Journal of the Korea Society for Simulation (한국시뮬레이션학회논문지)

The Korea Society for Simulation (한국시뮬레이션학회)
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Analysis of Variance for Using Common Random Numbers When Optimizing a System by Simulation and RSM

시뮬레이션과 RSM을 이용한 시스템 최적화 과정에서 공통난수 활용에 따른 분산 분석

  • 박진원 (홍익대학교 과학기술대학 전자전기컴퓨터공학부)
  • Published : 2001.12.01
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Abstract

When optimizing a complex system by determining the optimum condition of the system parameters of interest, we often employ the process of estimating the unknown objective function, which is assumed to be a second order spline function. In doing so, we normally use common random numbers for different set of the controllable factors resulting in more accurate parameter estimation for the objective function. In this paper, we will show some mathematical result for the analysis of variance when using common random numbers in terms of the regression error, the residual error and the pure error terms. In fact, if we can realize the special structure of the covariance matrix of the error terms, we can use the result of analysis of variance for the uncorrelated experiments only by applying minor changes.

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References

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