Experimental Design for Sensitivity Analysis of Simulation Models

This introductory tutorial gives a survey on the use of statistical designs for what if-or sensitivity analysis in simulation.This analysis uses regression analysis to approximate the input/output transformation that is implied by the simulation model; the resulting regression model is also known as metamodel, response surface, compact model, emulator, etc.Regression analysis gives better results when the simulation experiment is well designed, using classical statistical designs (such as fractional factorials, including 2 k-p designs).These statistical techniques reduce the ad hoc character of simulation; that is, these techniques can make simulation studies give more general results, in less time.experimental design;simulation models;sensitivity analysis;regression analysis

Validation of Simulation, With and Without Real Data

This paper gives a survey on how to validate simulation models through the application of mathematical statistics. The type of statistical test actually applied, depends on the availability of data on the real system: (i) no data, (ii) only output data, and (iii) both input and output data. In case (i), the system analysts can still experiment with the simulation model to obtain simulated data. Those experiments should be guided by the statistical theory on design of experiments (DOE); an inferior - but popular - approach is to change only one factor at a time. In case (ii), real and simulated output data may be compared through the well-known Student t statistic. In case (iii), trace-driven simulation becomes possible. Then validation, however, should not proceed as follows: make a scatter plot with real and simulated outputs, fit a line, and test whether that line has unit slope and passes through the origin. Instead, better tests are presented. Several case studies are summarized, to illustrate the three types of situations.verification;credibility;assessment;sensitivity;robustness;regression

Sensitivity Analysis of Simulation Models

This contribution presents an overview of sensitivity analysis of simulation models, including the estimation of gradients. It covers classic designs and their corresponding (meta)models; namely, resolution-III designs including fractional-factorial two-level designs for first-order polynomial metamodels, resolution-IV and resolution-V designs for metamodels augmented with two-factor interactions, and designs for second-degree polynomial metamodels including central composite designs. It also reviews factor screening for simulation models with very many factors, focusing on the so-called "sequential bifurcation" method. Furthermore, it reviews Kriging metamodels and their designs. It mentions that sensitivity analysis may also aim at the optimization of the simulated system, allowing multiple random simulation outputs.simulation;sensitivity analysis;gradients;screening;Kriging;optimization;Response SurfaceMethodology;Taguchi

Design of Experiments: An Overview

Design Of Experiments (DOE) is needed for experiments with real-life systems, and with either deterministic or random simulation models. This contribution discusses the different types of DOE for these three domains, but focusses on random simulation. DOE may have two goals: sensitivity analysis including factor screening and optimization. This contribution starts with classic DOE including 2k-p and Central Composite designs. Next, it discusses factor screening through Sequential Bifurcation. Then it discusses Kriging including Latin Hyper cube Sampling and sequential designs. It ends with optimization through Generalized Response Surface Methodology and Kriging combined with Mathematical Programming, including Taguchian robust optimization.simulation;sensitivity analysis;optimization;factor screening;Kriging;RSM;Taguchi

Regression metamodels for simulation with common random numbers: Comparison of techniques

Regression Analysis;mathematische statistiek

Timeliness of information: A basic model

information;models;costs;benefits;recency;information and uncertainty