Download or read book Design and Analysis of Simulation Experiments written by Jack P.C. Kleijnen and published by Springer. This book was released on 2015-07-01 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a new edition of Kleijnen’s advanced expository book on statistical methods for the Design and Analysis of Simulation Experiments (DASE). Altogether, this new edition has approximately 50% new material not in the original book. More specifically, the author has made significant changes to the book’s organization, including placing the chapter on Screening Designs immediately after the chapters on Classic Designs, and reversing the order of the chapters on Simulation Optimization and Kriging Metamodels. The latter two chapters reflect how active the research has been in these areas. The validation section has been moved into the chapter on Classic Assumptions versus Simulation Practice, and the chapter on Screening now has a section on selecting the number of replications in sequential bifurcation through Wald’s sequential probability ration test, as well as a section on sequential bifurcation for multiple types of simulation responses. Whereas all references in the original edition were placed at the end of the book, in this edition references are placed at the end of each chapter. From Reviews of the First Edition: “Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments.” (William E. BILES, JASA, June 2009, Vol. 104, No. 486)

Download or read book The Design and Analysis of Computer Experiments written by Thomas J. Santner and published by Springer. This book was released on 2019-01-08 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment. Computer experiments continue to increase in popularity as surrogates for and adjuncts to physical experiments. Since the publication of the first edition, there have been many methodological advances and software developments to implement these new methodologies. The computer experiments literature has emphasized the construction of algorithms for various data analysis tasks (design construction, prediction, sensitivity analysis, calibration among others), and the development of web-based repositories of designs for immediate application. While it is written at a level that is accessible to readers with Masters-level training in Statistics, the book is written in sufficient detail to be useful for practitioners and researchers. New to this revised and expanded edition: • An expanded presentation of basic material on computer experiments and Gaussian processes with additional simulations and examples • A new comparison of plug-in prediction methodologies for real-valued simulator output • An enlarged discussion of space-filling designs including Latin Hypercube designs (LHDs), near-orthogonal designs, and nonrectangular regions • A chapter length description of process-based designs for optimization, to improve good overall fit, quantile estimation, and Pareto optimization • A new chapter describing graphical and numerical sensitivity analysis tools • Substantial new material on calibration-based prediction and inference for calibration parameters • Lists of software that can be used to fit models discussed in the book to aid practitioners

Download or read book Developing a Protocol for Observational Comparative Effectiveness Research A User s Guide written by Agency for Health Care Research and Quality (U.S.) and published by Government Printing Office. This book was released on 2013-02-21 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This User’s Guide is a resource for investigators and stakeholders who develop and review observational comparative effectiveness research protocols. It explains how to (1) identify key considerations and best practices for research design; (2) build a protocol based on these standards and best practices; and (3) judge the adequacy and completeness of a protocol. Eleven chapters cover all aspects of research design, including: developing study objectives, defining and refining study questions, addressing the heterogeneity of treatment effect, characterizing exposure, selecting a comparator, defining and measuring outcomes, and identifying optimal data sources. Checklists of guidance and key considerations for protocols are provided at the end of each chapter. The User’s Guide was created by researchers affiliated with AHRQ’s Effective Health Care Program, particularly those who participated in AHRQ’s DEcIDE (Developing Evidence to Inform Decisions About Effectiveness) program. Chapters were subject to multiple internal and external independent reviews. More more information, please consult the Agency website: www.effectivehealthcare.ahrq.gov)

Download or read book Handbook of Simulation written by Jerry Banks and published by John Wiley & Sons. This book was released on 1998-09-14 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses Buch ist eine unschätzbare Informationsquelle für alle Ingenieure, Designer, Manager und Techniker bei Entwicklung, Studium und Anwendung einer großen Vielzahl von Simulationstechniken. Es vereint die Arbeit internationaler Simulationsexperten aus Industrie und Forschung. Alle Aspekte der Simulation werden in diesem umfangreichen Nachschlagewerk abgedeckt. Der Leser wird vertraut gemacht mit den verschiedenen Techniken von Industriesimulationen sowie mit Einsatz, Anwendungen und Entwicklungen. Neueste Fortschritte wie z.B. objektorientierte Programmierung werden ebenso behandelt wie Richtlinien für den erfolgreichen Umgang mit simulationsgestützten Prozessen. Auch gibt es eine Liste mit den wichtigsten Vertriebs- und Zulieferadressen. (10/98)

Download or read book Global Sensitivity Analysis written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2008-02-28 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.

Download or read book Sensitivity Analysis in Practice written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2004-07-16 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB – a widely distributed freely-available sensitivity analysis software package developed by the authors – for solving problems in sensitivity analysis of statistical models. Other key features: Provides an accessible overview of the current most widely used methods for sensitivity analysis. Opens with a detailed worked example to explain the motivation behind the book. Includes a range of examples to help illustrate the concepts discussed. Focuses on implementation of the methods in the software SIMLAB - a freely-available sensitivity analysis software package developed by the authors. Contains a large number of references to sources for further reading. Authored by the leading authorities on sensitivity analysis.

Download or read book Computational Science ICCS 2023 written by Jiří Mikyška and published by Springer Nature. This book was released on 2023-06-28 with total page 719 pages. Available in PDF, EPUB and Kindle. Book excerpt: The five-volume set LNCS 14073-14077 constitutes the proceedings of the 23rd International Conference on Computational Science, ICCS 2023, held in Prague, Czech Republic, during July 3-5, 2023. The total of 188 full papers and 94 short papers presented in this book set were carefully reviewed and selected from 530 submissions. 54 full and 37 short papers were accepted to the main track; 134 full and 57 short papers were accepted to the workshops/thematic tracks. The theme for 2023, "Computation at the Cutting Edge of Science", highlights the role of Computational Science in assisting multidisciplinary research. This conference was a unique event focusing on recent developments in scalable scientific algorithms, advanced software tools; computational grids; advanced numerical methods; and novel application areas. These innovative novel models, algorithms, and tools drive new science through efficient application in physical systems, computational and systems biology, environmental systems, finance, and others.

Download or read book Discrete Event Simulations written by Eldin Wee Chuan Lim and published by BoD – Books on Demand. This book was released on 2012-09-06 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Discrete Event Simulation (DES) method has received widespread attention and acceptance by both researchers and practitioners in recent years. The range of application of DES spans across many different disciplines and research fields. In research, further development and advancements of the basic DES algorithm continue to be sought while various hybrid methods derived by combining DES with other simulation techniques continue to be developed. This book presents state-of-the-art contributions on fundamental development of the DES method, novel integration of the method with other modeling techniques as well as applications towards simulating and analyzing the performances of various types of systems. This book will be of interest to undergraduate and graduate students, researchers as well as professionals who are actively engaged in DES related work.

Download or read book Concepts and Methodologies for Modeling and Simulation written by Levent Yilmaz and published by Springer. This book was released on 2015-04-08 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive text presents cutting-edge advances in the theory and methodology of modeling and simulation (M&S) and reveals how this work has been influenced by the fundamental contributions of Prof. Tuncer Ören to this field. Exploring the synergies among the domains of M&S and systems engineering (SE), the book describes how M&S and SE can help to address the complex problems identified as “Grand Challenges” more effectively under a model-driven and simulation-directed systems engineering framework. Features: examines frameworks for the development of advanced simulation methodologies; presents a focus on advanced modeling methodologies; reviews the reliability and quality assurance of models; discusses the specification and simulation of human and social behavior, including models of personality, emotions, conflict management, perception and anticipation; provides a survey of the body of knowledge in M&S; highlights the foundations established by the pioneering work of Prof. Tuncer Ören.

Download or read book Design and Modeling for Computer Experiments written by Kai-Tai Fang and published by CRC Press. This book was released on 2005-10-14 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer simulations based on mathematical models have become ubiquitous across the engineering disciplines and throughout the physical sciences. Successful use of a simulation model, however, requires careful interrogation of the model through systematic computer experiments. While specific theoretical/mathematical examinations of computer experim

Download or read book Uncertainty Management in Simulation Optimization of Complex Systems written by Gabriella Dellino and published by Springer. This book was released on 2015-06-29 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​This book aims at illustrating strategies to account for uncertainty in complex systems described by computer simulations. When optimizing the performances of these systems, accounting or neglecting uncertainty may lead to completely different results; therefore, uncertainty management is a major issues in simulation-optimization. Because of its wide field of applications, simulation-optimization issues have been addressed by different communities with different methods, and from slightly different perspectives. Alternative approaches have been developed, also depending on the application context, without any well-established method clearly outperforming the others. This editorial project brings together — as chapter contributors — researchers from different (though interrelated) areas; namely, statistical methods, experimental design, stochastic programming, global optimization, metamodeling, and design and analysis of computer simulation experiments. Editors’ goal is to take advantage of such a multidisciplinary environment, to offer to the readers a much deeper understanding of the commonalities and differences of the various approaches to simulation-based optimization, especially in uncertain environments. Editors aim to offer a bibliographic reference on the topic, enabling interested readers to learn about the state-of-the-art in this research area, also accounting for potential real-world applications to improve also the state-of-the-practice. Besides researchers and scientists of the field, the primary audience for the proposed book includes PhD students, academic teachers, as well as practitioners and professionals. Each of these categories of potential readers present adequate channels for marketing actions, e.g. scientific, academic or professional societies, internet-based communities, and authors or buyers of related publications.​

Download or read book Statistics Testing and Defense Acquisition written by National Research Council and published by National Academies Press. This book was released on 1998-05-08 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: For every weapons system being developed, the U.S. Department of Defense (DOD) must make a critical decision: Should the system go forward to full-scale production? The answer to that question may involve not only tens of billions of dollars but also the nation's security and military capabilities. In the milestone process used by DOD to answer the basic acquisition question, one component near the end of the process is operational testing, to determine if a system meets the requirements for effectiveness and suitability in realistic battlefield settings. Problems discovered at this stage can cause significant production delays and can necessitate costly system redesign. This book examines the milestone process, as well as the DOD's entire approach to testing and evaluating defense systems. It brings to the topic of defense acquisition the application of scientific statistical principles and practices.

Download or read book Agent Based Modelling in Population Studies written by André Grow and published by Springer. This book was released on 2016-08-11 with total page 511 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the use of agent-based modelling (ABM) in population studies, from concepts to applications, best practices to future developments. It features papers written by leading experts in the field that will help readers to better understand the usefulness of ABM for population projections, how ABM can be injected with empirical data to achieve a better match between model and reality, how geographic information can be fruitfully used in ABM, and how ABM results can be reported effectively and correctly. Coverage ranges from detailing the relation between ABM and existing paradigms in population studies to infusing agent-based models with empirical data. The papers show the benefits that ABM offers the field, including enhanced theory formation by better linking the micro level with the macro level, the ability to represent populations more adequately as complex systems, and the possibility to study rare events and the implications of alternative mechanisms in artificial laboratories. In addition, readers will discover guidelines and best practices with detailed examples of how to apply agent-based models in different areas of population research, including human mating behaviour, migration, and socio-structural determinants of health behaviours. Earlier versions of the papers in this book have been presented at the workshop “Recent Developments and Future Directions in Agent-Based Modelling in Population Studies,” which took place at the University of Leuven (KU Leuven), Belgium, in September 2014. The book will contribute to the development of best practices in the field and will provide a solid point of reference for scholars who want to start using agent-based modelling in their own research.

Download or read book Uncertainty in Industrial Practice written by Etienne de Rocquigny and published by John Wiley & Sons. This book was released on 2008-09-15 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: Managing uncertainties in industrial systems is a daily challenge to ensure improved design, robust operation, accountable performance and responsive risk control. Authored by a leading European network of experts representing a cross section of industries, Uncertainty in Industrial Practice aims to provide a reference for the dissemination of uncertainty treatment in any type of industry. It is concerned with the quantification of uncertainties in the presence of data, model(s) and knowledge about the system, and offers a technical contribution to decision-making processes whilst acknowledging industrial constraints. The approach presented can be applied to a range of different business contexts, from research or early design through to certification or in-service processes. The authors aim to foster optimal trade-offs between literature-referenced methodologies and the simplified approaches often inevitable in practice, owing to data, time or budget limitations of technical decision-makers. Uncertainty in Industrial Practice: Features recent uncertainty case studies carried out in the nuclear, air & space, oil, mechanical and civil engineering industries set in a common methodological framework. Presents methods for organizing and treating uncertainties in a generic and prioritized perspective. Illustrates practical difficulties and solutions encountered according to the level of complexity, information available and regulatory and financial constraints. Discusses best practice in uncertainty modeling, propagation and sensitivity analysis through a variety of statistical and numerical methods. Reviews recent standards, references and available software, providing an essential resource for engineers and risk analysts in a wide variety of industries. This book provides a guide to dealing with quantitative uncertainty in engineering and modelling and is aimed at practitioners, including risk-industry regulators and academics wishing to develop industry-realistic methodologies.

Download or read book Production Management written by Yacob Khojasteh and published by CRC Press. This book was released on 2017-11-07 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inventory control is an essential task in production management. An effective inventory control can significantly reduce the holding cost and hence, total production cost. Selecting and implementing a suitable production control system plays an important role in inventory reduction and performance improvement of a production system. Since the introduction of Toyota’s just-in-time philosophy, pull control systems have been adopted by numerous companies worldwide, both in the manufacturing and service sectors. This book provides some recent developments in production management and presents modeling and analysis tools for pull production control systems. It contributes by combining theoretical findings and case study analysis results with a practical and contemporary view on how to effectively manage and control production systems. Each chapter in this book focuses on a specific topic in production control systems, allowing readers to identify the chapters that relate to their interests. More specifically, the book is presented in three sections. The first section focuses on the design and implementation aspects of the pull production control systems, as well as performance evaluation approaches for pull systems. The second section presents a recent and comprehensive literature review. Three different case studies on implementation of pull production control systems are presented in the last section. This book can be used as an essential source for students and scholars who need to specifically study the pull control systems. Since the superiority of these systems is controversial, the book can also provide an interesting and informative read for practitioners, managers, and employees who need to deepen their knowledge on pull production management systems.

Download or read book Advances in Hydroinformatics written by Philippe Gourbesville and published by Springer Nature. This book was released on 2020-07-25 with total page 1056 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book features a collection of extended papers based on presentations given at the SimHydro 2019 conference, held in Sophia Antipolis in June 2019 with the support of French Hydrotechnic Society (SHF), focusing on “Which models for extreme situations and crisis management?” Hydraulics and related disciplines are frequently applied in extreme situations that need to be understood accurately before implementing actions and defining appropriate mitigation measures. However, in such situations currently used models may be partly irrelevant due to factors like the new physical phenomena involved, the scale of the processes, and the hypothesis included in the different numerical tools. The availability of computational resources and new capacities like GPU offers modellers the opportunity to explore various approaches to provide information for decision-makers. At the same time, the topic of crisis management has sparked interest from stakeholders who need to share a common understanding of a situation. Hydroinfomatics tools can provide essential information in crises; however, the design and integration of models in decision-support systems require further development and the engagement of various communities, such as first responders. In this context, methodologies, guidelines and standards are more and more in demand in order to ensure that the systems developed are efficient and sustainable. Exploring both the limitations and performance of current models, this book presents the latest developments based on new numerical schemes, high-performance computing, multiphysics and multiscale methods, as well as better integration of field-scale model data. As such, it will appeal to practitioners, stakeholders, researchers and engineers active in this field.

Download or read book Basics and Trends in Sensitivity Analysis Theory and Practice in R written by Sébastien Da Veiga and published by SIAM. This book was released on 2021-10-14 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of global sensitivity analysis methods and algorithms, including their theoretical basis and mathematical properties. The authors use a practical point of view and real case studies as well as numerous examples, and applications of the different approaches are illustrated throughout using R code to explain their usage and usefulness in practice. Basics and Trends in Sensitivity Analysis: Theory and Practice in R covers a lot of material, including theoretical aspects of Sobol’ indices as well as sampling-based formulas, spectral methods, and metamodel-based approaches for estimation purposes; screening techniques devoted to identifying influential and noninfluential inputs; variance-based measures when model inputs are statistically dependent (and several other approaches that go beyond variance-based sensitivity measures); and a case study in R related to a COVID-19 epidemic model where the full workflow of sensitivity analysis combining several techniques is presented. This book is intended for engineers, researchers, and undergraduate students who use complex numerical models and have an interest in sensitivity analysis techniques and is appropriate for anyone with a solid mathematical background in basic statistical and probability theories who develops and uses numerical models in all scientific and engineering domains.