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Active nonlinear tests (ANTs) of complex simulation models

Article Abstract:

The use of active nonlinear tests (ANTs) to validate the structure and robustness of a complex simulation model was described. ANTs, a general class of simple, automatic, nonlinear search algorithms, were designed to break the implications of a simulation model as well as improve and refine its design by probing for key weaknesses in the model's behavior. The algorithms can also be used to maximize the deviation between the original model's prediction and that produced from the perturbed model by searching across a set of reasonable model perturbations. The application of ANTS in testing the World3 model of global dynamics showed that the technique is effective in uncovering small but powerful nonlinear effects that may determine vulnerabilities in the original model.

Author: Miller, John H.
Publisher: Institute for Operations Research and the Management Sciences
Publication Name: Management Science
Subject: Business, general
ISSN: 0025-1909
Year: 1998
Research and Development in the Physical, Engineering, and Life Sciences, Statistics, Algorithms, Statistics (Mathematics), Statistical hypothesis testing, Nonlinear theories

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Factor Screening in Simulation: Evaluation of Two Strategies Based on Random Balance Sampling

Article Abstract:

Computer simulation can be useful in the study of very complex real-world systems. Simulation models can be very complex themselves and expensive. Models could be more manageable if the most important factors could be identified. Factor screening methods are statistical methods that attempt to identify the more important variables. Two screening strategies are evaluated. Tables of numerical results are included. A graph of curves defining boundaries to zones of inadmissibility is also included.

Author: Mauro, C.A., Smith, D.E.
Publisher: Institute for Operations Research and the Management Sciences
Publication Name: Management Science
Subject: Business, general
ISSN: 0025-1909
Year: 1984
Management science, Systems analysis, Statistics (Data), Simplicity, Modeling, Data modeling software, Simulation Theory, Systems, Statistics

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Factor Screening in Simulation: Evaluation of Two Strategies Based on Random Balance Sampling

Article Abstract:

Computer simulation is a useful technique in management science. However simulation models tend to be large and complex. Two factor screening methods are developed. Both are based on random balance sampling. Performance is evaluated. Tables and graphs are given. An appendix gives proofs.

Author: Mauro, C.A., Smith, D.E.
Publisher: Institute for Operations Research and the Management Sciences
Publication Name: Management Science
Subject: Business, general
ISSN: 0025-1909
Year: 1984
Management, Computers, Laws, regulations and rules, Digital computers, Random variables

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Subjects list: Models, Simulation methods, Simulation
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