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Activity Number: 249
Type: Contributed
Date/Time: Tuesday, July 31, 2007 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #309891
Title: Modeling Computer Experiments with Multiple Responses
Author(s): Zhe Zhang*+ and Runze Li and Agus Sudjianto
Companies: The Pennsylvania State University and The Pennsylvania State University and Bank of America
Address: 4048E Bannock Burn place, Charlotte, NC, 28211,
Keywords: computer experiment ; kriging model ; functional ANOVA
Abstract:

This paper is concerned with modeling computer experiments with multiple responses. It has been common that one may collect multiple responses from a physical or computer experiment. However, to our best knowledge, there is little work to model computer experiment with multiple responses. In this paper, we propose a modeling procedure for such computer experiment by using a multivariate kriging model, a natural extension of the ordinary kriging model. We further extend functional ANOVA of single response to multiple response and apply it for analyzing the effect of each design variable. The proposed methodology is demonstrated by an analysis of data collected from a case study concerned with the design of the engine structure to minimize the radiated noise.


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Revised September, 2007