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Article: A frequency domain metamodeling approach to transient sensitivity analysis.(Honoring Alan Pritsker)
- Article from:
- IIE Transactions
- Article date:
- March 1, 2001
- Author:
CopyrightCOPYRIGHT 2001 Institute of Industrial Engineers, Inc. (IIE). This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
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DOUGLAS J. MORRICE [1]
LEE W. SCHRUBEN [2]
This paper develops a metamodel approach to approximate the transient relationship between a univariate output response and one or more continuous-valued input factors in a computer simulation. The approach is based on a variant of Frequency Domain Methodology (FDM) in which a metamodel is hypothesized in the time domain; the analysis and parameter estimation are performed in the frequency domain; and finally prediction and inference are made back in the time domain. The switching of domains for analysis and estimation is advantageous because it permits the simultaneous consideration of multiple input factor ...
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