university of tsukuba mba in international business july 11, 2006 1 application of design of...
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July 11, 20061
University of TsukubaMBA in International Business
Application of design of experiments in computer simulation study
Shu YAMADA [email protected]
and
Hiroe TSUBAKI [email protected]
Supported by
Grant-in-Aid for Scientific Research 16200021 (Representative: Hiroe Tsubaki), Ministry of Education, Culture, Science and Technology
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI2
University of TsukubaMBA in International Business
Introduction
Application of computer simulation:
- Computer Aided Engineering in manufacturing
- R & D stage in pharmaceutical industry
Advantages of computer simulation:
- reduction of time
- better solution by examining many possibilities,
- sharing knowledge by describing a model
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI3
University of TsukubaMBA in International Business
Computer simulationSimulation study of a phenomena by computer calculation
in stead of physical experiments such as finite element method
Sometimes called Digital engineeringCAE (computer aided engineering)Simulation study
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI4
University of TsukubaMBA in International Business
1. Interpretation of requirements
2. Developing a computer simulation model
3. Application of the developed simulation model
pxxxy ,,, 21
3333
2111311332110
31
ˆˆˆˆˆˆ
,ˆ
xxxxxx
xxy
Optimization in terms of various viewpoints
Output
Input
yDefine
pxxx ,,, 21
pxxxxx ,,,,, 4321
Validation: Comparison of simulation results to reality
Application of DOE depending on the situation
Stage Design AnalysisFractionalfactorial designSupersaturateddesignCentralcomposite
Second ordermodel
Spece fillingdesign
Various models
Screening
Approximation
Stepwise selectionby F statisitc
DOE helps well
ValidationSpecialist knowledge
Specialist knowledge
Screening
Approximation
Application of DOE in computer simulation study
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI5
University of TsukubaMBA in International Business
Outline of this talk1. Validation of the developing model
Example: Forging of an automobile parts
Technique: Sequential experiments
2. Screening of many factors
Example: Cantilever
Technique: Supersaturated design and F statistic
3. Approximation of the response
Example: Wire bonding
Technique: Non-linear model and uniform design
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI6
University of TsukubaMBA in International Business
1. Validation of the developing model
Validation of the developing model by comparing with the reality
pxxxy ,,, 21
Validation
knowledge in the field
pxxxy ,,, 21
Validation
knowledge in the field
Validation
knowledge in the field
Physical experiments
Simulation result
compare
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI7
University of TsukubaMBA in International Business
Forging example
protrusion
Mr. Taomoto (Aisin Seiki Co.)
height (response)
x1
chamfer
x1: punch depth x2: punch width x3: shape of corner (w)x4: shape of corner (h)y: height
depth
x2
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI8
University of TsukubaMBA in International Business
(a) Judgment:
Appropriate or not?
(b) Adjustable by changing computational parameters?
(Young ratio, mechanical property,… )
(c) Revise the simulation model
What should be done?
punch depth (d)
Simulation experiments
Physical experiment
Simulation
Physical
Physical
Simulation
y
y
y
x1
x1
x1
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI9
University of TsukubaMBA in International Business
(a) Judgment: Appropriate or not?
Application of statistical tests
(b) Adjustable by changing computational parameters?
How to determine the level of the computational parameters systematically
(c) Revise the simulation model
Not a statistical problem
Simulation experiments
Physical experiment
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI10
University of TsukubaMBA in International Business
Validation of the developing computer simulation model
punch depth (x1)
prot
rusi
on h
eigh
t
Simulation experimentsPhysical experiment
Adjusted simulation results
Find appropriate levels of computational parameters to fit the simulation results to physical experimental results
Computational parameters
Yong ratio, poison ratio, etc.
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI11
University of TsukubaMBA in International Business
Problem formulation of adjusting computational parameters
Requirement: Small run number is better
Aim:
To determine the level of computation parameters z1, z2, …, zq to minimize the difference between the physical experiment results and computer simulation results over the interested region of x1, x2, …, xp.
Simulation results
Physical experiments
Minimization of
by computational parameters
dxxxYzzxxRx pqp
2
111 ,,,,,,,
qp zzzxxxy ,,,,,,, 2121
pxxxY ,,, 21
qzz ,,1
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI12
University of TsukubaMBA in International Business
An approach by “easy to change” factor
Punch depth (x1) : Easy to change factor levels because it does not require remaking of mold. Physical experiments can be performed by using the mold by several levels.
At each combination of computational parameters, the discrepancy between physical and experimental experiments are calculated by
5
1
244221141442211 ,...,,,,,,...,,
iii axaxxxYzzaxaxxx
D
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI13
University of TsukubaMBA in International Business
No. z1 z2 z3 z4 Discrepancy
1 0 0 0 0 212 1 0 0 0 113 0 1 0 0 194 0 0 1 0 205 0 0 0 1 136 1 1 0 0 117 1 0 1 0 10
1 0 0 1 11
Computational parameters
5
1
244221141442211 ,...,,,,,,...,,
iii axaxxxYzzaxaxxx
D
Sequential experiments
The optimum level of the computational parameters z1, …, z4 are found by analyzing the relation between “discrepancy” and z1, …, z4
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI14
University of TsukubaMBA in International Business
punch depth (x1)
prot
rusi
on h
eigh
t
Original simulation resultsPhysical experiment
Adjusted simulation results
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI15
University of TsukubaMBA in International Business
Future problems at validation stage
(1) Statistical tests to judge the appropriateness of the simulation model
(2) Identification of the trend
(3) Design to examine the simulation model efficiently
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI16
University of TsukubaMBA in International Business
2. Screening problemExample: cantilever
Ex. FEM measures the maximum stress
Factors x1, x2, …, xp
Theoretical equations (x1, x2, …, xp) are applied to calculate the respo
nse variables under given factor level
Design a beam in which one side is fixed to the wall
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI17
University of TsukubaMBA in International Business
Design a beam (Iwata and Yamada (2004))
Stepping cantileverFactors
Hight x1 ~ x15Levels No.1 30(mm) No.2 35(mm)
No.3 40(mm)Response
Maximum stressVariation of the maximum stress Weight of the beam
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI18
University of TsukubaMBA in International Business
An application of three-level supersaturated design
Requirements
The relation between the responses and their factors are complicated
It takes several hours to calculate the response in a design
There are many factor effects
Linear effects 15
Interaction effects 105
Quadratic effects 15
Impossible to estimate all factor effects simultaneously.
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI19
University of TsukubaMBA in International Business
Application of three-level supersaturated design
(Yamada and Lin (1999))
No. [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [29] [30]
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
2 1 1 2 2 2 3 1 3 2 3 3 2 1 2 3 1 2 3 1 3 2 1 2 2 2 3 1 3 2 3
3 1 1 3 3 3 3 3 2 1 2 3 1 2 3 1 3 2 3 3 2 1 1 3 3 3 3 3 2 1 2
4 1 2 1 2 3 3 2 1 3 3 1 3 2 3 2 1 3 1 3 3 3 2 1 2 3 3 2 1 3 3
5 1 2 2 3 1 2 3 1 2 3 2 1 3 3 3 2 1 3 2 1 3 2 2 3 1 2 3 1 2 3
6 1 2 3 1 2 2 2 3 1 2 2 3 1 1 3 3 3 2 3 1 2 2 3 1 2 2 2 3 1 2
7 1 3 1 3 2 2 1 2 3 1 3 3 3 2 2 3 1 2 2 3 1 3 1 3 2 2 1 2 3 1
8 1 3 2 1 3 1 3 3 3 2 1 2 3 2 1 2 3 2 1 2 3 3 2 1 3 1 3 3 3 2
9 1 3 3 2 1 1 2 2 2 1 2 2 2 1 2 2 2 1 2 2 2 3 3 2 1 1 2 2 2 1
10 2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2
11 2 1 2 2 2 3 1 3 2 3 3 2 1 2 3 1 2 3 1 3 2 2 3 3 3 1 2 1 3 1
12 2 1 3 3 3 3 3 2 1 2 3 1 2 3 1 3 2 3 3 2 1 2 1 1 1 1 1 3 2 3
13 2 2 1 2 3 3 2 1 3 3 1 3 2 3 2 1 3 1 3 3 3 3 2 3 1 1 3 2 1 1
14 2 2 2 3 1 2 3 1 2 3 2 1 3 3 3 2 1 3 2 1 3 3 3 1 2 3 1 2 3 1
15 2 2 3 1 2 2 2 3 1 2 2 3 1 1 3 3 3 2 3 1 2 3 1 2 3 3 3 1 2 3
16 2 3 1 3 2 2 1 2 3 1 3 3 3 2 2 3 1 2 2 3 1 1 2 1 3 3 2 3 1 2
17 2 3 2 1 3 1 3 3 3 2 1 2 3 2 1 2 3 2 1 2 3 1 3 2 1 2 1 1 1 3
18 2 3 3 2 1 1 2 2 2 1 2 2 2 1 2 2 2 1 2 2 2 1 1 3 2 2 3 3 3 2
19 3 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 3 3 3 3 3 3 3 3 3
20 3 1 2 2 2 3 1 3 2 3 3 2 1 2 3 1 2 3 1 3 2 3 1 1 1 2 3 2 1 2
21 3 1 3 3 3 3 3 2 1 2 3 1 2 3 1 3 2 3 3 2 1 3 2 2 2 2 2 1 3 1
22 3 2 1 2 3 3 2 1 3 3 1 3 2 3 2 1 3 1 3 3 3 1 3 1 2 2 1 3 2 2
23 3 2 2 3 1 2 3 1 2 3 2 1 3 3 3 2 1 3 2 1 3 1 1 2 3 1 2 3 1 2
24 3 2 3 1 2 2 2 3 1 2 2 3 1 1 3 3 3 2 3 1 2 1 2 3 1 1 1 2 3 1
25 3 3 1 3 2 2 1 2 3 1 3 3 3 2 2 3 1 2 2 3 1 2 3 2 1 1 3 1 2 3
26 3 3 2 1 3 1 3 3 3 2 1 2 3 2 1 2 3 2 1 2 3 2 1 3 2 3 2 2 2 1
27 3 3 3 2 1 1 2 2 2 1 2 2 2 1 2 2 2 1 2 2 2 2 2 1 3 3 1 1 1 3
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI20
University of TsukubaMBA in International Business
Screening procedure
More than There are many factor effects
Linear effects 15
Interaction effects 105
Quadratic effects 15
(0) Impossible to assess all possibilities
(1) Stepwise selection of F value
(2) Stepwise selection of F value with order principle and effect heredity
31135 1005648.42
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI21
University of TsukubaMBA in International Business
Analysis strategyOrder principle
Lower order terms are more important higher order terms
(Linear effect, interaction and quadratic,...)
Effect heredity
When two-factor interaction is detected,
(i) at least one factor effect of the two factors
(ii) both of the linear effects
should be included in the model. The strategy (ii) is implemented.
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI22
University of TsukubaMBA in International Business
Procedure to ensure effect heredity and order principle (EO)
Step 1 Candidate set
Step 2
Quadratic term of the selected effect is added to the candidate set
Ex 1
Interaction term of the selected two factors is added
Ex 2
151,..., xx
2221151 ,,..., xxxxx
22151,..., xxx
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI23
University of TsukubaMBA in International Business
Applied designYAMADA, S. and LIN, D. K. J., (1999), Three-le
vel supersaturated design, Statistics and Probability Letters, 45, 31-39. etc
Yamada, S., Ikebe, Y., Hashiguchi, H. and Niki, N., (1999), Construction of three-level supersaturated design, Journal of Statistical Planning and Inference, 81, 183-193.
Eff ects F Eff ects Fx4×x10 21.111 x4×x10 21.111
x6 2̂ 13.192 x6 2̂ 13.192x3×x12 9.776 x3×x7 8.933x9×x13 28.830 x6×x13 4.185x5×x7 643.876 x7×x8 5.143x1×x11 288.850 x3×x8 14.766
x3 66.380 x6×x15 517.325
Ordi nal (i)
n=9
n=18Eff ects F Eff ects Fx6×x15 7.813 x1 7.771
x2 9.433 x2 29.683x1 12.97 x1×x3 8.462
x1×x3 7.459 x1 2̂ 0.627x1 2̂ 9.279 x6×x12 14.027
x6×x12 18.255 x3×x10 14.88x1×x14 7.606 x1×x6 6.538x15 2̂ 47.734 x2×x12 22.981
x3×x14 23.437 x12×x4 9.372x10×x13 10.4 x2×x8 3.866x9×x12 21.208 x12×x5 17.868x12×x13 24.418 x7×x9 9.8x2×x14 17.5 x3 8.601x1×x9 16.78 x1×x8 8.158x1×x12 124.909 x2×x11 17.898x9×x13 2075.621 x7×x10 44345.04
Ordi nal (i)
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI24
University of TsukubaMBA in International Business
What is a right choiceConsistency with the knowledge in the mechanical engineering
Physical property
1. The factors closing to the wall are important such as x1,x2, x3
2. Sometimes, the edge side are important such as x14, x15
3. Interaction can be considered at a connected two factors such as x1×x2, x2×x3
x1 x4x3x2
x5 x15
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI25
University of TsukubaMBA in International Business
EO select a reasonable selection in terms of the physical property of the cantilever
Effects F Effects F Effects Fx6×x15 7.813 x1 7.771 x1 7.711
x2 9.433 x2 29.683 x2 29.683x1 12.97 x1×x3 8.462 x1 2̂ 6.066
x1×x3 7.459 x1 2̂ 0.627 x3 5.852x1 2̂ 9.279 x6×x12 14.027 x1×x3 10.466
x6×x12 18.255 x3×x10 14.88 x2 2̂ 28.566x1×x14 7.606 x1×x6 6.538 x×12 3.758x15 2̂ 47.734 x2×x12 22.981 x×7 5.631
x3×x14 23.437 x12×x4 9.372 x7×x12 9.498x10×x13 10.4 x2×x8 3.866 x3 2̂ 3.614x9×x12 21.208 x12×x5 17.868 x8 4.785x12×x13 24.418 x7×x9 9.8 x1×x2 8.77x2×x14 17.5 x3 8.601 x8×x12 5.445x1×x9 16.78 x1×x8 8.158 x4 2.8x1×x12 124.909 x2×x11 17.898 x4 2̂ 831.322x9×x13 2075.621 x7×x10 44345.04 x7 2̂ 156.486
n=18Ordinal EO
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI26
University of TsukubaMBA in International Business
3. Approximation and optimizationExample: wire bonding in IC
Yamazaki, Masuda and Yoshino,(2005), Analysis of wire-loop resonance during al wire bonding, 11th Symposium on Microjoining in Electrics, February 3-4, 2005, Yokohama
Outline:Recent years AL wire bonding by microjoining is widely applied in many types of IC.
Finite Element Method obtained that it sometimes occurs resonance problem at the mircojoining.
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI27
University of TsukubaMBA in International Business
Background(1)The shape of the wire is shown in the right(2)Material: AL
x1: Width 2mm - 4mmx2: Height 0.5mm-1.5mm
x3: Diameter 0.03 - 0.04 mm (3) FEM obtains the moment along with the
f: frequency at the joining(4) The connected point will be broken when the moment is higher than
certain level.(5) The amplitude and its frequency is determined by x1, x2, x3.(6) Given the level of x1, x2 and x3, FEM analysis requires time for
calculation to analyze the frequency and response analysis.(7) The response, moment, is a multi-modulus because of the resonance at
several frequencies.
x1: Width
x2: Height
VibrationFix
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI28
University of TsukubaMBA in International Business
Output of FEM software
x1: 3.14x2: 1.28x3: 0.03
x1: 3.00x2: 0.78x3: 0.03
FEMAP v8.2.1+ CAFEM v8.0
The peaks will be determined by x1: width, x2: height and x3: diameter
Complex function
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI29
University of TsukubaMBA in International Business
Requirements(1)Outline of the factors in process
x1: Width Some restrictions because of the location with other parts
x2: Height controllable in the range (0.5-1.5mm)
x3: Diameter Specified in the priori process
f: Frequency Controllable by selecting the bonder
(2)The tentative levels of x1, x3 are determined in the priori process. Based on the tentative levels, optimum levels of x2 and f is explored. There is a need to consider the robustness against the difference of f from the specified value.
(3) It takes a long time to evaluate the frequency under a set of levels of x1, x2 and x3. Re-calculation is inefficient when the levels are slightly revised.
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI30
University of TsukubaMBA in International Business
Strategy(1) The final goal is to find a good approximated function of M:
moment at the fixed point by x1: width, x2: height, x3: diameter and f: frequency such that
M=g(x1, x2, x3, f)
(2) In the future, various types of wires are applied in the IC design. Thus, the above approximation is helpful.
(3) To find a smooth function, 210-level design is utilized.
(4) Because of the complex relation, uniform design will be beneficial.
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI31
University of TsukubaMBA in International Business
Uniform designx1: width x2: height x3: diameter
2.000 0.929 0.032.000 0.929 0.042.143 1.357 0.032.143 1.357 0.042.286 0.571 0.032.286 0.571 0.042.429 1.143 0.032.429 1.143 0.042.571 0.714 0.032.571 0.714 0.042.714 1.500 0.032.714 1.500 0.042.857 1.000 0.032.857 1.000 0.043.000 0.786 0.033.000 0.786 0.043.143 1.286 0.033.143 1.286 0.043.286 0.500 0.033.286 0.500 0.043.429 1.214 0.033.429 1.214 0.043.571 0.857 0.033.571 0.857 0.043.714 1.429 0.033.714 1.429 0.043.857 0.643 0.033.857 0.643 0.044.000 1.071 0.034.000 1.071 0.04
x2: 高さ
0.500
1.000
1.500
2.000 3.000 4.000
Three dimensional uniform design may be the best choice. However is applied because of computational restriction,
215215 U
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI32
University of TsukubaMBA in International Business
http://www.math.hkbu.edu.hk/~ktfang/
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI33
University of TsukubaMBA in International Business
x1: widthx2: heightx3: diameter2.000 0.929 0.032.000 0.929 0.042.143 1.357 0.032.143 1.357 0.042.286 0.571 0.032.286 0.571 0.042.429 1.143 0.032.429 1.143 0.042.571 0.714 0.032.571 0.714 0.042.714 1.500 0.032.714 1.500 0.042.857 1.000 0.032.857 1.000 0.043.000 0.786 0.033.000 0.786 0.043.143 1.286 0.033.143 1.286 0.043.286 0.500 0.033.286 0.500 0.043.429 1.214 0.033.429 1.214 0.043.571 0.857 0.033.571 0.857 0.043.714 1.429 0.033.714 1.429 0.043.857 0.643 0.033.857 0.643 0.044.000 1.071 0.034.000 1.071 0.04
frequency (210 levels)
x1: 3.14x2:1.28x3: 003
x1: 3.00x2: 0.78x3: 0.03
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI34
University of TsukubaMBA in International Business
Approximation(1) It is beneficial to find levels of x1, x2, x3 and f with resonance
precisely rather than an well fitted model uniformly in the space of x1, x2, x3 and f.
(2) The main aim is to find levels x1, x2, x3 and f with resonance. The estimation of the moment is not the major aim.
(3) A RBF (radial basis function) like model is applied for the approximation.
* RBF is sometimes applied to describe the impulse response in neural network.
...2
1exp
2
1exp
2
1exp
2
3
33
2
2
22
2
1
1110
s
mfa
s
mfa
s
mfafbb
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI35
University of TsukubaMBA in International Business
Model
5 10 15 20
020
4060
80
fr
y
5 10 15 20
020
4060
80
fr
pred
ict.c
...2
1exp
2
1exp
2
1exp
2
3
33
2
2
22
2
1
1110
s
mfa
s
mfa
s
mfafbb
f
fbb 10
1m 2m 3m
3s
2s1s
x1=3.00,
x2=0.78
X3=0.03
1a 2a
3a
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI36
University of TsukubaMBA in International Business
x1: 3.14x2:1.28x3: 003
5 10 15 20
05
01
001
50
fr
y
5 10 15 20
05
01
001
50
fr
pre
dic
t.c
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI37
University of TsukubaMBA in International Business
(4) Fit a model for each run (No. 1~30), i.e. estimate the following parameters
(5) The estimates are treated as response variables whose factors are x1, x2, x3 and f. An approximation of M=g(x1, x2, x3, f) is derived as follows:
,...,,,,,,,,,, 33322211110 smasmasmabb
...2
1exp
2
1exp
2
1exp
2
3
33
2
2
22
2
1
1110
s
mfa
s
mfa
s
mfafbb
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI38
University of TsukubaMBA in International Business
(4) Fit a model for each run (No. 1~30), i.e. estimate the parameters
x1 x2 x3 b0 b1 a1 m1 s1 a2 m2 s2 a3 m3 s3 a4 m4 s4
2.000 0.929 0.03 17.670 0.623 282.100 6.343 0.205 198.000 13.930 0.391 1.000 1.000 1.000 1.000 1.000 1.000
2.000 0.929 0.04 52.260 -1.634 671.628 8.396 0.284
2.143 1.357 0.03 21.540 1.824 302.600 3.842 0.128 292.900 8.181 0.234 302.900 14.860 0.393
2.143 1.357 0.04 37.930 4.022 763.700 5.101 0.160 597.900 10.820 0.301 645.300 19.640 0.493
2.286 0.571 0.03 8.959 -0.090 40.913 7.422 0.194 15.110 18.500 0.363
2.286 0.571 0.04 31.385 -0.272 70.654 9.843 0.050
2.429 1.143 0.03 12.330 1.322 218.100 4.241 0.141 178.700 9.313 0.258 205.600 16.940 0.439
2.429 1.143 0.04 29.725 1.670 531.040 5.625 0.182 330.353 12.305 0.331
2.571 0.714 0.03 7.583 0.261 111.000 5.699 0.178 95.320 13.670 0.395
2.571 0.714 0.04 23.157 -0.468 227.231 7.523 0.239 155.645 18.090 0.570
2.714 1.500 0.03 18.510 1.341 191.600 2.842 0.104 207.000 6.130 0.174 220.800 11.150 0.301 204.000 17.460 0.422
2.714 1.500 0.04 33.480 2.874 525.700 3.781 0.119 417.200 8.120 0.226 473.400 14.780 0.391
2.857 1.000 0.03 10.875 -0.063 113.908 3.951 0.132 80.169 9.102 0.258 73.502 16.331 0.454
2.857 1.000 0.04 17.040 0.419 272.300 5.232 0.174 116.000 12.040 0.299
3.000 0.786 0.03 0.586 0.586 44.980 4.216 0.157 28.530 10.330 0.245 59.780 18.110 0.500
3.000 0.786 0.04 17.831 -0.626 84.585 5.573 0.150 8.239 13.995 0.353
3.143 1.286 0.03 16.776 -0.217 157.526 2.893 0.074 112.730 6.481 0.180 124.995 11.758 0.347 46.940 17.826 0.386
3.143 1.286 0.04 25.530 0.505 316.400 3.829 0.125 206.000 8.584 0.234 248.100 15.560 0.433
3.286 0.500 0.03 -11.743 2.958 62.348 4.222 0.178 34.831 11.114 0.154 288.200 17.869 0.495
3.286 0.500 0.04 22.721 0.754 216.967 5.538 0.161 118.535 14.752 0.309
3.429 1.214 0.03 9.249 0.031 109.600 2.710 0.076 75.270 6.254 0.180 72.680 11.250 0.315 7.658 17.250 0.207
3.429 1.214 0.04 21.301 -0.345 252.741 3.604 0.099 127.970 8.289 0.227 117.079 14.870 0.407
3.571 0.857 0.03 1.061 29.487 3.089 0.074 21.239 7.688 0.138 59.114 13.309 0.309 140.716 20.338 0.485
3.571 0.857 0.04 255.737 17.6878 0.8923
3.714 1.429 0.03 11.540 -0.095 98.762 2.186 0.070 87.177 4.933 0.142 92.258 8.929 0.261 30.218 13.523 0.265
3.714 1.429 0.04 20.490 0.322 281.000 2.894 0.076 161.700 6.544 0.182 179.700 11.830 0.329 30.060 18.210 0.313
3.857 0.643 0.03 -6.811 2.330 30.954 3.022 0.134 20.396 7.821 0.112 164.662 12.8338 0.3548 105.416 20.275 0.389
3.857 0.643 0.04 -31.606 7.409 108.136 3.992 0.208 32.853 10.362 0.092 597.156 16.780 0.455
4.000 1.071 0.03 0.000 0.871 31.305 2.348 0.111 31.679 5.714 0.148 6.000 10.000 0.050 71.379 15.301 0.400
4.000 1.071 0.04 0.000 19.129 75.876 3.108 0.072 35.098 7.585 0.115 100.634 13.345 0.362 401.240 20.136 0.587
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI39
University of TsukubaMBA in International Business
(5) The estimates are treated as response variables whose factors are x1, x2, x3 and f.
b0 b1 a1 m1 s1 a2 m2 s2 a3 m3 s3
Constant -96.1 53.0 -743.0 14.6 0.1 -346.0 35.7 0.2 -1779.1 37.1 -2.0
x1 15.6 -32.0 12.5 -6.4 0.0 -68.9 -12.6 -0.2 -98.9 -11.4 0.8
x2 -37.3 16.6 252.9 -10.1 0.1 -131.4 -27.8 -0.5 -400.3 -21.7 0.7
z3 5640.0 -1125.3 32652.3 391.5 1.9 30519.3 746.6 44.5 126459.5 909.8 53.4
x1*x2 19.1 -5.5 -261.3 2.8 -0.1 -187.0 6.3 0.3 -89.9 6.1
x1*x3 -1465.8 433.7 -12456.0 -59.3 -10519.6 -88.2 -7.9 -17220.4 -98.4
x2*x3 22767.2 -86.5 10586.4 -196.6 -12.5 -42641.2 -175.3 -30.5
x1 2̂ 4.1 87.0 0.6 81.2 0.9 98.2 0.4 -0.2
x2 2̂ 0.8 269.9 3.4 934.8 -0.9
...2
1exp
2
1exp
2
1exp
2
3
33
2
2
22
2
1
1110
s
mfa
s
mfa
s
mfafbb
213211
22
213231213211
213231213211
2131213211
31213210
1.09.10.10.0-0 0.1
0.8 0.686.5-59.3-2.8391.510.1-6.4-14.6
87.022767.212456.0-261.3-32652.3252.912.5-743.0a
4.1433.75.5-1125.3-16.632.0-53.0
1465.8-19.15640.037.3-6.151.96
xxxxxs
xxxxxxxxxxxm
xxxxxxxxxx
xxxxxxxxb
xxxxxxxb
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI40
University of TsukubaMBA in International Business
Using the approximation(x1=2.143, x2=1.357, x3=0.03)
5 10 15 20
02
00
40
06
00
80
01
00
0
fr
y
5 10 15 20
02
00
40
06
00
80
01
00
0
fr
pre
dic
t.c
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI41
University of TsukubaMBA in International Business
(x1=3.000, x2=0.786, x3=0.03)
5 10 15 20
02
040
60
80
fr
y
5 10 15 20
02
040
60
80
fr
pre
dic
t.c
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI42
University of TsukubaMBA in International Business
Comments(1) The essence of the case study is exploring an approximation of
multi-modulus function by uniform design and RBF.
(2) Fitting by RBF brings a good fitting. It is suggested that RBF is beneficial to fit response to frequency.
(3) It is concerned the over fitting in the case study. The fitness should be validated.
(4) The parameters a1, m1, a2, m2,… are estimated precisely, for example the adjusted R^2 is more than 90%. On the other hand, there is a need to estimate s1, s2, … more precisely.
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI43
University of TsukubaMBA in International Business
5
10
15
20 0.5
0.6
0.7
0.8
0.9
1
0
5
10
15
5
10
15
205 10 15 20
0.5
0.6
0.7
0.8
0.9
1
Application of the approximation
x1: width 3mm, x3 diameter 0.3
x 2 height
x 2 height
frequency
f
Good choice
July 11, 2006
Shu YAMADA and iroe TSUBAKIShu YAMADA and iroe TSUBAKI44
University of TsukubaMBA in International Business
4. Grammar of DOE in computer simulation study
1. Interpreting requirements
2. Developing a simulator
3. Applying the simulator
pxxxy ,,, 21
3333
2111311332110
31
ˆˆˆˆˆˆ
,ˆ
xxxxxx
xxy
Optimization from various viewpoints
Output
Input
yDefine
pxxx ,,, 21
Validation
knowledge in the field
Validation: Comparison of simulation results to reality
Application of DOE depending on the situation
pxxxxx ,,,,, 4321
Stage Design AnalysisFractionalfactorial designSupersaturateddesignCentralcomposite
Second ordermodel
Spece fillingdesign
Various models
Screening
Approximation
Stepwise selectionby F statisitc