Construction of column-orthogonal designs for computer experiments  被引量:2

Construction of column-orthogonal designs for computer experiments

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作  者:SUN FaSheng PANG Fang LIU MinQian 

机构地区:[1]Department of Statistics, KLAS and School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China [2]Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China

出  处:《Science China Mathematics》2011年第12期2683-2692,共10页中国科学:数学(英文版)

基  金:supported by the Program for New Century Excellent Talents in Universityof China (Grant No. NCET-07-0454);National Natural Science Foundation of China (Grant No. 10971107);the Fundamental Research Funds for the Central Universities (Grant No. 10QNJJ003)

摘  要:Latin hypercube design and uniform design are two kinds of most popular space-filling designs for computer experiments. The fact that the run size equals the number of factor levels in a Latin hypercube design makes it difficult to be orthogonal. While for a uniform design, it usually has good space-filling properties, but does not necessarily have small or zero correlations between factors. In this paper, we construct a class of column-orthogonal and nearly column-orthogonal designs for computer experiments by rotating groups of factors of orthogonal arrays, which supplement the designs for computer experiments in terms of various run sizes and numbers of factor levels and are flexible in accommodating various combinations of factors with different numbers of levels. The resulting column-orthogonal designs not only have uniformly spaced levels for each factor but also have uncorrelated estimates of the linear effects in first order models. Further, they are 3-orthogonal if the corresponding orthogonal arrays have strength equal to or greater than three. Along with a large factor-to-run ratio, these newly constructed designs are economical and suitable for screening factors for physical experiments.Latin hypercube design and uniform design are two kinds of most popular space-filling designs for computer experiments. The fact that the run size equals the number of factor levels in a Latin hypercube design makes it difficult to be orthogonal. While for a uniform design, it usually has good space-filling properties, but does not necessarily have small or zero correlations between factors. In this paper, we construct a class of column-orthogonal and nearly column-orthogonal designs for computer experiments by rotating groups of factors of orthogonal arrays, which supplement the designs for computer experiments in terms of various run sizes and numbers of factor levels and are flexible in accommodating various combinations of factors with different numbers of levels. The resulting column-orthogonal designs not only have uniformly spaced levels for each factor but also have uncorrelated estimates of the linear effects in first order models. Further, they are 3-orthogonal if the corresponding orthogonal arrays have strength equal to or greater than three. Along with a large factor-to-run ratio, these newly constructed designs are economical and suitable for screening factors for physical experiments,

关 键 词:computer experiment Latin hypercube design orthogonal array ROTATION uniform design 

分 类 号:O212.6[理学—概率论与数理统计] TP3-4[理学—数学]

 

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