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An Overview of frequency domain methodology for simulation sensitivity analysis

Author: Yücesan, Enver INSEAD Area: Technology and Operations Management Series: Working Paper ; 90/11/TM Publisher: Fontainebleau : INSEAD, 1990.Language: EnglishDescription: 14 p.Type of document: INSEAD Working Paper Online Access: Click here Abstract: In this paper Frequency Domain Experiments (FDM) are reviewed for simulation sensitivity analysis. With very few runs of the model, this technique can be used to determine those factors which have the highest impact on model performance, to identify the form of an adequate meta-model for the simulation response, or to construct a path search algorithm for determining the optimal settings of model factors. Limited experience with the technique suggests that it is best suited for qualitative factor screening. Some technical requirements for the applicability of the technique along with some limitations are discussed. A comprehensive list of references is also presented
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In this paper Frequency Domain Experiments (FDM) are reviewed for simulation sensitivity analysis. With very few runs of the model, this technique can be used to determine those factors which have the highest impact on model performance, to identify the form of an adequate meta-model for the simulation response, or to construct a path search algorithm for determining the optimal settings of model factors. Limited experience with the technique suggests that it is best suited for qualitative factor screening. Some technical requirements for the applicability of the technique along with some limitations are discussed. A comprehensive list of references is also presented

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