Title
A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation
Author
Faculty/Department
Faculty of Applied Economics
Publication type
article
Publication
Amsterdam ,
Subject
Economics
Mathematics
Source (journal)
Journal of statistical planning and inference. - Amsterdam
Volume/pages
139(2009) :1 , p. 30-44
ISSN
0378-3758
ISI
000260709400005
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
The responses obtained from response surface designs that are run sequentially often exhibit serial correlation or time trends. The order in which the runs of the design are performed then has an impact on the precision of the parameter estimators. This article proposes the use of a variable-neighbourhood search algorithm to compute run orders that guarantee a precise estimation of the effects of the experimental factors. The importance of using good run orders is demonstrated by seeking D-optimal run orders for a central composite design in the presence of an AR(1) autocorrelation pattern.
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