A frequency domain metamodeling approach to transient sensitivity analysis

This paper develops a metamodel approach to approximate the transient relationship between a univariate output response and one or more continuous-valued input factors in a computer simulation. The approach is based on a variant of Frequency Domain Methodology (FDM) in which a metamodel is hypothesized in the time domain; the analysis and parameter estimation are performed in the frequency domain; and finally prediction and inference are made back in the time domain. The switching of domains for analysis and estimation is advantageous because it permits the simultaneous consideration of multiple input factor changes. The metamodel is then used to estimate the mean transient function of the output response after a discontinuous change has been made to each individual input factor. The methodology is illustrated on an M/M/1 queue and a three-station tandem queue.