[PDF][PDF] Variance reallocation in Taguchi's robust design framework

LW Schruben, SM Sanchez, PJ Sanchez… - Proceedings of the 24th …, 1992 - dl.acm.org
Proceedings of the 24th conference on Winter simulation, 1992dl.acm.org
The appropriate use of antithetic random variates has been shown to improve the precision
of response surface model estimation for simulation. We apply this approach to simulation
experiments designed to determine operating conditions that reduce response variability by
using Genichi Taguchi's parameter design framework. Antithetic random number streams
can be viewed as another level of complexity in the experiment design: we call this class of
simulationspecific factors artificial factors. A simple example illustrates how antithetic …
Abstract
The appropriate use of antithetic random variates has been shown to improve the precision of response surface model estimation for simulation. We apply this approach to simulation experiments designed to determine operating conditions that reduce response variability by using Genichi Taguchi’s parameter design framework. Antithetic random number streams can be viewed as another level of complexity in the experiment design: we call this class of simulationspecific factors artificial factors. A simple example illustrates how antithetic random variates may be beneficial for robust design in simulation settings.
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