Orthogonal Latin hypercube designs from generalized orthogonal designs

被引:38
|
作者
Georgiou, Stelios D. [1 ]
机构
[1] Univ Aegean, Dept Stat & Actuarial Financial Math, Karlovassi 83200, Samos, Greece
关键词
Computer experiment; Generalized orthogonal design; Orthogonal design; Latin hypercube design;
D O I
10.1016/j.jspi.2008.08.016
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Latin hypercube designs is a class of experimental designs that is important when computer simulations are needed to study a physical process. In this paper, we proposed some general criteria for evaluating Latin hypercube designs through their alias matrices. Moreover, a general method is proposed for constructing orthogonal Latin hypercube designs. In particular, links between orthogonal designs (ODs), generalized orthogonal designs (GODs) and orthogonal Latin hypercube designs are established. The generated Latin hypercube designs have some favorable properties such as uniformity, orthogonality of the first and some second order terms, and optimality under the defined criteria. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码:1530 / 1540
页数:11
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