Article

Controlled sequential factorial design for simulation factor screening

Authors:

Hong WanAuthors Info & Claims

WSC '05: Proceedings of the 37th conference on Winter simulation

Pages 467 - 474

Published: 04 December 2005 Publication History

Abstract

Screening experiments are performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Sequential screening methods are specifically fit for simulation experiments. They are usually more efficient than one-step procedures. The challenge is to prove the "correctness" of the result.This paper proposes Controlled Sequential Factorial Design (CSFD) for discrete-event simulations. It combines sequential hypothesis-testing procedures with the traditional factorial design to control the Type I Error and power for each factor under heterogeneous variances conditions. CSFD requires minimum assumptions and demonstrates robust performance with different system conditions.

References

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Hunter, J. S. 1964. Sequential factorial estimation. Technometrics 6(1): 41--55.

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Kim, S.-H. and B. L. Nelson. 2001. A fully sequential procedure for indifference-zone selection in simulation. ACM Transaction on Modeling and Computer Simulation 11(3): 251--273.

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Kim, S.-H. and B. L. Nelson. 2006. Chapter 18 in Elsevier Handbooks in Operations Research and Management Science: Simulation. ed. S. G. Henderson and B. L. Nelson. Elsevier. Available online via <http://users.iems.northwestern.edu/~nelsonb/Publications/Chapter18Revised012504.pdf> {accessed May 10, 2005}.

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Trocine, L. and L. Malone. 2000. Finding important independent variables through screening designs: A comparison of methods. In Proceeding of the 2000 Winter Simulation Conference, ed. J. A. Joines, R. R. Barton, K. Kang, and P. A. Fishwick, 749--754. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers. Available online via <http://www.informs-cs.org/wsc00papers/098.PDF> {accessed July 6, 2003}.

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Trocine, L. and L. Malone. 2001. An overview of newer, advanced screening methods for the initial phase in an experimental design. In Proceeding of the 2001 Winter Simulation Conference, ed. B. A. Peters, J. S. Smith, D. J. Medeiros, and M. W. Rohrer, 169--178. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers. Available online via <http://www.informs-cs.org/wsc01papers/020.PDF> {accessed July 6, 2003}.

Digital Library

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Wan, H., B. Ankenman, and B. L. Nelson. 2003. Controlled sequential bifurcation: A new factor-screening method for discrete-event simulation. In Proceeding of the 2003 Winter Simulation Conference, ed. S. Chick, P. J. Sánchez, D. Derrin, and D. J. Morrice, 565--573. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.

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Wan, H. 2004. Simulation factor screening with controlled sequential bifurcation. Ph.D thesis. Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL 60208--3119, USA.

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Wan, H., B. Ankenman, and B. L. Nelson. 2005a. Controlled sequential bifurcation: A new factor-screening method for discrete-event simulation. Operations Research, to appear.

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Wan, H., B. Ankenman, and B. L. Nelson. 2005b. Simulation factor screening with controlled sequential bifurcation in the presence of interactions. Working Paper.

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Cited By

Yaesoubi RRoberts SKlein RYücesan E(2010)Modification of Cheng's methodProceedings of the Winter Simulation Conference10.5555/2433508.2433632(1034-1047)Online publication date: 5-Dec-2010
https://dl.acm.org/doi/10.5555/2433508.2433632
Yaesoubi RRoberts STew J(2007)Important factors in screening for colorectal cancerProceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come10.5555/1351542.1351803(1475-1482)Online publication date: 9-Dec-2007
https://dl.acm.org/doi/10.5555/1351542.1351803
Xu JYang FWan HTew J(2007)Controlled sequential bifurcation for software reliability studyProceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come10.5555/1351542.1351605(281-288)Online publication date: 9-Dec-2007
https://dl.acm.org/doi/10.5555/1351542.1351605
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cover image ACM Conferences

WSC '05: Proceedings of the 37th conference on Winter simulation

December 2005

2769 pages

ISBN:0780395190

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SIGSIM: ACM Special Interest Group on Simulation and Modeling

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Winter Simulation Conference

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Published: 04 December 2005

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WSC '05 Paper Acceptance Rate 209 of 316 submissions, 66%;

Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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Cited By

Yaesoubi RRoberts SKlein RYücesan E(2010)Modification of Cheng's methodProceedings of the Winter Simulation Conference10.5555/2433508.2433632(1034-1047)Online publication date: 5-Dec-2010
https://dl.acm.org/doi/10.5555/2433508.2433632
Yaesoubi RRoberts STew J(2007)Important factors in screening for colorectal cancerProceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come10.5555/1351542.1351803(1475-1482)Online publication date: 9-Dec-2007
https://dl.acm.org/doi/10.5555/1351542.1351803
Xu JYang FWan HTew J(2007)Controlled sequential bifurcation for software reliability studyProceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come10.5555/1351542.1351605(281-288)Online publication date: 9-Dec-2007
https://dl.acm.org/doi/10.5555/1351542.1351605
Sundaramoorthi DChen VKim SRosenberger JBuckley-Behan DNicol DFujimoto R(2006)A data-integrated nurse activity simulation modelProceedings of the 38th conference on Winter simulation10.5555/1218112.1218289(960-966)Online publication date: 3-Dec-2006
https://dl.acm.org/doi/10.5555/1218112.1218289
Shen HWan HNicol DFujimoto R(2006)A hybrid method for simulation factor screeningProceedings of the 38th conference on Winter simulation10.5555/1218112.1218186(382-389)Online publication date: 3-Dec-2006
https://dl.acm.org/doi/10.5555/1218112.1218186

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