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A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation
Authors:Jean-Jacques Garroi,Peter Goos,Kenneth Sö  rensen
Affiliation:1. Departement Wiskunde, Statistiek en Actuariële Wetenschappen, Universiteit Antwerpen, Belgium;2. Centrum voor Industrieel Beleid, Katholieke Universiteit Leuven, Belgium;3. Departement Milieu, Technologie en Technologiemanagement, Universiteit Antwerpen, Belgium
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.
Keywords:AR(1)   Autocorrelation   Central composite design   D-optimality criterion   Local search   Time trend
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