Simplex-based screening designs for estimating metamodels

被引:51
作者
Pujol, Gilles [1 ]
机构
[1] Ecole Natl Super Mines, F-42023 St Etienne 2, France
关键词
Computer experiments; Sensitivity analysis; Factor screening; Elementary effect; Simplex design; GLOBAL SENSITIVITY-ANALYSIS; MODELS;
D O I
10.1016/j.ress.2008.08.002
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
The screening method proposed by Morris in 1991 allows to identify the important factors of a model, including those involved in interactions. This method, known as the elementary effects method, relies on a "one-factor-at-a-time" (OAT) design of experiments, i.e. two successive points differ only by one factor. In this article, we introduce a non-OAT simplex-based design for the elementary effects method. Its main advantage, compared to Morris's OAT design, is that the sample size does not collapse when the design is projected on sub-spaces spanned by groups of factors. The use of this design to estimate a metamodel depending only on the (screened) important factors is discussed. (C) 2008 Elsevier Ltd. All rights reserved.
引用
收藏
页码:1156 / 1160
页数:5
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