This paper proposes a novel method to select an experimental design for interpolation in simulation. Although the paper focuses on Kriging in deterministic simulation, the method also applies to other types of metamodels (besides Kriging), and to stochastic simulation. The paper focuses on simulations that require much computer time, so it is important to select a design with a small number of ...

To let introduce concept of error into statistics a central value (unknown true value) of error distribution is required then mean squared error can not be based (present status) on (true) random variable. In this paper mean squared error of mean estimation is introduced and mean squared error of estimation is dismissed.

This article presents an approach to the optimization of helical involute gears for geometrical feasibility, contact ratio, teeth sliding velocity, stresses and static transmission error (STE). The teeth shape is subject to random perturbations due to wear (a randomized Archard’s wear). The consequences of shape inaccuracies are statistically expressed as a 90% percentile of the STE variation, ...

ABSTRACT Kriging is a popular analysis approach for computer experiment for the purpose of creating a cheap-to-compute "metamodel" as a surrogate to a computationally expensive engineering simulation model. The maximum likelihood approach is employed to estimate the parameters in the Kriging model. However, the likelihood function near the optimum may be flat in some situations, and this leads ...

The paper focuses on the fuzzy extensions of two data analysis methods, namely the fuzzy cluster analysis and the fuzzy interpolation of spatial data (the so-called fuzzy kriging) and their suitability for ecological applications. Both extensions utilize exact (crisp) measurement data as well as imprecise data defined as fuzzy numbers or fuzzy vectors. Fuzzy clustering of fuzzy data (conical fu...

Forecasting temperature in time and space is an important precondition for both the design of weather derivatives and the assessment of the hedging effectiveness of index based weather insurance. In this article, we show how this task can be accomplished by means of Kriging techniques. Moreover, we compare Kriging with a dynamic semiparametric factor model (DSFM) that has been recently develope...

This study identifies the natural background, anthropogenic background and distribution of contamination caused by heavy metal pollutants in soil in Chunghua County of central Taiwan by using a finite mixture distribution model (FMDM). The probabilities of contaminated area distribution are mapped using single-variable indicator kriging and multiple-variable indicator kriging (MVIK) with the FM...

Geostatistics have become the dominant tool for probabilistic estimation of properties of heterogeneous formations at points where data are not available. Ordinary kriging, the starting point in development of other geostatistical techniques, has a number of serious limitations, chief among which is the intrinsic hypothesis of the (second order) stationarity of the underlying random field. Atte...

The covariance structure of spatial Gaussian predictors aka Kriging predictors is generally modeled by parameterized covariance functions; the associated hyperparameters in turn are estimated via the method of maximum likelihood. In this work, the asymptotic behavior of the maximum likelihood of spatial Gaussian predictor models as a function of its hyperparameters is investigated theoretically...