A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation and time trendsA variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation and time trends
Faculty of Applied Economics
Faculteit Toegepaste Economische Wetenschappen
Mathematics, Statistics and Actuarial Sciences
Antwerpen :UA, Faculteit Toegepaste Economische Wetenschappen, 2006[*]2006
Working paper / UA, Faculteit Toegepaste Economische Wetenschappen ; 2006:026
University of Antwerp
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.