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Accession Number ADA584605
Title Control Variates and Optimal Designs in Metamodeling.
Publication Date Mar 2013
Media Count 140p
Personal Author J. B. Meents
Abstract At the heart of most modeling issues is a focus on variance reduction. Experimental designs are chosen based on both efficiency and a variety of variance based criteria. In many situations due to cost, time and availability issues it is beneficial to produce metamodels of simulations. Experimental designs for the region of operability are constructed to collect the simulation output required to construct representative metamodels. Independently, the method of control variates is a well established technique often employed to reduce variance in discrete event simulations. This thesis explores the variance reduction benefits that can be obtained by combining optimal experimental designs with control variates in multipopulation simulation experiments when constructing simulation metamodels. A variety of variance measures of effectiveness are used to demonstrate the theoretical benefits obtained by this approach. In addition, a randomly selected data set from within the design region is used to demonstrate the practical application and reduction of predictive variance obtained using this methodology.
Keywords Analysis of covariance
Control variates
Design of experiments
Experimental design
Measures of effectiveness
Metamodels
Optimal designs
Optimization
Simulation
Theses
Variance reduction
Variations


 
Source Agency Non Paid ADAS
NTIS Subject Category 72E - Operations Research
Corporate Author Air Force Inst. of Tech., Wright-Patterson AFB, OH. Graduate School of Engineering and Management.
Document Type Thesis
Title Note Master's thesis.
NTIS Issue Number 1403
Contract Number N/A

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