Design and Analysis of Simulation Experiments

• Main Author: Kleijnen, Jack P.C (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2008.
• Series: International Series in Operations Research & Management Science, 111
• Subjects: Mathematics.; Operations research.; Decision making.; Mathematical models.; Probabilities.; Statistics.; Engineering design.; Industrial engineering.; Production engineering.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Mathematical Modeling and Industrial Mathematics.; Operation Research/Decision Theory.; Industrial and Production Engineering.; Engineering Design.

This is an advanced expository book on statistical methods for the Design and Analysis of Simulation Experiments (DASE). Though the book focuses on DASE for discrete-event simulation (such as queuing and inventory simulations), it also discusses DASE for deterministic simulation (such as engineering...

Table of Contents:

• Preface
• Introduction
• Black Box Metamodels
• Low-Order Polynomial Regression
• Metamodels and Designs: A Single Factor
• Low-Order Polynomial Models and Designs: Multiple Factors
• Low-Order Polynomial Models and Screening Designs: Hundreds of Factors
• Kriging Metamodels
• Latin Hypercube Sampling (LHS) and other Space-Filling Designs
• Cross-Validation of Metamodels
• Conclusions and Further Research.