TY - GEN
T1 - Better simulation metamodeling
T2 - 2009 Winter Simulation Conference, WSC 2009
AU - Staum, Jeremy
N1 - Copyright:
Copyright 2010 Elsevier B.V., All rights reserved.
PY - 2009
Y1 - 2009
N2 - Stochastic kriging is a methodology recently developed for metamodeling stochastic simulation. Stochastic kriging can partake of the behavior of kriging and of generalized least squares regression. This advanced tutorial explains regression, kriging, and stochastic kriging as metamodeling methodologies, emphasizing the consequences of misspecified models for global metamodeling. It provides an exposition of how to choose parameters in stochastic kriging and how to build a metamodel with it given simulation output, and discusses future research directions to enhance stochastic kriging.
AB - Stochastic kriging is a methodology recently developed for metamodeling stochastic simulation. Stochastic kriging can partake of the behavior of kriging and of generalized least squares regression. This advanced tutorial explains regression, kriging, and stochastic kriging as metamodeling methodologies, emphasizing the consequences of misspecified models for global metamodeling. It provides an exposition of how to choose parameters in stochastic kriging and how to build a metamodel with it given simulation output, and discusses future research directions to enhance stochastic kriging.
UR - http://www.scopus.com/inward/record.url?scp=77951573950&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=77951573950&partnerID=8YFLogxK
U2 - 10.1109/WSC.2009.5429320
DO - 10.1109/WSC.2009.5429320
M3 - Conference contribution
AN - SCOPUS:77951573950
SN - 9781424457700
T3 - Proceedings - Winter Simulation Conference
SP - 119
EP - 133
BT - Proceedings of the 2009 Winter Simulation Conference, WSC 2009
Y2 - 13 December 2009 through 16 December 2009
ER -