Comparison of Selection Procedures and Validation of Criterion Used in Selection of Significant Control Variates of a Simulation Model.

摘要

The purpose of this thesis was three-fold. The first purpose was to revise and extend the capabilities of existing software for selecting the significant control variables of a simulation model, based on a newly developed selection criterion. The second purpose was to compare the results obtained using the revised software employing two different selection procedures. And the third purpose was then to validate the effectiveness of the new selection criterion by comparison to results derived using other common selection criteria. Extensive revision of the existing software was necessary to prepare it for use. Initially, the software was revised to extend its adaptability to evaluating new data and to increase user friendliness. Next, a new procedure was added to the software to permit it to evaluate data using a Stepwise (Forward Selection) procedure. Previously, the software only performed analysis of the data through an Enumerated Subsets approach. After revision of the software was complete, it was renamed the Variable Subset Selection Program (VSSP). Once the VSSP was ready, it was used to evaluate two types of data. The first type of data was created using a known stochastic structure. Three sets of this data was used, each set using a different covariance structure between the responses and control variables. The second type of data was created from an untested simulation model. Keywords: Fortran. (kr)