Statistical fitting and validation of non-linear simulation metamodels: A case study
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- 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.
- Kleijnen, J. P. C. & van den Burg, A. J. & van der Ham, R. Th., 1979. "Generalization of simulation results practicality of statistical methods," European Journal of Operational Research, Elsevier, vol. 3(1), pages 50-64, January.
- 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.
- Kleijnen, J.P.C. & Sargent, R., 1997. "A Methodology for Fitting and Validating Metamodels in Simulation," Discussion Paper 1997-116, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & Sargent, R., 1997. "A Methodology for Fitting and Validating Metamodels in Simulation," Other publications TiSEM b8c2217c-f02c-4786-b704-7, Tilburg University, School of Economics and Management.
- Masson, Egill & Wang, Yih-Jeou, 1990. "Introduction to computation and learning in artificial neural networks," European Journal of Operational Research, Elsevier, vol. 47(1), pages 1-28, July.
- White, Halbert, 1980. "Nonlinear Regression on Cross-Section Data," Econometrica, Econometric Society, vol. 48(3), pages 721-746, April.
- Panis, Renato P. & Myers, Raymond H. & Houck, Ernest C., 1994. "Combining regression diagnostics with simulation metamodels," European Journal of Operational Research, Elsevier, vol. 73(1), pages 85-94, February.
- Acácio M. De O. Porta Nova & James R. Wilson, 1989. "Estimation of Multiresponse Simulation Metamodels Using Control Variates," Management Science, INFORMS, vol. 35(11), pages 1316-1333, November.
- Robert W. Blanning, 1974. "The Sources and Uses of Sensitivity Information," Interfaces, INFORMS, vol. 4(4), pages 32-38, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Poropudas, Jirka & Virtanen, Kai, 2011. "Simulation metamodeling with dynamic Bayesian networks," European Journal of Operational Research, Elsevier, vol. 214(3), pages 644-655, November.
- 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.
- Shi, Wen & Shang, Jennifer & Liu, Zhixue & Zuo, Xiaolu, 2014. "Optimal design of the auto parts supply chain for JIT operations: Sequential bifurcation factor screening and multi-response surface methodology," European Journal of Operational Research, Elsevier, vol. 236(2), pages 664-676.
- Reis dos Santos, Pedro M. & Isabel Reis dos Santos, M., 2009. "Using subsystem linear regression metamodels in stochastic simulation," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1031-1040, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jack P. C. Kleijnen & Susan M. Sanchez & Thomas W. Lucas & Thomas M. Cioppa, 2005. "State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments," INFORMS Journal on Computing, INFORMS, vol. 17(3), pages 263-289, August.
- Kleijnen, J.P.C. & Sanchez, S.M. & Lucas, T.W. & Cioppa, T.M., 2003.
"A User's Guide to the Brave New World of Designing Simulation Experiments,"
Discussion Paper
2003-1, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C. & Sanchez, S.M. & Lucas, T.W. & Cioppa, T.M., 2003. "A User's Guide to the Brave New World of Designing Simulation Experiments," Other publications TiSEM a6910d11-f9bc-4246-b1a7-2, Tilburg University, School of Economics and Management.
- Jin, Ding & Hedtrich, Johannes & Henning, Christian, 2018. "Applying Meta modeling for extended CGE-modeling: Sample techniques and potential application," Conference papers 332947, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Hawre Jalal & Bryan Dowd & François Sainfort & Karen M. Kuntz, 2013. "Linear Regression Metamodeling as a Tool to Summarize and Present Simulation Model Results," Medical Decision Making, , vol. 33(7), pages 880-890, October.
- Reis dos Santos, Pedro M. & Isabel Reis dos Santos, M., 2009. "Using subsystem linear regression metamodels in stochastic simulation," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1031-1040, August.
- Kleijnen, Jack P. C., 2005.
"An overview of the design and analysis of simulation experiments for sensitivity analysis,"
European Journal of Operational Research, Elsevier, vol. 164(2), pages 287-300, July.
- Kleijnen, J.P.C., 2004. "An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis," Other publications TiSEM 8151e500-26af-4fb3-87cc-9, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2004. "An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis," Discussion Paper 2004-16, Tilburg University, Center for Economic Research.
- Ekren, Orhan & Ekren, Banu Yetkin, 2008. "Size optimization of a PV/wind hybrid energy conversion system with battery storage using response surface methodology," Applied Energy, Elsevier, vol. 85(11), pages 1086-1101, November.
- Poropudas, Jirka & Virtanen, Kai, 2011. "Simulation metamodeling with dynamic Bayesian networks," European Journal of Operational Research, Elsevier, vol. 214(3), pages 644-655, November.
- 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.
- Ekren, Orhan & Ekren, Banu Y. & Ozerdem, Baris, 2009. "Break-even analysis and size optimization of a PV/wind hybrid energy conversion system with battery storage - A case study," Applied Energy, Elsevier, vol. 86(7-8), pages 1043-1054, July.
- Kleijnen, J.P.C., 1997.
"Experimental Design for Sensitivity Analysis, Optimization and Validation of Simulation Models,"
Discussion Paper
1997-52, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 1997. "Experimental Design for Sensitivity Analysis, Optimization and Validation of Simulation Models," Other publications TiSEM c0e2bc10-e550-4cf2-b649-6, Tilburg University, School of Economics and Management.
- Noguera, Jose H. & Watson, Edward F., 2006. "Response surface analysis of a multi-product batch processing facility using a simulation metamodel," International Journal of Production Economics, Elsevier, vol. 102(2), pages 333-343, August.
- Katarzyna Growiec & Jakub Growiec & Bogumil Kaminski, 2017.
"Social Network Structure and The Trade-Off Between Social Utility and Economic Performance,"
KAE Working Papers
2017-026, Warsaw School of Economics, Collegium of Economic Analysis.
- Jakub Growiec & Bogumił Kamiński & Katarzyna Growiec, 2017. "Social Network Structure and The Trade-Off Between Social Utility and Economic Performance," EcoMod2017 10279, EcoMod.
- Acharki, Naoufal & Bertoncello, Antoine & Garnier, Josselin, 2023. "Robust prediction interval estimation for Gaussian processes by cross-validation method," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017.
"Validation of Agent-Based Models in Economics and Finance,"
LEM Papers Series
2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," SciencePo Working papers Main halshs-02375423, HAL.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," Post-Print halshs-02375423, HAL.
- H. Christopher Frey & Sumeet R. Patil, 2002. "Identification and Review of Sensitivity Analysis Methods," Risk Analysis, John Wiley & Sons, vol. 22(3), pages 553-578, June.
- Tunali, S. & Batmaz, I., 2003. "A metamodeling methodology involving both qualitative and quantitative input factors," European Journal of Operational Research, Elsevier, vol. 150(2), pages 437-450, October.
- Akhand, Hafiz A., 1996. "Effective federal individual income tax functions: A specification search," Economics Letters, Elsevier, vol. 51(1), pages 19-25, April.
- Kleijnen, J.P.C., 1995.
"Sensitivity analysis and optimization of system dynamics models : Regression analysis and statistical design of experiments,"
Other publications TiSEM
87ee6ee0-592c-4204-ac50-6, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 1995. "Sensitivity analysis and optimization of system dynamics models : Regression analysis and statistical design of experiments," Discussion Paper 1995-4, Tilburg University, Center for Economic Research.
- Xiu, Dacheng, 2010. "Quasi-maximum likelihood estimation of volatility with high frequency data," Journal of Econometrics, Elsevier, vol. 159(1), pages 235-250, November.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:171:y:2006:i:1:p:53-63. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.