Controlled sequential factorial design for simulation factor screening
Controlled sequential factorial design for simulation factor screening
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DOI：
10.1016/j.ejor.2008.09.005
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发表时间：
2005-12
期刊：
影响因子：
--
通讯作者：
Hua Shen;H. Wan
中科院分区：
文献类型：
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作者：
Hua Shen;H. Wan
筛选实验是为了有效地排除不重要的因素，以便在以后的实验中更深入地研究剩余的重要因素。本文提出了离散事件模拟实验的受控序贯析因设计。它将序贯假设检验程序与传统（部分）析因设计相结合，以控制异质方差条件下每个因子的I型误差和功效。我们比较CSFD与其他顺序筛选方法具有类似的错误控制性能。CSFD需要很少的假设，并在不同的系统条件下表现出强大的性能。该方法适用于具有中等数量因子和大方差的系统。
Screening experiments are performed to eliminate unimportant factors efficiently so that the remaining important factors can be studied more thoroughly in later experiments. This paper proposes controlled sequential factorial design (CSFD) for discrete-event simulation experiments. It combines a sequential hypothesis testing procedure with a traditional (fractional) factorial design to control the Type I error and power for each factor under heterogeneous variance conditions. We compare CSFD with other sequential screening methods with similar error control properties. CSFD requires few assumptions and demonstrates robust performance with different system conditions. The method is appropriate for systems with a moderate number of factors and large variances.