Orthogonal designs for computer experiments

被引：21
|
作者：
Georgiou, S. D. [1 ]
机构：
[1] Univ Aegean, Dept Stat & Actuarial Financial Math, Karlovassi 83200, Samos, Greece
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 04期
关键词：
Computer experiment; Autocorrelation function; Integer sequences; Orthogonal designs; Construction; LATIN HYPERCUBE DESIGNS; CONSTRUCTION;
D O I：
10.1016/j.jspi.2010.11.014
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：
Computer experiments are becoming increasingly popular surrogates for physical experiments in recent years. In this paper, we propose a general procedure for constructing orthogonal designs with many levels and distinct runs. These designs are suitable for computer experiments. The basic idea of the method is to fold-over suitable orthogonal matrices. The properties of the derived designs are studied and a brief comparison with the designs in the literature is given. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码：1519 / 1525
页数：7
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