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Validation of regression metamodels in simulation: Bootstrap approach

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  • Kleijnen, Jack P.C.
  • Deflandre, David

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  • Kleijnen, Jack P.C. & Deflandre, David, 2006. "Validation of regression metamodels in simulation: Bootstrap approach," European Journal of Operational Research, Elsevier, vol. 170(1), pages 120-131, April.
    • Handle: RePEc:eee:ejores:v:170:y:2006:i:1:p:120-131
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    References listed on IDEAS

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    1. Jack P. C. Kleijnen & Russell C. H. Cheng & Bert Bettonvil, 2001. "Validation of Trace-Driven Simulation Models: Bootstrap Tests," Management Science, INFORMS, vol. 47(11), pages 1533-1538, November.
    2. W C M van Beers & J P C Kleijnen, 2003. "Kriging for interpolation in random simulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(3), pages 255-262, March.
    3. O F Demirel & T R Willemain, 2002. "Generation of simulation input scenarios using bootstrap methods," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 53(1), pages 69-78, January.
    4. Jack P. C. Kleijnen, 1992. "Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals," Management Science, INFORMS, vol. 38(8), pages 1164-1185, August.
    5. Kleijnen, J.P.C. & Cheng, R.C.H. & Bettonvil, B.W.M., 2001. "Validation of trace-driven simulation models : Bootstrapped tests," Other publications TiSEM 13d22f9a-c1e2-45a7-b96a-9, Tilburg University, School of Economics and Management.
    6. Kleijnen, Jack P. C. & Sargent, Robert G., 2000. "A methodology for fitting and validating metamodels in simulation," European Journal of Operational Research, Elsevier, vol. 120(1), pages 14-29, January.
    7. Ohtani, Kazuhiro, 2000. "Bootstrapping R2 and adjusted R2 in regression analysis," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December.
    8. van der Genugten, B.B., 1982. "The asymptotic behaviour of the estimated generalized least squares method in the linear regression model," Research Memorandum FEW 111, Tilburg University, School of Economics and Management.
    9. van der Genugten, B.B., 1982. "The asymptotic behaviour of the estimated generalized least squares method in the linear regression model," Other publications TiSEM e481bca4-b12f-427b-bc8e-6, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-09, Tilburg University, Center for Economic Research.
    2. Kleijnen, J.P.C., 2006. "White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice," Discussion Paper 2006-50, Tilburg University, Center for Economic Research.
    3. Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Other publications TiSEM 6ac4e049-ad86-447f-aeec-a, Tilburg University, School of Economics and Management.
    4. van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008. "Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping," European Journal of Operational Research, Elsevier, vol. 186(3), pages 1099-1113, May.
    5. Poropudas, Jirka & Virtanen, Kai, 2011. "Simulation metamodeling with dynamic Bayesian networks," European Journal of Operational Research, Elsevier, vol. 214(3), pages 644-655, November.
    6. Scott L. Rosen & Christopher P. Saunders & Samar K Guharay, 2015. "A Structured Approach for Rapidly Mapping Multilevel System Measures via Simulation Metamodeling," Systems Engineering, John Wiley & Sons, vol. 18(1), pages 87-101, January.
    7. Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Discussion Paper 2008-95, Tilburg University, Center for Economic Research.
    8. Ali Kokangul & Serap Akcan & Mufide Narli, 2017. "Optimizing nurse capacity in a teaching hospital neonatal intensive care unit," Health Care Management Science, Springer, vol. 20(2), pages 276-285, June.
    9. Kleijnen, Jack P.C. & van Schaik, Frans D.J., 2011. "Sealed-bid auction of Netherlands mussels: Statistical analysis," International Journal of Production Economics, Elsevier, vol. 132(1), pages 154-161, July.
    10. Hamad, Husam & Al-Hamdan, Sami, 2007. "Discovering metamodels' quality-of-fit for simulation via graphical techniques," European Journal of Operational Research, Elsevier, vol. 178(2), pages 543-559, April.
    11. Kleijnen, Jack P.C. & Pierreval, Henri & Zhang, Jin, 2011. "Methodology for determining the acceptability of system designs in uncertain environments," European Journal of Operational Research, Elsevier, vol. 209(2), pages 176-183, March.
    12. Kleijnen, Jack P.C., 2017. "Regression and Kriging metamodels with their experimental designs in simulation: A review," European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
    13. Shi, Wen & Liu, Zhixue & Shang, Jennifer & Cui, Yujia, 2013. "Multi-criteria robust design of a JIT-based cross-docking distribution center for an auto parts supply chain," European Journal of Operational Research, Elsevier, vol. 229(3), pages 695-706.
    14. Kleijnen, J.P.C., 2006. "Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts," Other publications TiSEM 7b8ecddb-f49e-4b80-865b-a, Tilburg University, School of Economics and Management.
    15. Kleijnen, Jack P.C. & Pierreval, H. & Zhang, J., 2009. "When is the design of a manufacturing system acceptable in the presence of uncertainty?," Other publications TiSEM 58fba7c4-8fd2-44d4-8ec3-f, Tilburg University, School of Economics and Management.
    16. Mert Edali & Gönenç Yücel, 2020. "Analysis of an individual‐based influenza epidemic model using random forest metamodels and adaptive sequential sampling," Systems Research and Behavioral Science, Wiley Blackwell, vol. 37(6), pages 936-958, November.
    17. Radaideh, Majdi I. & Kozlowski, Tomasz, 2020. "Surrogate modeling of advanced computer simulations using deep Gaussian processes," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    18. Strang, Kenneth David, 2012. "Importance of verifying queue model assumptions before planning with simulation software," European Journal of Operational Research, Elsevier, vol. 218(2), pages 493-504.
    19. Plischke, Elmar & Borgonovo, Emanuele & Smith, Curtis L., 2013. "Global sensitivity measures from given data," European Journal of Operational Research, Elsevier, vol. 226(3), pages 536-550.
    20. Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.

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