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Simulation Factor Screening Using Harmonic Analysis

Published in Management Science • Dec 1, 1993
NobleIDNI3P09W96R19S02
Authors:
Douglas J. Morrice
,
Lee W. Schruben

Abstract

In this paper, we provide a quantitative approach to Frequency Domain Methodology (FDM) using harmonic analysis. For a certain class of metamodels, we give the frequency domain hypothesis and develop the corresponding hypothesis test. Minimum simulation model run length information for FDM is provid...

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