Kriging Metamodeling in Simulation: A Review

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Abstract

This article reviews Kriging (also called spatial correlation modeling). It presents the basic Kriging assumptions and formulas contrasting Kriging and classic linear regression metamodels. Furthermore, it extends Kriging to random simulation, and discusses bootstrapping to estimate the variance of the Kriging predictor. Besides classic one-shot statistical designs such as Latin Hypercube Sampling, it reviews sequentialized and customized designs. It ends with topics for future research.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages16
Volume2007-13
Publication statusPublished - 2007

Publication series

NameCentER Discussion Paper
Volume2007-13

Keywords

  • Kriging
  • Metamodel
  • Response Surface
  • Interpolation
  • Design

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