Simulation factor screening using cross-spectral methods

DOI10.1016/0167-6377(93)90047-KzbMath0777.62091MaRDI QIDQ688218

Lee W. Schruben, Douglas J. Morrice

Publication date: 16 December 1993

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

cross-correlationfrequency domain analysissimulation modelscross-spectral analysisfactor screening procedurefirst order properties of screening statisticsFourier frequencieslinear effectslinear effects of multiple input factorssecond order propertiessingle run

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Design of statistical experiments (62K99) Inference from stochastic processes and spectral analysis (62M15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of statistics (62P99) Probabilistic methods, stochastic differential equations (65C99)

Uses Software

• IMSL Numerical Libraries

Cites Work

• Driving Frequency Selection for Frequency Domain Simulation Experiments
• Simulation Factor Screening Using Harmonic Analysis
• Linear Least Squares Regression
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item