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Factor Screening in Simulation: Evaluation of Two Strategies Based on Random Balance Sampling

Author

Listed:
  • Carl A. Mauro

    (Desmatics, Inc., State College, Pennsylvania)

  • Dennis E. Smith

    (Desmatics, Inc., State College, Pennsylvania)

Abstract

In the study of large, complex computer simulation models the user is often overwhelmed by the vast number of input variables. Moreover, he or she is usually confused about how to make an effective analysis of the model without performing an excessive number of runs, which tend to be costly and time consuming. Factor screening methods, which attempt to identify the more important variables, can be extremely useful in the study of such models. This paper presents and evaluates two screening strategies based upon random balance sampling. Both strategies are applicable when there are more variables to be screened than there are available screening runs. The results provide guidance in using these strategies in particular screening applications.

Suggested Citation

  • Carl A. Mauro & Dennis E. Smith, 1984. "Factor Screening in Simulation: Evaluation of Two Strategies Based on Random Balance Sampling," Management Science, INFORMS, vol. 30(2), pages 209-221, February.
    • Handle: RePEc:inm:ormnsc:v:30:y:1984:i:2:p:209-221
    DOI: 10.1287/mnsc.30.2.209
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    Cited by:

    1. Gabriel Nasser Doyle de Doile & Pedro Paulo Balestrassi & Miguel Castilla & Antonio Carlos Zambroni de Souza & Jaume Miret, 2023. "An Experimental Approach for Secondary Consensus Control Tuning for Inverter-Based Islanded Microgrids," Energies, MDPI, vol. 16(1), pages 1-15, January.

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