., Evanston, IL, USA
Abstract :
Interpolation and smoothing methods form the basis of simulation metamodeling. In high dimensional metamodeling problems, larger numbers of design points are needed to build an accurate metamodel. This paper introduces a procedure to implement a smoothing method called Moving Least Squares regression in high dimensional metamodeling problems with a large number of design points. We test the procedure with two queueing examples: a multi-product M/G/1 queue and a multi-product Jackson network.
Keywords :
interpolation; least squares approximations; modelling; queueing theory; regression analysis; simulation; smoothing methods; design points; high dimensional simulation metamodeling problems; interpolation methods; moving least squares regression; multiproduct Jackson network; multiproduct M/G/1 queue; smoothing methods; Bandwidth; Kernel; Least squares approximation; Metamodeling; Polynomials; Predictive models; Smoothing methods;
Conference_Titel :
Simulation Conference (WSC), Proceedings of the 2012 Winter
Conference_Location :
Berlin
Print_ISBN :
978-1-4673-4779-2
Electronic_ISBN :
0891-7736
DOI :
10.1109/WSC.2012.6465122
