상세검색
최근 검색어 전체 삭제
다국어입력
즐겨찾기0
155709.jpg
KCI등재 학술저널

시뮬레이션과 RSM을 이용한 시스템 최적화 과정에서 공통난수 활용에 따른 분산 분석

Analysis of Variance for Using Common Random Numbers When Optimizing a System by Simulation and RSM

  • 5

When optimizing a complex system by determining the optimum condition of the system parameters of interest, we often employ the process of estimating the unknown objective function, which is assumed to be a second order spline function. In doing so, we normally use common random numbers for different set of the controllable factors resulting in more accurate parameter estimation for the objective function. In this paper, we will show some mathematical result for the analysis of variance when using common random numbers in terms of the regression error, the residual error and the pure error terms. In fact, if we can realize the spe structure of the covariance matrix of the error terms, we can use the result of analysis of variance for the uncorrelated experiments only by applying minor changes.

I. Introduction

II. Correlated Simulation Experiments

III. The ANOVA Table for Special Covariance Structure using Common Random Numbers

IV. Conclusion and Further Research Topic

Appendix

References

로딩중