Significant Factor Identification Using Discrete Spectral Methods.

Abstract

Discrete event simulations are computer models of complex systems. The accuracy of the model in reflecting the behavior of the real system is determined by, among other things, the values of parameters for distributions used in the model. The modeller could allocate experimental resources more effectively without loss of accuracy in the model if he or she could identify those parameters to which the response of interest has the greatest sensitivity. One method of doing this is to try to model the response as a polynomial function of the model parameters. We are then interested in those terms in the polynomial which have non-zero coefficients. This report attempts to extend the schruben/cogliano methodology to cover a more general class of models which includes discrete-valued parameters, such as policy decisions or capacities of queues. We evaluated the use of discrete-valued functions as a basis for spectral analysis. Several function sets were considered as possibilities, and Walsh functions were selected as the best choice.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1985
Accession Number
ADA161933

Entities

People

  • Lee W. Schruben
  • Paul J. Sanchez

Organizations

  • Cornell University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Coefficients
  • Computer Programs
  • Computer Simulations
  • Computers
  • Estimators
  • Experimental Design
  • Frequency
  • Frequency Domain
  • Identification
  • Industrial Engineering
  • Sensitivity
  • Simulations
  • Spectra
  • Time Domain
  • Walsh Functions

Readers

  • Approximation Theory.
  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.