Two-stage controlled fractional factorial screening for simulation experiments

Hong Wan*, Bruce E. Ankenman

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Abstract

Factor screening with statistical control makes sense in the context of simulation experiments that have random error, but can be run automatically on a computer and thus can accommodate a large number of replications. The discrete-event simulations common in the operations research field are well suited to controlled screening. In this paper, two methods of factor screening with control of Type I error and power are compared. The two screening methods are both robust with respect to two-factor interactions and nonconstant variance. The first method is an established sequential method called controlled sequential bifurcation for interactions (CSB-X). The second method uses a fractional factorial design in combination with a two-stage procedure for controlling power. The two-stage controlled fractional factorial (TCFF) method requires less prior information and is more efficient when the percentage of important factors is 5% or higher.

Original languageEnglish (US)
Pages (from-to)126-139
Number of pages14
JournalJournal of Quality Technology
Volume39
Issue number2
DOIs
StatePublished - Jan 1 2007

Keywords

  • Computer experiments
  • Design of experiments
  • Discrete-event simulation
  • Factor screening
  • Sequential bifurcation

ASJC Scopus subject areas

  • Safety, Risk, Reliability and Quality
  • Strategy and Management
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering

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