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Driving Frequency Selection for Frequency Domain Simulation Experiments

Author

Listed:
  • Sheldon H. Jacobson

    (Case Western Reserve University, Cleveland, Ohio)

  • Arnold H. Buss

    (Washington University, St. Louis, Missouri)

  • Lee W. Schruben

    (Cornell University, Ithaca, New York)

Abstract

Frequency domain methodology has been applied to discrete-event simulations to identify terms in a polynomial model of the simulation output. In this paper, the problem of optimally selecting input frequencies is studied. A fast algorithm is presented that closely approximates the optimal solution. The results obtained from the algorithm are compared to known optimal solutions. Tables of input frequencies for various experiments are presented in an appendix.

Suggested Citation

  • Sheldon H. Jacobson & Arnold H. Buss & Lee W. Schruben, 1991. "Driving Frequency Selection for Frequency Domain Simulation Experiments," Operations Research, INFORMS, vol. 39(6), pages 917-924, December.
    • Handle: RePEc:inm:oropre:v:39:y:1991:i:6:p:917-924
    DOI: 10.1287/opre.39.6.917
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    Citations

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    Cited by:

    1. 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.
    2. 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.
    3. Felisa J. Vázquez-Abad & Sheldon H. Jacobson, 2001. "Phantom Harmonic Gradient Estimators for Nonpreemptive Priority Queueing Systems," INFORMS Journal on Computing, INFORMS, vol. 13(4), pages 345-359, November.
    4. 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.
    5. 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.
    6. 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.
    7. 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.

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