A simulation clock-based solution to the frequency domain experiment indexing problem

Abstract

Frequency domain experiments (FDEs) were introduced to perform system sensitivity analysis for factor screening in complex simulations. Since then, FDEs have been used in simulation optimization, gradient estimation and several other research areas. Central to all FDEs is the Fourier analysis of a sampled data sequence. The choice of an appropriate oscillation index and associated sampling index for the sampled data sequence has been a much researched topic now known in the FDE literature as the indexing problem. In this paper we address the indexing problem by providing some general guidelines on the selection of the oscillation index and considering the implementation of two different indices: the continuous global simulation clock time and an inherently discrete index such as the job index in a simple queuing system. We show that the choice of a discrete oscillation index has to be made in an application-dependent manner and does not generalize well to different discrete-event simulation scenarios. In contrast, because the notion of time underlies all discrete-event simulations, the global simulation clock time is a natural choice for an FDE indexing scheme. Two different schemes for the global simulation clock time are presented. The results are illustrated via different scenarios commonly found in simulations of queuing networks and manufacturing systems.