| A model for frequency domain experiments |
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Winter Simulation Conference
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Proceedings of the 19th conference on Winter simulation
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Atlanta, Georgia, United States
Pages: 424 - 427
Year of Publication: 1987
ISBN:0-911801-32-4
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Authors
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Paul J. Sanchez
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Systems & Industrial Engineering, University of Arizona, Tucson, AZ
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Arnold H. Buss
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School of Business, Washington University, St. Louis, MO
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Downloads (6 Weeks): 1, Downloads (12 Months): 5, Citation Count: 8
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ABSTRACT
We present a meta-model which is useful for understanding simulation frequency domain experiments. This model consists of polynomial gain followed by a linear filter with additive noise. The assumptions for performing frequency domain experiments are thus made explicit. We demonstrate how the model leads to a straightforward mechanism for factor screening via statistical hypothesis testing.
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.
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COGLIANO, V. J. (1981). Sensitivity AnMysis and Model Identification in Simulation Studies: A Frequency Domain Approach. Ph.D. dissertation, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York.
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JACOBSON, S., SCHRUBEN, L., and BUSS, A. (1986) The Frequency Seleetion Problem: An Algorithm for Simulation Frequency Domain Experiments. Technical Report No. 714, SORIE, Cornell University.
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KLEIJNAN, J. P. C., VAN DEN BURG, A. J. and VAN DER. HAM, R. TIt. (1979). Generalization of Simulation Results: Practicality of Statistical Methods. European JournM of Opera~ions Research, 3~ 1~ 50-64.
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KLEIJNAN, J. P. C. (1980). Experimentation with Models: Statistical Design and Analysis Techniques. In: Proceedings for Simulation '80, Interlaken, Switzerland.
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NARENDRA, K. and GALLMAN, P. (1966) An Iterative Method for Identification of Nonlinear Systems using a Hammerstein Model. IEEE Tranzactions on Automatic Control~ AC-11, 546-550.
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PllIESTLEY, M. B. (1981). SpeciraI Analysis and Time Series. Academic Press, New York.
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SANCItEZ, P. J. (1987), Design and AnMysis of Frequency Domain Experiments. Ph.D. thesis, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York.
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SCIlllUBEN, L. W., HEATH, D., and BUSS, A. (1987). A Dynamic Response Surface Model for Frequency Domain Simulation Experiments. Technical Report~ School of Operations Research and Industrial Engineering, Cornell University, Ithaca, New York.
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CITED BY 8
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Sheldon H. Jacobson , Doug Morrice , Lee W. Schruben, The global simulation clock as the frequency domain experiment index, Proceedings of the 20th conference on Winter simulation, p.558-563, December 12-14, 1988, San Diego, California, United States
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