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    New statistic to increase correctness in simulation factor screening using frequency domain method

    , Article Communications in Statistics - Theory and Methods ; Volume 41, Issue 12 , 2012 , Pages 2242-2255 ; 03610926 (ISSN) Sohi, Z. A ; Noorossana, R ; Akhavan Niaki, S. T ; Sharif University of Technology
    2012
    Abstract
    Simulation models often include a large number of input factors, many of them may be unimportant to the output; justifying the use of factor screening experiments to eliminate unimportant input factors from consideration in later stages of analysis. With a large number of factors, the challenge is designing experiments so that total number of runs and consequently the required time and cost decrease while achieving a satisfactory detection rate. This article employs frequency domain method (FDM) which is applicable in discrete-event simulation models to propose a new statistic defined as the ratio of estimated signal spectrum to maximum estimated noise spectrum. The proposed method not only...