Orthogonal arrays for computer experiments to assess important inputs

PDF Version Also Available for Download.

Description

The topic of this paper is experiment planning, particularly fractional factorial designs or orthogonal arrays, for computer experiments to assess important inputs. The work presented in the paper is motivated by considering a non-stochastic computer simulation which has many inputs and which can, in a reasonable period of time, be run thousands of times. With many inputs, information that allows focus on a subset of important inputs is valuable. The characterization of 'importance' is expected to follow suggestions in McKay (1995) or McKay, et al. (1992). This analysis approach leads to considering factorial experiment designs. Inputs are associated with a ... continued below

Physical Description

9 p.

Creation Information

Moore, L. M. (Leslie M.) & McKay, Michael D. January 1, 2002.

Context

This article is part of the collection entitled: Office of Scientific & Technical Information Technical Reports and was provided by UNT Libraries Government Documents Department to Digital Library, a digital repository hosted by the UNT Libraries. More information about this article can be viewed below.

Who

People and organizations associated with either the creation of this article or its content.

Provided By

UNT Libraries Government Documents Department

Serving as both a federal and a state depository library, the UNT Libraries Government Documents Department maintains millions of items in a variety of formats. The department is a member of the FDLP Content Partnerships Program and an Affiliated Archive of the National Archives.

Contact Us

What

Descriptive information to help identify this article. Follow the links below to find similar items on the Digital Library.

Description

The topic of this paper is experiment planning, particularly fractional factorial designs or orthogonal arrays, for computer experiments to assess important inputs. The work presented in the paper is motivated by considering a non-stochastic computer simulation which has many inputs and which can, in a reasonable period of time, be run thousands of times. With many inputs, information that allows focus on a subset of important inputs is valuable. The characterization of 'importance' is expected to follow suggestions in McKay (1995) or McKay, et al. (1992). This analysis approach leads to considering factorial experiment designs. Inputs are associated with a finite number of discrete values, referred to as levels, so if each input has K levels and there are p inputs then there are K{sup P} possible distinct runs which constitute the K{sup P} factorial design space. The suggested size of p has been 35 to 50 so that even with K=2 the complete 2{sup P} factorial design space would not be run. Further, it is expected that the complexity of the simulation code and discrete levels possibly associated with equi-probable intervals from the input distribution make it desirable to consider more than 2 level inputs. Inputs levels of 5 and 7 have been investigated. In this paper, orthogonal array experiment designs, which are subsets of factorial designs also referred to as fractional factorial designs, are suggested as candidate experiments which provide meaningful basis for calculating and comparing R{sup 2} across subsets of inputs.

Physical Description

9 p.

Source

  • Submitted to: 6th International Conference on Probabilistic Safety Assessment and Management, Puerto Rico

Language

Item Type

Identifier

Unique identifying numbers for this article in the Digital Library or other systems.

  • Report No.: LA-UR-02-1434
  • Grant Number: none
  • Office of Scientific & Technical Information Report Number: 976110
  • Archival Resource Key: ark:/67531/metadc926541

Collections

This article is part of the following collection of related materials.

Office of Scientific & Technical Information Technical Reports

Reports, articles and other documents harvested from the Office of Scientific and Technical Information.

Office of Scientific and Technical Information (OSTI) is the Department of Energy (DOE) office that collects, preserves, and disseminates DOE-sponsored research and development (R&D) results that are the outcomes of R&D projects or other funded activities at DOE labs and facilities nationwide and grantees at universities and other institutions.

What responsibilities do I have when using this article?

When

Dates and time periods associated with this article.

Creation Date

  • January 1, 2002

Added to The UNT Digital Library

  • Nov. 13, 2016, 7:26 p.m.

Description Last Updated

  • Dec. 12, 2016, 12:38 p.m.

Usage Statistics

When was this article last used?

Yesterday: 0
Past 30 days: 0
Total Uses: 1

Interact With This Article

Here are some suggestions for what to do next.

Start Reading

PDF Version Also Available for Download.

International Image Interoperability Framework

IIF Logo

We support the IIIF Presentation API

Moore, L. M. (Leslie M.) & McKay, Michael D. Orthogonal arrays for computer experiments to assess important inputs, article, January 1, 2002; United States. (digital.library.unt.edu/ark:/67531/metadc926541/: accessed June 17, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.