Simulation factor screening using harmonic analysis

In this paper, the authors provide a quantitative approach to Frequency Domain Methodology (FDM) using harmonic analysis. For a certain class of metamodels, they give the frequency domain hypothesis and develop the corresponding hypothesis test. Minimum simulation model run length information for FDM is provided for a subclass of these metamodels. The authors discuss factor screening designs to increase the power of the test and illustrate these designs by an example.