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Some Criteria for Optimal Experimental Design at Multiple Extrapolation Points

다중 외삽점에서의 최적 실험설계법을 위한 실험설계기준

  • Kim, YoungIl (School of Business and Economics, Chung-Ang University) ;
  • Jang, Dae-Heung (Department of Statistics, Pukyong National University)
  • Received : 2014.06.23
  • Accepted : 2014.08.15
  • Published : 2014.10.31

Abstract

When setting up an experiment for extrapolation at multiple points outside the design space, we often face a difficulty in which point we should emphasize even if the polynomial model under consideration is given. In this paper we propose various methods under two possible scenarios that deal with extrapolations. One considered in this paper is the situation when the model assumed can be extended beyond the design space. In this setting, the many classical methods(including various approaches the authors proposed before) were revisited in the context of extrapolation. But the real problem arises when there is an uncertainty concerning the validity of the assumed model. Therefore, the second scenario is to develop an appropriate procedure when we have limited information about model. Consequently, a hybrid approach is suggested to deal with this issue of how to handle the multiple extrapolating under model uncertainty. A search algorithm was implemented because the classical exchange algorithm was found difficult to handle the complexity of the problem.

실험영역을 벗어나는 다중 외삽점들에 관한 실험설계를 기획하는 경우 실험자는 종종 어느 외삽점에 더 많은 노력을 집중하여야 하는지 주어진 모형이 있다하더라도, 고민하는 경우가 있다. 본 연구에서는 이러한 상황에 관한 실험설계 문제를 다루었다. 첫 번째는 주어진 모형이 실험영역을 벗어나더라도 모형이 타당한 경우 다중 외삽점에 관한 실험설계고 다른 하나는 그렇지 않은 경우이다. 첫 번째인 경우는 비교적 기존 문헌에서 알려진 방법들이 적용될 수 있으나 그렇지 않은 경우 즉, 모형의 타당성이 의심되는 경우는 다른 실험설계기준을 제시하여야 한다, 본 연구는 이와 관련 다양한 하이브리드 방법을 제시하여 다중 외삽점에서의 문제가 어떻게 모형 불확실성하에서 전개되어야 하는지 다루어 보았다, 이를 위해 서치알고리즘의 하나인 유전알고리즘을 적용하였다. 왜냐하면 전통적인 교환알고리즘의 복잡성보다는 유전알고리즘의 효율성이 더 뛰어났다고 보기 때문이다.

Keywords

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