Simulation Factor Screening Using Harmonic Analysis
用谐波分析为频域方法提供定量支持,针对一类元模型给出频域假设及检验,并讨论因子筛选设计以增强检验效力,附有示例。
In this paper, we provide a quantitative approach to Frequency Domain Methodology (FDM) using harmonic analysis. For a certain class of metamodels, we give the frequency domain hypothesis and develop the corresponding hypothesis test. Minimum simulation model run length information for FDM is provided for a subclass of these metamodels. We discuss factor screening designs to increase the power of the test and illustrate these designs by an example.