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Very large fractional factorial and central composite designs
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Volume 15 ,  Issue 4  (October 2005) table of contents
Pages: 362 - 377  
Year of Publication: 2005
ISSN:1049-3301
Authors
Susan M. Sanchez  Naval Postgraduate School, Monterey, CA
Paul J. Sanchez  Naval Postgraduate School, Monterey, CA
Publisher
ACM  New York, NY, USA
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ABSTRACT

We present a concise representation of fractional factorials and an algorithm to quickly generate resolution V designs. The description is based on properties of a complete, orthogonal discrete-valued basis set called Walsh functions. We tabulate two-level resolution V fractional factorial designs, as well as central composite designs allowing estimation of full second-order models, for experiments involving up to 120 factors. The simple algorithm provided can be used to characterize even larger designs, and a fast Walsh transform method quickly generates design matrices from our representation.


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
Beauchamp, K. G. 1984. Applications of Walsh and Related Functions, With an Introduction to Sequency Theory. Academic Press, London.
 
2
Bettonvil, B. J. and Kleijnen, J. P. C. 1997. Searching for important factors in simulation models with many factors: Sequential bifurcation. Eur. J. Oper. Res. 96, 180--194.
 
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Box, G. E. P., Hunter, W. G., and Hunter, J. S. 1978. Statistics for Experimenters: An Introduction to Design, Data Analysis and Model Building. Wiley, New York, NY.
 
4
Chen, J., Sun, D. X., and Wu, C. F. J. 1993. A catalogue of two-level and three-level fractional factorial designs with small runs. Internat. Statist. Rev. 61, 131--145.
 
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Hedayat, A. S., Sloane, N. J. A., and Stufken, J. 1999. Orthogonal Arrays: Theory and Applications. Springer, New York, NY.
 
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Kleijnen, J. P. C., Sanchez, S. M., Lucas, T. W., and Cioppa, T. M. 2005. A user's guide to the brave new world of designing simulation experiments. INFORMS J. Comput. 17, 3, 263--289.
 
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Mee, R. W. 2004. Efficient two-level designs for estimating all main effects and two-factor interactions. J. Qual. Tech. 36, 400--412.
 
10
Montgomery, D. C. 2000. Design and Analysis of Experiments, 5th ed. Wiley, New York, NY.
 
11
NIST/SEMATECH. 2005. e-Handbook of Statistical Methods. Available at <http://www.itl.nist.gov/div898/handbook/>.
 
12
Sanchez, P. J., Head, K. L., and Ramberg, J. S. 2002. Life in the fast lane: Yates' algorithm, fast Fourier and Walsh transforms. In Modeling Uncertainty, M. Dror, P. L‘Ecuyer, and F. Szidarovszky, eds. Kluwer Academic Publishers, Norwell, MA, 652--684.
 
13
Sanchez, P. J. and Sanchez, S. M. 2005. Resolution V fractional factorial generating program. Available via “Software downloads” link at <http://diana.cs.nps.navy.mil/seedlab/>. Naval Postgraduate School.
 
14
SAS Institute. 2004. JMP-In Version 5.1 for Windows, Macintosh, and Unix. Duxbury Thompson Learning, Pacific Grove, CA.
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Wan, H., Ankenman, B., and Nelson, B. L. 2005. Controlled sequential bifurcation: A new factor-screening method for discrete-event simulation. Oper. Res., forthcoming.
 
17
Zouaoui, F. and Wilson, J. R. 2004. Accounting for input-model and input-parameter uncertainties in simulation. IIE Trans. 36, 11, 1135--1151.


Collaborative Colleagues:
Susan M. Sanchez: colleagues
Paul J. Sanchez: colleagues