Taylor Kriging for Simulation Metamodeling

Name: Taylor Kriging for Simulation Metamodeling
Brand: VDM Verlag Dr. Müller
SKU: 9783639216653
Price: 286.71 PLN
Availability: InStock

Taylor Kriging for Simulation Interpolation, Sensitivity Analysis and Optimization

Autor: Heping Liu

Język:

Oprawa: Miękka

Wydawca: VDM Verlag Dr. Müller

Dostępność: Na zamówienie

Wysyłamy za 17-27 dni

286.71 zł

The book explores Kriging metamodeling for interpolation, sensitivity analysis and optimization of s...

Informacje o książce

Autor

Heping Liu

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2009

strony

192

EAN

9783639216653

Enbook ID

06829539

Wydawca

VDM Verlag Dr. Müller

Waga

305

Wymiary

149 x 221 x 17

Pełny opis

The book explores Kriging metamodeling for interpolation, sensitivity analysis and optimization of simulation models with costly computational expenses. A novel Kriging model is developed and named Taylor Kriging (TK) where Taylor expansion is used to identify a drift function. Taylor expansion has the excellent nonlinear approximation capability, thus enhancing the interpolation capability of Kriging. Sample standard deviation is used as the metric for influence distance in a covariance function of Kriging, and makes simulations with data of differing magnitudes have a consistent measure unit. The partial differentiation equation of Kriging is developed and used together with analysis of variance to assist in sensitivity analysis on a simulation model. A novel simulation optimization algorithm named SOAKEA is created which integrates Kriging with evolutionary algorithms to optimize simulation models with expensive running cost. The properties of SOAKEA are investigated, and some empirical conclusions are obtained. In addition, the Kriging software is developed in order to satisfy the needs of wide applications.

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Taylor Kriging for Simulation Metamodeling

Taylor Kriging for Simulation Interpolation, Sensitivity Analysis and Optimization

Informacje o książce

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