Effect of Repeatedly Sampling an Embedded Metamodel on the Simulation Response

摘要

This study investigated the effect on simulation output of repeatedly sampling anembedded metamodel. A metamodel is said to be embedded within a simulation if it is used to replace a submodule of that simulation. Replacing a deterministic module with an embedded deterministic metamodel poses no apparent mathematical problems. However, using a deterministic metamodel to replace a stochastic simulation component could require additional corrective actions. This research was performed in two phases. The first phase dealt with a set of tandem queues. It was shown that as each queue was sequentially replaced with a metamodel, the total system variance was inappropriately diminished. A theoretical model of the error components was postulated and used to compensate for this missing variation, restoring the parent simulation's variance to approximately its original level. In the second phase, the problem was extended to the case of repeatedly sampling an embedded metamodel with similar results. In addition, guidelines for metamodel use were presented. In some situations, sampling from a probability distribution is more appropriate than the use of metamodel. (AN).