The influence of correlation functions on stochastic kriging metamodels

Wei Xie*, Barry Nelson, Jeremy Staum

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

16 Scopus citations


The correlation function plays a critical role in both kriging and stochastic kriging metamodels. This paper will compare various correlation functions in both spatial and frequency domains, and analyze the influence of the choice of correlation function on prediction accuracy by experimenting with three tractable examples with differentiable and non-differentiable response surfaces: the M/M/1 queue, multi-product M/G/1 queue and 3-station Jackson network. The twice or higher-order continuously differentiable correlation functions demonstrate a promising capability to fit both differentiable and non-differentiable multi-dimensional response surfaces.

Original languageEnglish (US)
Title of host publicationProceedings of the 2010 Winter Simulation Conference, WSC'10
Number of pages12
StatePublished - 2010
Event2010 43rd Winter Simulation Conference, WSC'10 - Baltimore, MD, United States
Duration: Dec 5 2010Dec 8 2010

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736


Other2010 43rd Winter Simulation Conference, WSC'10
Country/TerritoryUnited States
CityBaltimore, MD

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications


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