Erschienen in:CentER Discussion Paper Series ; No. 2017-047
Umfang:
1 Online-Ressource (17 p)
Sprache:
Englisch
DOI:
10.2139/ssrn.3075151
Identifikator:
Entstehung:
Anmerkungen:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 21, 2017 erstellt
Beschreibung:
In this chapter we present Kriging also known as a Gaussian process (GP) model which is a mathematical interpolation method. To select the input combinations to be simulated, we use Latin hypercube sampling (LHS); we allow uniform and non-uniform distributions of the simulation inputs. Besides deterministic simulation we discuss random simulation, which requires adjusting the design and analysis. We discuss sensitivity analysis of simulation models, using "functional analysis of variance" (FANOVA) also known as Sobol sensitivity indexes. Finally, we discuss optimization of the simulated system, including "robust" optimization