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Fourier Analysis Of Frequency Domain Discrete Event Simulation Experiments, Mousumi Mitra Hazra

Dissertations, Theses, and Masters Projects

Frequency Domain Experiments (FDEs) were first used in discrete-event simulation to perform system parameter sensitivity analysis for factor screening in stochastic system simulations. FDEs are based on the intuitive assertion that if one or more system parameters are oscillated at fixed frequencies throughout a simulation run, then oscillations at the same frequencies will be induced in the system's response. Spectral (Fourier) analysis of these induced oscillations is then used to characterize and analyze the system. Since their introduction 12 years ago, significant work has been done to extend the applicability of FDEs to regression analysis, simulation optimization and gradient estimation. …