Title: Construction of stochastic simulation metamodels using smoothing splines

Authors: Pedro M. Reis dos Santos; M. Isabel Reis dos Santos

Addresses: Department of Computer Science and Engineering, Technical University of Lisbon (TULisbon), Portugal ' Department of Mathematics, Center for Management Studies (CEGIST), Technical University of Lisbon (TULisbon), Portugal

Abstract: Metamodels are an analysis tool that better exposes the input-output relationship of the simulation model. However, not much research has been done on nonparametric metamodels compared with parametric metamodels. Interpolating or smoothing splines are based on local fitting and can adapt to more complex shapes than traditional linear and nonlinear parametric metamodels. Additionally, the smoothing parameter of the smoothing splines can be used to control the effects of statistical noise in stochastic simulations. We suggest a spline metamodel construction methodology, based on a proposed experimental design that allows a selection of the smoothing factor that enhances the quality of the resulting metamodelling and minimises oscillation between design points.

Keywords: metamodels; stochastic simulation; smoothing splines; regression; metamodelling; experimental design.

DOI: 10.1504/IJSPM.2012.049819

International Journal of Simulation and Process Modelling, 2012 Vol.7 No.4, pp.249 - 261

Received: 01 Jun 2011
Accepted: 31 Aug 2011
Published online: 15 Nov 2014 *

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