Experimental Design for Sensitivity Analysis of Simulation Models

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Abstract

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.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages8
Volume2001-15
Publication statusPublished - 2001

Publication series

NameCentER Discussion Paper
Volume2001-15

Keywords

  • experimental design
  • simulation models
  • sensitivity analysis
  • regression analysis

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