Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 120, Issue 1, Pages 14-29Publisher
ELSEVIER
DOI: 10.1016/S0377-2217(98)00392-0
Keywords
simulation; approximation; response surface; modeling; regression
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This paper proposes a methodology that replaces the usual ad hoc approach to metamodeling. This methodology considers validation of a metamodel with respect to both the underlying simulation model and the problem entity. It distinguishes between fitting and validating a metamodel, and covers four types of goal: (i) understanding, (ii) prediction, (iii) optimization, and (iv) verification and validation. The methodology consists of a metamodeling profess with 10 steps. This process includes classic design of experiments (DOE) and measuring fit through standard measures such as R-square and cross-validation statistics. The paper extends this DOE to stagewise DOE, and discusses several validation criteria, measures, and estimators. The methodology covers metamodels in general (including neural networks); it also gives a specific procedure for developing Linear regression (including polynomial) metamodels for random simulation. (C) 2000 Elsevier Science B.V. All rights reserved.
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