Design and analysis of simulation experiments:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cham [u.a.]
Springer
2015
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | International series in operations research & management science
230 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | XV, 322 S. Ill., graph. Darst. |
| ISBN: | 9783319180861 9783319330716 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804175159967350784 |
|---|---|
| adam_text | Titel: Design and analysis of simulation experiments
Autor: Kleijnen, Jack P. C
Jahr: 2015
Contents
Preface vii
1 Introduction 1
1.1 What Is Simulation?............................................1
1.2 What Is Design and Analysis of Simulation Experiments
(DASE)?..........................................................8
1.3 DASE Symbols and Terminology..............................12
Solutions for Exercises................................................16
References..............................................................16
2 Classic Regression Metamodels and Their Designs 23
2.1 Introduction......................................................24
2.2 Linear Regression................................................28
2.2.1 Basic Linear Regression Analysis......................28
2.2.2 Advanced Linear Regression Analysis ................33
2.3 Linear Regression: First-Order Polynomials..................40
2.3.1 Scaling the Inputs......................................41
2.3.2 One-Factor-at-a-Time Designs Versus Factorial
Designs..................................................44
2.4 Designs for First-Order Polynomials: Resolution-Ill..........49
2.4.1 2k~p Designs of Resolution-Ill ........................50
2.4.2 Plackett-Burman Designs of Resolution-Ill ..........54
xi
xii Contents
2.5 Linear Regression: Interactions................................55
2.6 Designs Allowing Two-Factor Interactions: Resolution-IV . 58
2.7 Designs for Two-Factor Interactions: Resolution-V..........61
2.8 Linear Regression: Second-Order Polynomials................63
2.9 Designs for Second-Degree Polynomials: Central
Composite Designs..............................................64
2.10 Optimal Designs and Other Designs ..........................66
2.10.1 Optimal Designs........................................66
2.10.2 More Design Types......................................67
2.11 Conclusions......................................................68
Solutions for Exercises................................................73
References..............................................................77
3 Classic Assumptions Versus Simulation Practice 83
3.1 Introduction......................................................84
3.2 Multivariate Output............................................85
3.2.1 Linear Regression Metamodels........................86
3.2.2 Designs for Multivariate Simulation Output..........88
3.3 Nonnormal Output..............................................89
3.3.1 Realistic Normality Assumption?......................89
3.3.2 Testing the Normality Assumption....................91
3.3.3 Normalizing Transformations..........................93
3.3.4 Jackknifing..............................................93
3.3.5 Bootstrapping ..........................................96
3.4 Heterogeneous Output Variances...............100
3.4.1 Realistic Constant Variance Assumption?......100
3.4.2 Testing for Constant Variances............101
3.4.3 Variance Stabilizing Transformations.........102
3.4.4 Least Squares Estimators...............102
3.4.5 Designs for Heterogeneous Output Variances .... 105
3.5 Common Random Numbers (CRN)..............108
3.6 Validation of Metamodels...................112
3.6.1 The Coefficients of Determination R2 and R^dj . . . 113
3.6.2 Cross-Validation....................114
3.6.3 Transformations of Regression Variables.......121
3.6.4 Adding High-Order Terms...............122
3.7 Conclusions...........................122
Solutions for Exercises........................123
References...............................124
4 Screening the Many Inputs of Realistic Simulation
Models 135
4.1 Introduction...........................136
4.2 Sequential Bifurcation (SB) for Deterministic
Simulations and First-Order Polynomial Metamodels .... 139
Contents xiii
4.3 SB for Deterministic Simulations and Second-Order
Polynomial Metamodels....................147
4.4 SB for Random Simulations and Constant Number
of Replications.........................149
4.4.1 The SB Method ....................149
4.4.2 Case Study: Ericsson s Supply Chain.........151
4.5 SB for Random Simulations and Variable Number
of Replications.........................154
4.5.1 Monte Carlo Experiment with SPRT.........157
4.6 Multiresponse SB: MSB....................159
4.6.1 Monte Carlo Experiments with MSB and SB .... 162
4.6.2 Case Study: Chinese Supply-Chain..........166
4.7 Validating the SB and MSB Assumptions..........168
4.8 Conclusions...........................172
Solutions for Exercises........................173
References...............................173
5 Kriging Metamodels and Their Designs 179
5.1 Introduction...........................180
5.2 Ordinary Kriging (OK) in Deterministic Simulation .... 181
5.2.1 OK Basics........................181
5.2.2 Estimating the OK Parameters............187
5.3 Bootstrapping and Conditional Simulation for OK
in Deterministic Simulation..................191
5.3.1 Bootstrapped OK (BOK)...............191
5.3.2 Conditional Simulation of OK (CSOK) .......194
5.4 Universal Kriging (UK) in Deterministic Simulation .... 197
5.5 Designs for Deterministic Simulation.............198
5.5.1 Latin Hypercube Sampling (LHS) ..........199
5.5.2 Sequential Customized Designs............203
5.6 Stochastic Kriging (SK) in Random Simulation.......206
5.6.1 A Metamodel for SK..................207
5.6.2 Designs for SK.....................209
5.7 Monotonie Kriging: Bootstrapping and Acceptance/
Rejection............................212
5.8 Global Sensitivity Analysis: Sobol s
FANOVA............................216
5.9 Risk Analysis..........................218
5.10 Miscellaneous Issues in Kriging................222
5.11 Conclusions...........................223
Solutions for Exercises........................224
References...............................224
xiv Contents
6 Simulation Optimization 241
6.1 Introduction...........................242
6.2 Linear Regression for Optimization..............244
6.2.1 Response Surface Methodology (RSM): Basics . . . 244
6.2.2 RSM in Random Simulation..............250
6.2.3 Adapted Steepest Descent (ASD) for RSM.....252
6.2.4 Multiple Responses: Generalized RSM (GRSM) . . . 253
6.2.5 Testing a GRSM Optimum: Karush-Kuhn-Tucker
(KKT) conditions ...................259
6.3 Kriging Metamodels for Optimization ............266
6.3.1 Efficient Global Optimization (EGO).........266
6.3.2 Kriging and Integer Mathematical Programming
(KrIMP) ........................269
6.4 Robust Optimization......................273
6.4.1 Taguchian Robust Optimization Through RSM . . . 275
6.4.2 Taguchian Robust Optimization Through Kriging . 280
6.4.3 Ben-Tal et al. s Robust Optimization.........284
6.5 Conclusions...........................285
Solutions for Exercises........................286
References...............................286
Author Index 301
Subject Index 317
|
| any_adam_object | 1 |
| author | Kleijnen, Jack P. C. 1940- |
| author_GND | (DE-588)130618365 |
| author_facet | Kleijnen, Jack P. C. 1940- |
| author_role | aut |
| author_sort | Kleijnen, Jack P. C. 1940- |
| author_variant | j p c k jpc jpck |
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| dewey-full | 658.40301 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.40301 |
| dewey-search | 658.40301 |
| dewey-sort | 3658.40301 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| indexdate | 2024-07-10T07:11:52Z |
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| language | English |
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| series2 | International series in operations research & management science |
| spelling | Kleijnen, Jack P. C. 1940- Verfasser (DE-588)130618365 aut Design and analysis of simulation experiments Jack P.C. Kleijnen 2. ed. Cham [u.a.] Springer 2015 XV, 322 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier International series in operations research & management science 230 Hier auch später erschienene, unveränderte Nachdrucke Operations Research (DE-588)4043586-6 gnd rswk-swf Computersimulation (DE-588)4148259-1 gnd rswk-swf Versuchsplanung (DE-588)4078859-3 gnd rswk-swf Wirtschaftswissenschaften (DE-588)4066528-8 gnd rswk-swf Wirtschaftswissenschaften (DE-588)4066528-8 s Operations Research (DE-588)4043586-6 s Versuchsplanung (DE-588)4078859-3 s Computersimulation (DE-588)4148259-1 s DE-604 Erscheint auch als Online-Ausgabe 978-3-319-18087-8 International series in operations research & management science 230 (DE-604)BV011630976 230 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028304914&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kleijnen, Jack P. C. 1940- Design and analysis of simulation experiments International series in operations research & management science Operations Research (DE-588)4043586-6 gnd Computersimulation (DE-588)4148259-1 gnd Versuchsplanung (DE-588)4078859-3 gnd Wirtschaftswissenschaften (DE-588)4066528-8 gnd |
| subject_GND | (DE-588)4043586-6 (DE-588)4148259-1 (DE-588)4078859-3 (DE-588)4066528-8 |
| title | Design and analysis of simulation experiments |
| title_auth | Design and analysis of simulation experiments |
| title_exact_search | Design and analysis of simulation experiments |
| title_full | Design and analysis of simulation experiments Jack P.C. Kleijnen |
| title_fullStr | Design and analysis of simulation experiments Jack P.C. Kleijnen |
| title_full_unstemmed | Design and analysis of simulation experiments Jack P.C. Kleijnen |
| title_short | Design and analysis of simulation experiments |
| title_sort | design and analysis of simulation experiments |
| topic | Operations Research (DE-588)4043586-6 gnd Computersimulation (DE-588)4148259-1 gnd Versuchsplanung (DE-588)4078859-3 gnd Wirtschaftswissenschaften (DE-588)4066528-8 gnd |
| topic_facet | Operations Research Computersimulation Versuchsplanung Wirtschaftswissenschaften |
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| volume_link | (DE-604)BV011630976 |
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