A hybrid method for simulation factor screening |
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| Authors: | Hua Shen Hong Wan Susan M. Sanchez |
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| Affiliation: | 1. Bank of America, Charlotte, NC 28255;2. School of Industrial Engineering, Purdue University, West Lafayette, Indiana 47907‐2023;3. Department of Operations Research, Graduate School of Operational and Information Sciences, Naval Postgraduate School, Monterey, California 93943;4. Graduate School of Business and Public Policy, Naval Postgraduate School, Monterey, California 93943 |
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| Abstract: | Factor screening is performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Controlled sequential bifurcation (CSB) and controlled sequential factorial design (CSFD) are two new screening methods for discrete‐event simulations. Both methods use hypothesis testing procedures to control the Type I Error and power of the screening results. The scenarios for which each method is most efficient are complementary. This study proposes a two‐stage hybrid approach that combines CSFD and an improved CSB called CSB‐X. In Phase 1, a prescreening procedure will estimate each effect and determine whether CSB‐X or CSFD will be used for further screening. In Phase 2, CSB‐X and CSFD are performed separately based on the assignment of Phase 1. The new method usually has the same error control as CSB‐X and CSFD. The efficiency, on the other hand, is usually much better than either component method. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2010 |
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| Keywords: | computer experiments discrete‐event simulation factor screening |
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