AN ALGORITHM FOR CHOOSING THE SAMPLING TIMES FOR AN EXPERIMENT ON A CONTINUOUS PROCESS

Saunders & Eccleston (1992) and Saunders, Eccleston & Spessa (1992) developed an approach to the design of factorial experiments on continuous processes that allows for the correlation present in such processes. Their methods concentrated on identifying the order of application of treatments in such experiments, assuming that the spacing between experiments is constant. On a continuous process, there is no necessity to maintain equally spaced sampling times. This paper gives an algorithm for choosing the optimal sampling times for a factorial experiment aimed at estimating a particular parameter or set of parameters. It is shown that in practical situations the optimal sampling times give considerable improvements in the accuracy of the parameter estimates.