Construction of column-orthogonal designs for computer experiments

Construction of column-orthogonal designs for computer experiments
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计算机实验的列正交设计的构建

DOI:
10.1007/s11425-011-4284-8
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发表时间:
2011-10
期刊:
Science China Mathematics
影响因子:
--
通讯作者:
Liu MinQian
Liu MinQian
中科院分区:
其他
文献类型:
--
作者:
Sun FaSheng;Pang Fang;Liu MinQian

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拉丁超立方设计和均匀设计是计算机实验中最常用的两种空间填充设计。试验大小等于拉丁超立方设计中因子水平的数量这一事实使得正交性变得困难。而对于均匀设计,它通常具有良好的空间填充特性,但因子之间的相关性不一定很小或为零。本文通过旋转正交表的因子组,构造了一类列正交和近似列正交的计算机试验设计,它在不同试验规模和因子水平数方面对计算机试验设计进行了补充,并能灵活地适应不同水平数的因子组合。得到的列正交设计不仅对每个因子具有均匀间隔的水平,而且对一阶模型中的线性效应具有不相关的估计值。此外,如果相应的正交表具有等于或大于3的强度,则它们是3正交的。这些新设计沿着具有较大的因子-试验比,是经济的,适用于物理实验因子的筛选。
Latin hypercube design and uniform design are two kinds of most popular space-filling designs for computer experiments. The fact that the run size equals the number of factor levels in a Latin hypercube design makes it difficult to be orthogonal. While for a uniform design, it usually has good space-filling properties, but does not necessarily have small or zero correlations between factors. In this paper, we construct a class of column-orthogonal and nearly column-orthogonal designs for computer experiments by rotating groups of factors of orthogonal arrays, which supplement the designs for computer experiments in terms of various run sizes and numbers of factor levels and are flexible in accommodating various combinations of factors with different numbers of levels. The resulting column-orthogonal designs not only have uniformly spaced levels for each factor but also have uncorrelated estimates of the linear effects in first order models. Further, they are 3-orthogonal if the corresponding orthogonal arrays have strength equal to or greater than three. Along with a large factor-to-run ratio, these newly constructed designs are economical and suitable for screening factors for physical experiments.
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