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Simulation Factor Screening Using Harmonic Analysis

Author

Listed:
  • Douglas J. Morrice

    (M.S.I.S. Department, The University of Texas, Austin, Texas 78712)

  • Lee W. Schruben

    (Cornell University, Ithaca, New York 14853 and SEMATECH, Austin, Texas 78741)

Abstract

In this paper, we provide a quantitative approach to Frequency Domain Methodology (FDM) using harmonic analysis. For a certain class of metamodels, we give the frequency domain hypothesis and develop the corresponding hypothesis test. Minimum simulation model run length information for FDM is provided for a subclass of these metamodels. We discuss factor screening designs to increase the power of the test and illustrate these designs by an example.

Suggested Citation

  • Douglas J. Morrice & Lee W. Schruben, 1993. "Simulation Factor Screening Using Harmonic Analysis," Management Science, INFORMS, vol. 39(12), pages 1459-1476, December.
    • Handle: RePEc:inm:ormnsc:v:39:y:1993:i:12:p:1459-1476
    DOI: 10.1287/mnsc.39.12.1459
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    Citations

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    Cited by:

    1. Sanchez, Susan M. & Moeeni, Farhad & Sanchez, Paul J., 2006. "So many factors, so little time...Simulation experiments in the frequency domain," International Journal of Production Economics, Elsevier, vol. 103(1), pages 149-165, September.
    2. Jacobson, Sheldon H., 1997. "The effect of initial transient on the steady-state simulation harmonic analysis gradient estimators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(2), pages 209-221.
    3. Morgan, Lucy E. & Barton, Russell R., 2022. "Fourier trajectory analysis for system discrimination," European Journal of Operational Research, Elsevier, vol. 296(1), pages 203-217.

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