Design of Experiments: Overview

CentER Discussion Paper Series No. 2008-70

21 Pages Posted: 3 Oct 2008

Date Written: August 27, 2008

Abstract

Design Of Experiments (DOE) is needed for experiments with real-life systems, and with either deterministic or random simulation models. This contribution discusses the different types of DOE for these three domains, but focusses on random simulation. DOE may have two goals: sensitivity analysis including factor screening and optimization. This contribution starts with classic DOE including 2k-p and Central Composite designs. Nest, it discusses factor screening through Sequential Bifurcation. Then it discusses Kriging including Latin Hypercube sampling and sequential designs. It ends with optimization through Generalized Response Surface Methodology and Kriging combined with Mathematical Programming, including Taguchian robust optimatization.

Keywords: simulation, sensitivity analysis, optimization, factor screening, Kriging, RSM, Taguchi

JEL Classification: C0, C1, C9

Suggested Citation

Kleijnen, Jack P.C., Design of Experiments: Overview (August 27, 2008). CentER Discussion Paper Series No. 2008-70, Available at SSRN: https://ssrn.com/abstract=1262179 or http://dx.doi.org/10.2139/ssrn.1262179

Jack P.C. Kleijnen (Contact Author)

Tilburg University, CentER ( email )

P.O. Box 90153
Tilburg, 5000 LE
Netherlands
+31 13 4662029 (Phone)
+31 13 4663377 (Fax)

HOME PAGE: http://https://sites.google.com/site/kleijnenjackpc/

Do you have negative results from your research you’d like to share?

Paper statistics

Downloads
167
Abstract Views
800
Rank
322,429
PlumX Metrics