Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels

Article Abstract:

The feasibility of incorporating the correlation-based variance reduction technique in the design of a linear metamodel for highly optimal systems is evaluated. Control variates and common random numbers are combined into the stream-assignment rule and point estimator of the proposed model before the latter is subjected to numerical analysis. Results show that the model is a very useful tool for studying the design variables and mean response of optimal systems.

Parameter estimation

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Validation and statistical anslysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments

Article Abstract:

A validation method and statistical analysis techniques for using the correlation-induction strategy known as common random numbers (CRN) in multipopulation simulation experiments are introduced. The validation procedures entail tests for multivariate normality, the structure of the covariance matrix between responses and the adequacy of the derived metamodel. A hospital simulation study is given to illustrate both methodologies.

Models, Meta-analysis, Linear models (Statistics), Numbers, Random, Random numbers

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Small response surface designs for metamodel estimation

Article Abstract:

Simulation of regression metamodels for predictive capability assessment and evaluation of small second-order designs.

Turkey, Usage, Evaluation, Regression analysis, Computer design, Capacity planning (Computers)

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