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Future directions for frequency domain approach

The frequency domain method for simulation experiments was introduced by Schruben and Coqliano (1981) as a means of sensitivity analysis and factor screening. The approach is to induce periodicities by oscillating parameter values sinusoidally throughout the run. Analysis of the frequency content of the resulting output indicates sensitivity tothe various inputs. Frequencies are chosen so that distinct combinations of factors have distinct frequencies at which potential peaks in the spectrum may be observed. The lack of such peaks is evidence that the corresponding factors are not influential. We note that the frequency domain approach differs from other spectral methods in that the periodicities are induced artificially by the experimenter. Most spectral approaches are concerned with measuring periodicities inherent in the system. In this discussion we will present some extensions and other uses of the frequency domain approach to simulation experiments.