Column-orthogonal designs with multi-dimensional stratifications

The orthogonal Latin hypercube design and its relaxation, and column-orthogonal design, are two kinds of orthogonal designs for computer experiments. However, they usually do not achieve maximum stratifications in multi-dimensional margins. In this paper, we propose some methods to construct column-orthogonal designs with multi-dimensional stratifications by rotating symmetric and asymmetric orthogonal arrays. The newly constructed column-orthogonal designs ensure that the estimates of all linear effects are uncorrelated with each other and even uncorrelated with the estimates of all second-order effects(quadratic effects and bilinear effects) when the rotated orthogonal arrays have strength larger than two. Besides orthogonality, the resulting designs also preserve better space-filling properties than those constructed by using the existing methods. In addition, we provide a method to construct a new class of orthogonal Latin hypercube designs with multi-dimensional stratifications by rotating regular factorial designs. Some newly constructed orthogonal Latin hypercube designs are tabulated for practical use.     

A new class of Latin hypercube designs with high-dimensional hidden projective uniformity

Latin hypercube design is a good choice for computer experiments. In this paper, we construct a new class of Latin hypercube designs with some high-dimensional hidden projective uniformity. The construction is based on a new class of orthogonal arrays of strength two which contain higher strength orthogonal arrays after their levels are collapsed. As a result, the obtained Latin hypercube designs achieve higher-dimensional uniformity when projected onto the columns corresponding to higher strength orthogonal arrays, as well as twodimensional projective uniformity. Simulation study shows that the constructed Latin hypercube designs are significantly superior to the currently used designs in terms of the times of correctly identifying the significant effects.     

一类9n2次组合混合水平正交表的构造

本文利用正交表和投影矩阵的正交分解之间的关系,给出了一类9n2次组合混合水平正交表的构造方法,作为这种方法的应用,我们构造了一些新的具有较大非素数幂水平的144次混合水平正交表,并且这些正交表具有较高的饱和率.     

Matrix Image Method for Ranking Nonregular Fractional Factorial Designs

Nonregular fractional factorial designs such as Plackett-Burman designs and other orthogonal arrays are widely used in various screening experiments for their run size economy and flexibility. In this paper, we study matrix image theory and present a new method for distinguishing and assessing nonregular designs with complex alias structure, which works for all symmetrical and asymmetrical, regular and nonregular orthogonal arrays. Based on the matrix image theory, our proposed method captures orthogonality and projection properties. Empirical studies show that the proposed method has a more precise differentiation capacity when comparing with some other criteria.     

On finding mixed orthogonal arrays of strength 2 with many 2-level factors

We describe a method for finding mixed orthogonal arrays of strength 2 with a large number of 2-level factors. The method starts with an orthogonal array of strength 2, possibly tight, that contains mostly 2-level factors. By a computer search of this starting array, we attempt to find as large a number of 2-level factors as possible that can be used in a new orthogonal array of strength 2 containing one additional factor at more than two levels. The method produces new orthogonal arrays for some parameters, and matches the best-known arrays for others. It is especially useful for finding arrays with one or two factors at more than two levels.     

Optimal and near-optimal mixed covering arrays by column expansion

This paper describes constructions for strength-2 mixed covering arrays developed from index-1 orthogonal arrays, ordered designs and covering arrays. The constructed arrays have optimal or near-optimal sizes. Conditions for achieving optimal size are described. An optimization among the different ingredient arrays to maximize the number of factors of each alphabet size is also presented.     

正交平衡区组设计统计模型中的方差分析

正交平衡区组设计(或广义正交表)的数据分析类似于正交拉丁方(或正交表)的数据分析.利用类似于正交表数据分析中的投影矩阵的正交分解技术,研究正交平衡区组设计的统计分析模型,给出了方差分析中的二次型以及各因子的二次型的分布性质,从而给出正交平衡区组设计统计模型中的方差分析方法.     

Construction of sliced (nearly) orthogonal Latin hypercube designs

Sliced Latin hypercube designs are very useful for running a computer model in batches, ensembles of multiple computer models, computer experiments with qualitative and quantitative factors, cross-validation and data pooling. However, the presence of highly correlated columns makes the data analysis intractable. In this paper, a construction method for sliced (nearly) orthogonal Latin hypercube designs is developed. The resulting designs have flexible sizes and most are new. With the orthogonality or near orthogonality being guaranteed, the space-filling property of the resulting designs is also improved. Examples are provided for illustrating the proposed method.     

一类正交空间填充设计的构造

空间填充设计在计算机试验中应用十分广泛,当拟合回归模型时,正交的空间填充设计保证了因子效应估计的独立性.基于广义正交设计,文章给出了构造二阶正交拉丁超立方体设计和列正交设计的方法,新构造的设计不仅满足任意两列之间相互正交,还能保证每一列与任一列元素平方组成的列以及任两列元素相乘组成的列都正交.当某些正交的空间填充设计不存在时,具有较小相关系数的近似正交设计可作为替代设计使用.设计构造的灵活性为计算机试验在实践中的广泛应用提供了必要的支持.     

平衡区组正交表与正交表的比较及应用

对平衡区组正交表和正交表进行的数据分析作了比较,表现出平衡区组正交表的优良性.给出了平衡区组正交表的应用实例,且对试验结果进行了分析.同时得出,分别用平衡区组正交表GL6(3221)和正交表L9(34)处理同一个问题时,所得试验结果一致.     

Sequences and arrays involving free variables

Abstact: Sequences in free variables are introduced and used to construct arrays in free variables which are suitable for circulant matrices. Most of the arrays found are maximal in the number of free variables. Applications include many new Goethals‐Seidel type arrays and complex orthogonal designs. © 2000 John Wiley & Sons, Inc. J Combin Designs 9: 17–27, 2001     

Algebraic generation of minimum size orthogonal fractional factorial designs: an approach based on integer linear programming

Generation of orthogonal fractional factorial designs (OFFDs) is an important and extensively studied subject in applied statistics. In this paper we show how searching for an OFFD that satisfies a set of constraints, expressed in terms of orthogonality between simple and interaction effects, is, in many applications, equivalent to solving an integer linear programming problem. We use a recent methodology, based on polynomial counting functions and strata, that represents OFFDs as the positive integer solutions of a system of linear equations. We use this system to set up an optimization problem where the cost function to be minimized is the size of the OFFD and the constraints are represented by the system itself. Finally we search for a solution using standard integer programming techniques. Some applications are also presented in the computational results section. It is worth noting that the methodology does not put any restriction either on the number of levels of each factor or on the orthogonality constraints and so it can be applied to a very wide range of designs, including mixed orthogonal arrays.     

投影均匀分片拉丁超立方体设计

空间填充设计是有效的计算机试验设计,比如均匀设计、最大最小距离拉丁超立方体设计等.虽然这些设计在整个试验空间中有较好的均匀性,但其低维投影均匀性可能并不理想.对于因子是定量的计算机试验,已有文献构造了诸如最大投影设计、均匀投影设计等相适应的设计;而对于同时含有定性因子和定量因子的计算机试验,尚未有投影均匀设计的相关文献.文章提出了综合投影均匀准则,利用门限接受算法构造了投影均匀的分片拉丁超立方体设计.在新构造设计中,整体设计与每一片设计均具有良好的投影均匀性.模拟结果显示,与随机分片拉丁超立方体设计相比,利用新构造设计进行试验而拟合的高斯过程模型具有更小的均方根预测误差.     

正交表L_（16）（4~4）的不同结构

本文得出：全部６９１２张正交表Ｌ１６（４４）共有３６种不同的结构，两张正交表和正交表结构相同当且仅当是由经过若干次列置换和正反次序对换所得到。我们还计算出３６种结构的极大最小距离，并通过计算机验证比较了它们的平均冒尖性。     

广义正交表正交性的等价条件

广义正交表是一种类似于正交表的新设计.正交平衡性是广义正交表必须满足的基本要求之一,它是正交表正交性的推广,它能够使得试验因子在方差分析中保持柯赫伦定理成立,因而可以像正交表一样进行试验设计和方差分析,从而不但保证其数据分析模型符合"不自生"逻辑,而且也可以保证试验因子的各种关系比较的数据分析结论具有客观一致性和可重复再现性,但试验次数大幅减少.利用矩阵象技术,提出并证明了广义正交表的组合正交性不但等价于其矩阵象的正交性,而且也等价于其广义关联矩阵的正交性.借助于SAS软件可以方便快速的验证某些区组设计相应的行列设计是否为广义正交表.     

The Existence of Mixed Orthogonal Arrays with Four and Five Factors of Strength Two

Symmetric orthogonal arrays and mixed orthogonal arrays are useful in the design of various experiments. They are also a fundamental tool in the construction of various combinatorial configurations. In this paper, we investigated the mixed orthogonal arrays with four and five factors of strength two, and proved that the necessary conditions of such mixed orthogonal arrays are also sufficient with several exceptions and one possible exception.     

Optimal balanced 27 fractional factorial designs of resolutionV,withN≦42

Summary In this paper, we present a class of fractional factorial designs of the 2⁷ series, which are of resolutionV. Such designs allow the estimation of the general mean, the main effects and the two factors interactions (29 parameters in all for the 2⁷ factorial) assuming that the higher order effects are negligible. For every value ofN (the number of runs) such that 29≦N≦42, we give a resolutionV design that is optimal (with respect to the trace criterion) within the subclass of balanced designs. Also, for convenience of analysis, we present for each design, the covariance matrix of the estimates of the various parameters. As a by product, we establish many interesting combinatorial theorems concerning balanced arrays of strength four (which are generalizations of orthogonal arrays of strength four, and also of balanced incomplete block designs with block sizes not necessarily equal).     

Ideal ramp schemes and related combinatorial objects

In 1996, Jackson and Martin (Jackson and Martin, 1996) proved that a strong ideal ramp scheme is equivalent to an orthogonal array. However, there was no good characterization of ideal ramp schemes that are not strong. Here we show the equivalence of ideal ramp schemes to a new variant of orthogonal arrays that we term augmented orthogonal arrays. We give some constructions for these new kinds of arrays, and, as a consequence, we also provide parameter situations where ideal ramp schemes exist but strong ideal ramp schemes do not exist.     

Geometric isomorphism check for symmetric factorial designs

Two designs are geometrically isomorphic if one design can be obtained from the other by reordering the runs, relabeling the factors and/or reversing the level order of one or more factors. In this paper, some new necessary and sufficient conditions for identifying geometric isomorphism of symmetric designs with prime levels are provided. A new algorithm for checking geometric isomorphism is proposed and a searching result for geometrically non-isomorphic 3-level orthogonal arrays of 18 runs is presented.     

Alias balanced and alias partially balanced fractional 2 m factorial designs of resolution 2l+1

As a generalization of alias balanced designs due to Hedayat, Raktoe and Federer [5], we introduce the concept of alias partially balanced designs for fractional 2 ^m factorial designs of resolution 2l+1. All orthogonal arrays of strength 2l yield alias balanced designs. Some balanced arrays of strength 2l yield alias balanced and alias partially balanced designs. In particular, simple arrays which are a special case of balanced arrays yield alias partially balanced designs. At most 2 ^m −1 alias balanced (or alias partially balanced) designs are generated from an alias balanced (or alias partially balanced) design by level permutations. This implies that alias balanced or alias partially balanced designs need not be orthogonal arrays or balanced arrays of strength 2l.