IDEAS home Printed from https://ideas.repec.org/a/taf/tjsmxx/v11y2017i2p137-150.html
   My bibliography  Save this article

Second-order nearly orthogonal Latin hypercubes for exploring stochastic simulations

Author

Listed:
  • A D MacCalman
  • H Vieira
  • T Lucas

Abstract

This paper presents new Latin hypercube designs with minimal correlations between all main, quadratic, and two-way interaction effects for a full second-order model. These new designs facilitate exploratory analysis of stochastic simulation models in which there is considerable a priori uncertainty about the forms of the responses. We focus on understanding the underlying complexities of simulated systems by exploring the input variables’ effects on the behavior of simulation responses. These new designs allow us to determine the driving factors, detect interactions between input variables, identify points of diminishing or increasing rates of return, and find thresholds or change points in localized areas. Our proposed designs enable analysts to fit many diverse metamodels to multiple outputs with a single set of runs. Creating these designs is computationally intensive; therefore, several have been cataloged and made available online to experimenters.

Suggested Citation

  • A D MacCalman & H Vieira & T Lucas, 2017. "Second-order nearly orthogonal Latin hypercubes for exploring stochastic simulations," Journal of Simulation, Taylor & Francis Journals, vol. 11(2), pages 137-150, May.
    • Handle: RePEc:taf:tjsmxx:v:11:y:2017:i:2:p:137-150
    DOI: 10.1057/jos.2016.8
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1057/jos.2016.8
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1057/jos.2016.8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Alex D MacCalman & Simon R Goerger, 2018. "Leveraging a design of experiments methodology to enhance impacts of modeling and simulations for engineered resilient systems," The Journal of Defense Modeling and Simulation, , vol. 15(4), pages 383-397, October.
    2. Che, Yiming & Cheng, Changqing, 2018. "Uncertainty quantification in stability analysis of chaotic systems with discrete delays," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 208-214.

    More about this item

    Statistics

    Access and download statistics

    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:taf:tjsmxx:v:11:y:2017:i:2:p:137-150. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/tjsm .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.