relation: http://eprints.imtlucca.it/1444/ title: Metamodel variability analysis combining bootstrapping and validation techniques creator: Dellino, Gabriella creator: Meloni, Carlo subject: HA Statistics subject: QA Mathematics description: Research on metamodel-based optimization has received considerably increasing interest in recent years, and has found successful applications in solving computationally expensive problems. The joint use of computer simulation experiments and metamodels introduces a source of uncertainty that we refer to as metamodel variability. To analyze and quantify this variability, we apply bootstrapping to residuals derived as prediction errors computed from cross-validation. The proposed method can be used with different types of metamodels, especially when limited knowledge on parameters’ distribution is available or when a limited computational budget is allowed. Our preliminary experiments based on the robust version of the EOQ model show encouraging results. publisher: ACM date: 2012-12 type: Book Section type: PeerReviewed format: application/pdf language: en identifier: http://eprints.imtlucca.it/1444/1/wsc12poster-dellino_final.pdf identifier: Dellino, Gabriella and Meloni, Carlo Metamodel variability analysis combining bootstrapping and validation techniques. In: WSC '12 Proceedings of the Winter Simulation Conference. ACM. ISBN 978-1-4673-4780-8 (2012) relation: http://dl.acm.org/citation.cfm?id=2430206