A Linear Decomposition of Index Generation Functions: Optimization using Autocorrelation Functions

摘要

This paper shows that autocorrelation functions are useful to find a decomposition of an index generation functions: F(x1, x2,..., x(n)) = G(y1, y2,..., yp), where y(j) (j = 1, 2,..., p) are linear functions of x1, x2,... x(n-1), and xn. It also shows a strategy to reduce the number of variables p to represent F(x1, x2,..., x(n)) using an autocorrelation functions.