Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9663737 | European Journal of Operational Research | 2005 | 9 Pages |
Abstract
This paper investigates the use of Kriging in random simulation when the simulation output variances are not constant. Kriging gives a response surface or metamodel that can be used for interpolation. Because Ordinary Kriging assumes constant variances, this paper also applies Detrended Kriging to estimate a non-constant signal function, and then standardizes the residual noise through the heterogeneous variances estimated from replicated simulation runs. Numerical examples, however, suggest that Ordinary Kriging is a robust interpolation method.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Jack P.C. Kleijnen, Wim C.M. van Beers,