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A hybrid method for simulation factor screening

Published: 03 December 2006 Publication History

Abstract

Factor screening is performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Controlled Sequential Bifurcation (CSB) and Controlled Sequential Factorial Design (CSFD) are two new screening methods for discrete-event simulations. Both methods use hypothesis testing procedures to control the Type I Error and power of the screening results. The scenarios at which each method is most efficient are complementary. This paper proposes a two-stage hybrid approach to combine CSB and CSFD. The new method usually has the same error control as CSB and CSFD. The efficiency, on the other hand, is usually much better than either component method.

References

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Bettonvil, B., and J. P. C. Kleijnen. 1997. Searching for important factors in simulation models with many factors: sequential bifurcation. European Journal of Operational Research 96(1): 180--194.
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Campolongo, F., J. P. C. Kleijnen, and T. Andres. 2000. Screening Methods, In Sensitivity Analysis. ed. A. Saltelli, K. Chan, E. M. Scott. New York: John Wiley & Sons Inc.
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Myers, R. H. and D. C. Montgomery. 2002. Response surface methodology: process and product optimization using designed experiments, 2nd Edition. New York: John Wiley & Sons Inc.
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Sanchez, S. M., H. Wan, and T. W. Lucas. 2005. A two-phase screening procedure for simulation experiments. In Proceedings of the 2005 Winter Simulation Conference, 223--230.
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Sanchez, S. M., and P. J. Sanchez. 2005. Very large fractional factorial and central composite designs. ACM Transactions on Modeling and Computer Simulation 15(4): 362--377.
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Shen, H., and H. Wan. 2005. Controlled sequential factorial design for simulation factor screening. In Proceedings of the 2005 Winter Simulation Conference, 467--474.
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Shen, H., and H. Wan. 2006. Controlled sequential factorial design for simulation factor screening. Working paper. Available online via <http://web.ics.purdue.edu/~hwan/CSFDsubmitted.pdf>.
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Trocine, L., and L. Malone. 2000. Finding important independent variables through screening designs: a comparison of methods. In Proceedings of the 2000 Winter Simulation Conference, 749--754.
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Trocine, L., and L. Malone. 2001. An overview of newer, advanced screening methods for the initial phase in an experimental design. In Proceedings of the 2001 Winter Simulation Conference, 169--178.
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Wan, H., and B. Ankenman. 2006. Two-stage controlled fractional factorial screening for simulation experiments. Working Paper.
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Wan, H., B. Ankenman, and B. L. Nelson. 2003. Controlled sequential bifurcation: a new factor-screening method for discrete-event simulation. In Proceedings of the 2003 Winter Simulation Conference, 565--573.
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Wan, H., B. Ankenman, and B. L. Nelson. 2006a. Controlled sequential bifurcation: a new factor-screening method for discrete-event simulation. Operations Research, forthcoming.
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Wan, H., B. Ankenman, and B. L. Nelson. 2006b. Simulation factor screening with controlled sequential bifurcation in the presence of interactions. Working Paper. Available online via <http://web.ics.purdue.edu/~hwan/WanAnkenmanNelsonCSBX.pdf>.

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  • (2010)Modification of Cheng's methodProceedings of the Winter Simulation Conference10.5555/2433508.2433632(1034-1047)Online publication date: 5-Dec-2010
  • (2007)Important factors in screening for colorectal cancerProceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come10.5555/1351542.1351803(1475-1482)Online publication date: 9-Dec-2007
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Published In

cover image ACM Conferences
WSC '06: Proceedings of the 38th conference on Winter simulation
December 2006
2429 pages
ISBN:1424405017

Sponsors

  • IIE: Institute of Industrial Engineers
  • ASA: American Statistical Association
  • IEICE ESS: Institute of Electronics, Information and Communication Engineers, Engineering Sciences Society
  • IEEE-CS\DATC: The IEEE Computer Society
  • SIGSIM: ACM Special Interest Group on Simulation and Modeling
  • NIST: National Institute of Standards and Technology
  • (SCS): The Society for Modeling and Simulation International
  • INFORMS-CS: Institute for Operations Research and the Management Sciences-College on Simulation

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Winter Simulation Conference

Publication History

Published: 03 December 2006

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WSC06
Sponsor:
  • IIE
  • ASA
  • IEICE ESS
  • IEEE-CS\DATC
  • SIGSIM
  • NIST
  • (SCS)
  • INFORMS-CS
WSC06: Winter Simulation Conference 2006
December 3 - 6, 2006
California, Monterey

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WSC '06 Paper Acceptance Rate 177 of 252 submissions, 70%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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Cited By

View all
  • (2014)Model-data EcosystemsProceedings of the 33rd ACM SIGMOD-SIGACT-SIGART symposium on Principles of database systems10.1145/2594538.2594562(76-87)Online publication date: 18-Jun-2014
  • (2010)Modification of Cheng's methodProceedings of the Winter Simulation Conference10.5555/2433508.2433632(1034-1047)Online publication date: 5-Dec-2010
  • (2007)Important factors in screening for colorectal cancerProceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come10.5555/1351542.1351803(1475-1482)Online publication date: 9-Dec-2007
  • (2007)Controlled sequential bifurcation for software reliability studyProceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come10.5555/1351542.1351605(281-288)Online publication date: 9-Dec-2007

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