Title: An adjustment algorithm for optimal run orders in design of experiments
Authors: Tack, Lieven ×
Vandebroek, Martina #
Issue Date: Sep-2002
Publisher: Elsevier science bv
Series Title: Computational statistics & data analysis vol:40 issue:3 pages:559-577
Abstract: Using a systematic run order can be the proper way to conduct an experiment when a temporal trend is present, The construction of run orders that are optimally balanced for time trend effects is based on maximization of the information on the parameters of interest whereas the parameters of the postulated time trend are treated as nuisance parameters, An adjustment algorithm to improve the efficiency of the run orders obtained from a search over a predefined set of candidate points is presented. This is done by repeatedly moving the design points or the time points of the candidate list a small amount along their axes as long as an improvement in the efficiency is obtained. It is illustrated that the adjustment algorithm involves substantial increases in the efficiency of the run orders, The use of the adjustment algorithm in addition to a search over a coarse grid of candidate points is especially recommended in situations where the computation time has to be kept within reasonable limits. (C) 2002 Elsevier Science B.V. All rights reserved.
ISSN: 0167-9473
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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