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A new metric for measuring metamodels quality-of-fit for deterministic simulations

Published: 03 December 2006 Publication History

Abstract

Metamodels are used to provide simpler prediction means than the complex simulation models they approximate. Accuracy of a metamodel is one fundamental criterion that is used as the basis for accepting or rejecting a metamodel. Average-based metrics such as root-mean-square error RMSE and R-square are often used. Like all other average-based statistics, these measures are sensitive to sample sizes unless the number of test points in these samples is adequate. We introduce in this paper a new metric that can be used to measure metamodels fit quality, called metamodel acceptability score MAS. The proposed metric gives readily interpretable meaning to metamodels acceptability. Furthermore, initial studies show that MAS is less sensitive to test sample sizes compared to average-based validation measures.

References

[1]
Balci, O. 1989. How to assess the acceptability and credibility of simulation results. In Proc. 1989 Winter Simulation Conf., ed. E. A. MacNair, K. J. Musselman, and P. Heidelberger, 62--71.
[2]
Hamad, H, and S. Al-Hamdan. 2005. Two new subjective validation methods using data displays. In Proc. 2005 Winter Simulation Conf., ed. M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, 2542--2545.
[3]
Hamad, H., and S. Al-Hamdan. 2006. Discovering meta-models' quality-of-fit via graphical techniques, European Journal of Operational Research (In Press). {online}. Available via <www.sciencedirect.com> ( {accessed April, 2006}.
[4]
Kleijnen, J. P. C., and D. Deflandre. 2006. Validation of regression metamodels in simulation: bootstrap approach, European Journal of Operational Research, 170(1), pp. 120--131.
[5]
Sargent, R. G. 2004. Validation and verification of simulation models. In Proc. 2004 Winter Simulation Conf., ed. R. G. Ingalls, M. D. Rossetti, J. S. Smith, and B. A. Peters, 13--24.

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  1. A new metric for measuring metamodels quality-of-fit for deterministic simulations

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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

    Acceptance Rates

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

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