| Author | : Kai-Tai Fang |
| Publisher | : CRC Press |
| Total Pages | : 304 |
| Release | : 2005-10-14 |
| Genre | : Mathematics |
| ISBN | : 1420034898 |
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
| Author | : Thomas J. Santner |
| Publisher | : Springer |
| Total Pages | : 446 |
| Release | : 2019-01-08 |
| Genre | : Mathematics |
| ISBN | : 1493988476 |
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
| Author | : Jack P.C. Kleijnen |
| Publisher | : Springer |
| Total Pages | : 334 |
| Release | : 2015-07-01 |
| Genre | : Business & Economics |
| ISBN | : 3319180878 |
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)
| Author | : Mor Harchol-Balter |
| Publisher | : Cambridge University Press |
| Total Pages | : 573 |
| Release | : 2013-02-18 |
| Genre | : Computers |
| ISBN | : 1107027500 |
Written with computer scientists and engineers in mind, this book brings queueing theory decisively back to computer science.
| Author | : Robert B. Gramacy |
| Publisher | : CRC Press |
| Total Pages | : 560 |
| Release | : 2020-03-10 |
| Genre | : Mathematics |
| ISBN | : 1000766209 |
Computer simulation experiments are essential to modern scientific discovery, whether that be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are meta-models of computer simulations, used to solve mathematical models that are too intricate to be worked by hand. Gaussian process (GP) regression is a supremely flexible tool for the analysis of computer simulation experiments. This book presents an applied introduction to GP regression for modelling and optimization of computer simulation experiments. Features: • Emphasis on methods, applications, and reproducibility. • R code is integrated throughout for application of the methods. • Includes more than 200 full colour figures. • Includes many exercises to supplement understanding, with separate solutions available from the author. • Supported by a website with full code available to reproduce all methods and examples. The book is primarily designed as a textbook for postgraduate students studying GP regression from mathematics, statistics, computer science, and engineering. Given the breadth of examples, it could also be used by researchers from these fields, as well as from economics, life science, social science, etc.
| Author | : Raj Jain |
| Publisher | : John Wiley & Sons |
| Total Pages | : 722 |
| Release | : 1991-04-16 |
| Genre | : Computers |
| ISBN | : |
Based on the author's experience in industry, this book focuses on simple techniques for solving everyday problems in systems design and analysis. All techniques are covered in a non-mathematical way, so that no statistics expertise is necessary.
| Author | : Antoni Olivé |
| Publisher | : Springer |
| Total Pages | : 457 |
| Release | : 2003-10-25 |
| Genre | : Computers |
| ISBN | : 3540452753 |
The objective of the workshops held in conjunction with ER 2002, the 21st International Conference on Conceptual Modeling, was to give participants the opportunitytopresentanddiscussemerginghottopics,thusaddingnewpersp- tives to conceptual modeling. To meet this objective, we selected the following four workshops: – 2nd InternationalWorkshop on Evolution and Changein Data Management (ECDM 2002) – ER/IFIP8. 1 Workshop on Conceptual Modelling Approaches to Mobile - formation Systems Development (MobIMod 2002) – International Workshop on Conceptual Modeling Quality (IWCMQ 2002) – 3rd International Joint Workshop on Conceptual Modeling Approaches for E-business: a Web Service Perspective (eCOMO 2002) ER 2002 was organized so that there would be no overlap between the c- ference sessions and the workshops. This proceedings contains workshop papers that wererevisedby the authors following discussions during the conference. We are deeply indebted to the members of the organizing committees and program committees of these workshops for their hard work. July 2003 Antoni Oliv ́ e, Masatoshi Yoshikawa, and Eric S. K. Yu Workshop Co-chairs ER 2002 ECDM 2002 Change is a fundamental but sometimes neglected aspect of information and database systems. The management of evolution and change and the ability of database, information and knowledge-based systems to deal with change is an essential component in developing and maintaining truly useful systems. Many approachestohandlingevolutionandchangehavebeenproposedinvariousareas of data management, and this forum seeks to bring together researchers and practitioners from both more established areas and from emerging areas to look at this issue.
| Author | : National Research Council |
| Publisher | : National Academies Press |
| Total Pages | : 240 |
| Release | : 1998-05-08 |
| Genre | : Technology & Engineering |
| ISBN | : 0309174198 |
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.
| Author | : Manuel D. Rossetti |
| Publisher | : John Wiley & Sons |
| Total Pages | : 746 |
| Release | : 2015-05-26 |
| Genre | : Mathematics |
| ISBN | : 111885814X |
Emphasizes a hands-on approach to learning statistical analysis and model building through the use of comprehensive examples, problems sets, and software applications With a unique blend of theory and applications, Simulation Modeling and Arena®, Second Edition integrates coverage of statistical analysis and model building to emphasize the importance of both topics in simulation. Featuring introductory coverage on how simulation works and why it matters, the Second Edition expands coverage on static simulation and the applications of spreadsheets to perform simulation. The new edition also introduces the use of the open source statistical package, R, for both performing statistical testing and fitting distributions. In addition, the models are presented in a clear and precise pseudo-code form, which aids in understanding and model communication. Simulation Modeling and Arena, Second Edition also features: Updated coverage of necessary statistical modeling concepts such as confidence interval construction, hypothesis testing, and parameter estimation Additional examples of the simulation clock within discrete event simulation modeling involving the mechanics of time advancement by hand simulation A guide to the Arena Run Controller, which features a debugging scenario New homework problems that cover a wider range of engineering applications in transportation, logistics, healthcare, and computer science A related website with an Instructor’s Solutions Manual, PowerPoint® slides, test bank questions, and data sets for each chapter Simulation Modeling and Arena, Second Edition is an ideal textbook for upper-undergraduate and graduate courses in modeling and simulation within statistics, mathematics, industrial and civil engineering, construction management, business, computer science, and other departments where simulation is practiced. The book is also an excellent reference for professionals interested in mathematical modeling, simulation, and Arena.
