Design and Analysis of Simulation Experiments
BeschreibungSimulation is a widely used methodology in all the Applied Science disciplines. It provides a flexible, powerful and intuitive tool for investigating how to design a process or system, and how to maximize its efficiency. Simulation's effectiveness depends greatly on how well the simulation experiments are designed and analyzed. Design and Analysis of Simulation Experiments will focus on this crucial phase in the overall process of applying simulation. The book will include the best of both classic and modern methods of simulation experimentation, and as a result, it will provide a state-of-the-art treatment of the topic. This book will be the standard reference book on the topic for both researchers and sophisticated practitioners in the area, and it will be used as a textbook in courses or seminars focusing on this topic. TOC:Preface.- Introduction.- Black Box Metamodels.- Low-Order Polynomial Regression.- Metamodels and Designs: A Single Factor.- Low-Order Polynomial Models and Designs: Multiple Factors.- Low-Order Polynomial Models and Screening Designs: Hundreds of Factors.- Kriging Metamodels.- Latin Hypercube Sampling (LHS) and other Space-Filling Designs.- Cross-Validation of Metamodels.- Conclusions and Further Research.
InhaltsverzeichnisLow-order polynomial regression metamodels and their designs: basics.
Classic assumptions revisited.
PortraitJack Kleijnen is well known internationally for being a leading researcher in simulation for more than 30 years. He is the author of highly cited books in the area of statistical techniques in simulation that were published between 1974 and 1992. He is an excellent writer and researcher, and hence, ideally suited to write this important book for the field.
On 25 February 2008 Her Majesty Beatrix, Queen of the Netherlands, appointed Jack Kleijnen a Knight in the Order of the Netherlands Lion.
"This work represents a lucid, comprehensive, authoritative, and highly informative presentation of the techniques and methodology associated with simulation experimentation. The book is `lucid' because, as the word implies, it sheds light on the subject matter of simulation experimentation and optimization; it is `comprehensive' because it addresses all of the essential topics in the field; it is `authoritative'' because it captures the essence of the best research in the field, as evidenced by its more than 400 authoritative citations; and it is ``informative' in that it distills the most important scholarship of the last six decades into a 210-page study of the DASE field. Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments. His 1974'75 books were an incisive compilation of statistical methodology in simulation and introduced the term metamodeling to the lexicon of simulation experimentation. His 2008 volume Design and Analysis of Simulation Experiments promises to popularize the term DASE in the same way. Many of us who specialize in the field of simulation experimentation and optimization have avidly followed Kleijnen's writings for almost four decades. This latest work leads the way in this endeavor, and is a vital addition to the important scholarship in the field." (William E. BILES, JASA, June 2009, Vol. 104, No. 486)