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A Methodology for Fitting and Validating Metamodels in Simulation
Kleijnen,J.P.C. Sargent,R.
Kleijnen,J.P.C.
Sargent,R.
Abstract
This expository paper discusses the relationships among metamodels, simulation models, and problem entities. A metamodel or response surface is an approximation of the input/output function implied by the underlying simulation model. There are several types of metamodel: linear regression, splines, neural networks, etc. This paper distinguishes between fitting and validating a metamodel. Metamodels may have different goals: (i) understanding, (ii) prediction, (iii) optimization, and (iv) verification and validation. For this metamodeling, a process with thirteen steps is proposed. Classic design of experiments (DOE) is summarized, including standard measures of fit such as the R-square coefficient and cross-validation measures. This DOE is extended to sequential or stagewise DOE. Several validation criteria, measures, and estimators are discussed. Metamodels in general are covered, along with a procedure for developing linear regression (including polynomial) metamodels.
Description
Pagination: 36
Date
1997
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Publisher
Operations research
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116.pdf
Adobe PDF, 195.77 KB
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Keywords
Simulation, approximation, response surface, modelling, regression
Citation
Kleijnen, J P C & Sargent, R 1997 'A Methodology for Fitting and Validating Metamodels in Simulation' CentER Discussion Paper, vol. 1997-116, Operations research, Tilburg.