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Introduction to Design of Experiments by Dr Brad Morantz

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1 Introduction to Design of Experiments by Dr Brad Morantz

2 Example We have a simulation of a radar system We want to test it
How do we test it in every point in variable space There could be a combination of variables where the system goes postal (unstable) or does not perform correctly And how do we test it in a reasonable amount of time Often an impossibility There are many situations where the system is so complex that to test it at every possible combination of variables would require several years on a very fast computer. Maybe even longer than that.

3 Introduction & Overview
Structured method for performing (repeated) tests or analyses on a given system Need (n + 1) tests to estimate n parameters Needed to estimate interaction parameters Need to test in the corners of the envelope DOE changes the factors independently of each other Allows discovery of interaction effects

4 Terms Factor – An Independent variable that can only take on a finite number of values (levels) Covariate – An independent variable that can take on a continuous range of values Parameter – A quantity that describes a statistical population (mean or variance) Level – a setting for a factor, represented at a -1 or +1 in the design/test matrix Run – one trial at specific factor settings Repetition – Identical runs (combinations) done at the same time Replicate – Identical runs (combinations) at different times Response – the output or dependent variable Full Factorial Design – examines all possible combinations of factors and levels Fractional Factorial Design – Examines a fractional portion of the possible combinations of factors and levels

5 Validities External validity– the results generalize to the external world, that hold across different settings, procedures, & participants Internal validity - validity of causal inferences Construct validity– does the scale measure the unobservable construct that it is intended Statistical conclusion validity - refers to the degree to which one’s analysis allows one to make the correct decision regarding the truth or approximate truth of the null hypothesis. These are classic and mandatory for any true experiment. These must be considered when designing an experiment For further information look up Cook and Campbell, also Detmar Straub.

6 2k Screening Full factorial 2 level design has 2k experiments
Tests at all possible points May take too much time If function is not monotonic (Continues in same direction) Could miss activity in system Should use at least a 3 level design

7 CCD Central Composite Design
Also called a “Box Wilson Central Composite design Contains imbedded [or fractional] factorial design Augmented with group of star points Allow estimation of curvature Twice as many star points as there are factors Three types: Circumscribed Inscribed Face Centered See NIST web site for details and how to make and use. Each one of the three types has its application

8 D-Optimal Produced by computer algorithm Usually not orthogonal
Effect estimates usually correlated Straight optimizations Based on the model and optimality criterion Based on optimizing |X’X| Optimality is model dependent A set of treatment combinations created by using stepping and exchanging process

9 Response Surface Designs
Latin Hypercube (volume filling) Supported in GenSim Taguchi Smaller number of runs than full factorial Many others Sequential bifurcation Folded designs Combined designs Many more Each has its strengths & weaknesses DOEPro has Taguschi

10 JMP Statistical Package Generates test matrix Easy to use
Works in Linux, Mac, Or PC Generates test matrix Easy to use Produces coded values Full or fractional factorial Taguchi

11 Recommended Text Modeling & Simulation by Averil Law

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