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Construction of second-order orthogonal sliced Latin hypercube designs

机译:二阶正交切片拉丁超立方体设计的构造

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摘要

Sliced Latin hypercube designs are useful for computer experiments with qualitative and quantitative factors, model calibration, cross validation, multi-level function estimation, stochastic optimization and data pooling. Orthogonality and second-order orthogonality are crucial in identifying important inputs. Besides orthogonality, good space-filling properties are also necessary for Latin hypercube designs. In this paper, a construction method for second-order orthogonal sliced Latin hypercube designs is proposed. The constructed designs are further optimized to achieve better space-filling properties. Furthermore, the method is extended to construct nearly orthogonal sliced Latin hypercube designs. The numbers of slices and columns as well as the levels of the resulting designs are more flexible than those obtained by existing methods. (C) 2015 Elsevier Inc. All rights reserved.
机译:切片的拉丁超立方体设计可用于具有定性和定量因素的计算机实验,模型校准,交叉验证,多级函数估计,随机优化和数据合并。正交性和二阶正交性对于识别重要输入至关重要。除了正交性,拉丁超立方体设计还必须具有良好的空间填充特性。本文提出了一种用于二阶正交切片的拉丁超立方体设计的构造方法。进一步优化了构建的设计,以实现更好的空间填充特性。此外,该方法被扩展为构造几乎正交的切片拉丁超立方体设计。切片和列的数量以及所得设计的级别比通过现有方法获得的数量更灵活。 (C)2015 Elsevier Inc.保留所有权利。

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