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|Title:||Kriging model with modified nugget effect for random simulation with heterogeneous variances|
|Citation:||Yin, J., Ng, S.H., Ng, K.M. (2008). Kriging model with modified nugget effect for random simulation with heterogeneous variances. 2008 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2008 : 1714-1718. ScholarBank@NUS Repository.|
|Abstract:||Random simulation with heterogeneous variance is a common phenomenon in real-world simulation cases. Most of the current meta-models assume homogeneous variances and hence are unable to provide satisfactory estimations of these models. This article presents a new kriging model with modified nugget effect, which accounts for heterogeneous variances in simulations. The new model can reduce the influence of noise with heterogeneous variance by incorporating local variance information into the model. A theoretical explanation and numerical experiment will be shown to provide clear illustration of this new modified model. © 2008 IEEE.|
|Source Title:||2008 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2008|
|Appears in Collections:||Staff Publications|
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