Taylor Kriging for Simulation Metamodeling

Name: Taylor Kriging for Simulation Metamodeling
Brand: VDM Verlag Dr. Müller
SKU: 9783639216653
Price: 1618 CZK
Availability: InStock

Taylor Kriging for Simulation Interpolation, Sensitivity Analysis and Optimization

Autor: Heping Liu

Jazyk:

Vazba: Brožovaná

Vydavatel: VDM Verlag Dr. Müller

Dostupnost: U nakladatele na objednávku

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

Informace o knize

Autor

Heping Liu

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2009

Stránek

192

EAN

9783639216653

Enbook ID

06829539

Vydavatel

VDM Verlag Dr. Müller

Hmotnost

305

Rozměry

149 x 221 x 17

Kompletní popis

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

Informace o knize

Kompletní popis

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Zákaznicí kteří koupili tuto knihu koupili také