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Topics Covered
Introduction
Full 2 Level Factorial Designs
Fractional 2 Level Factorial Designs (Generators, Resolution
and Plackett Burman Designs)
Variances, Significance and Error Bounds
Response Surface Designs (Full 3 Level, Box Behnken, and
Central Composite Designs)
Mixtures and Scheff Designs
Sequential Designs, Evolutionary Operation, and the
Simplex Method
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History
Agricultural field trial work of Fisher* in
the 1920s
Chemical industry work of George Box,
starting in 1951 with the publication of his
work term notes from ICI**
*R.A. Fisher, Studies in Crop Variation. II. The Manurial Response of Different Potato
Varieties, J. Agricultural Sci., 13, 311-320 (1923)
** G.E.P. Box and K.B. Wilson, On the experimental attainment of optimal conditions, J.
Roy. Statist. Soc., B13,1-45 (1951)
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Ronald A. Fisher
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high
low
Pressure
low
high
Temp.
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Coding
For example, if the temperature ranges from
40 oC to 140 oC
If T = 40 oC, Tc = -1
If T = 140 oC, Tc = +1
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P
x
+1
-1
x
+1
xx
-1
Experimental Runs
Order
T, oC
P, kPa
Tcoded
Pcoded
V, m /kg
3
40
500
-1
-1
0.29
40
1000
-1
+1
0.14
140
500
+1
-1
0.40
140
1000
+1
+1
0.19
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Effect of Temperature?
V
0.295
0.215
-1
+1
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Tc
Effect of Pressure?
0.345
0.165
-1
+1
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Effect of T, P Interaction?
0.27
0.24
TP
-1
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+1
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Empirical Models
It is often preferable to fit to some sort of
empirical model
It can be shown that the most general
polynomial model that can be estimated
from a full 2 level factorial design in two
factors is
y = 0 + 1x1 + 2 x2 + 12 x1x2
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y=X
Xt y = Xt X
= (Xt X)-1 Xt y
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In our example,
1 -1 -1 1
0.29
1 -1 1 -1
0.14
1 1 -1 -1
1 1 1 1
12
0.40
0.19
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Xt X =
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 1
4 0 0 0
=
0 4 0 0
0 0 4 0
0 0 0 4
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0 0 0
(Xt X)-1
0 0 0
0 0 0
0 0 0
Xt y =
1 1 1 1
0.29
1.02
-1 -1 1 1
0.14
0.16
-1 1 -1 1
0.40
= -0.36
1 -1 -1 1
0.19
-0.06
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0.255
(Xt
X)-1
Xt
y =
0.040
-0.090
-0.015
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or,
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What if we have
three factors?
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x1
x2
x3
-1
-1
-1
-1
1
1
1
1
-1
-1
1
1
-1
-1
1
1
-1
1
-1
1
-1
1
-1
1
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0 . . .
0 1/8
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x1
x2
x3
-1
-1
-1
-1
1
1
1
1
-1
-1
1
1
-1
-1
1
1
-1
1
-1
1
-1
1
-1
1
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(poor choice)
We could just take the first 4 runs (where x1 is always 1),
but then x1 doesnt vary. Can we pick the 4 runs so that all of
the xi terms vary?
(good choice)
x1
x2
x3
-1
-1
-1
-1
-1
-1
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and x1 x2 x3 = 1
Thus, the 8 parameter model cannot be determined by this
data (we should have known that you cant estimate 8
parameters with 4 runs).
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Generators
I used the relationship 1 = x1x2x3 (i.e. the
three way interaction term is set to the
constant, or 0 and 123x1x2x3 will be
indistinguishable).
Multiply the equation above by x1:
x1 = x12x2x3
But x12 = 1 in a 2 level factorial design, so
x1 = x2x3.
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Similarly,
x2 = x1 x3
x3 = x1 x2
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Resolution
In our 4 run subset of the 23 design, (termed
a 23-1 fractional factorial design),
zero order terms (the constant) were
confounded with third order terms
first order terms were confounded with second
order terms
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+ + + + + + + + + + +
- + -
+ -
- + + +
- - -
- +
- + + + -
- -
+ + -
+ - + + + -
+ +
- + -
+ + +
- + +
- - +
- + + +
+ +
+ +
- -
10 + + +
+ + + -
+ -
- + -
+ +
+ +
- - +
- +
11 -
+ + +
12 +
- + + +
+ +
- -
+ -
+ +
- -
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Plackett Burman
design to test 11
variables in 12
runs
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Note
Although the V( ) notation suggests that we
are talking about variances, it should be
obvious that we are only talking about
estimates of variances. If we wish to find
confidence intervals for the true variances,
we will need to use the 2 test; confidence
intervals for the true values of the
parameters or the predicted y values will
require a t-test.
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Aside on Nomenclature
If the prediction variance (V(y)) is only a
function of the distance from the centre of
the design (and not otherwise a function of
position), we say that the design is
rotatable. It can be shown that this leads to
robust estimation of the response surface.
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and so on.
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-1
2 Independent Variables
x
1 x
x
-1
x
0
x
1
-1 x
9 Runs
x
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x1
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0oC
50oC
100oC
100 kPa
1.3145
1.5664
1.8145
200 kPa
0.6471
0.7774
0.9035
300 kPa
0.4243
0.5143
0.5997
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0 -1 1 -1 1 0 0 0
x3 0 0 0 0 -1 -1 1
1 -1 -1 1 1 0 0 0
-1
-1
-1
-1
-1
-1
-1 -1
0 70 10
-1
-1
-1
-1
cHC 10
60
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Henry Scheff
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The points in the simplex centroid design for three components are:
x1 1 0 0 0 1/3
x2 0 1 0 0 1/3
x3 0 0 1 0 1/3
Note that this design only contains 7 runs. A full quadratic model for
three components requires 9, since we will eliminate the constant. To get
sufficient data, it is usual to add
x3
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Clay Fraction
Yield (kg/m2) 18 12 6 16 11 10 15
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19
15
Sequential Designs
A sequential design is one in which future
experimental conditions depend on the results
of previously conducted experiments. The one
sequential design that we have seen is the
central composite design. Another sequential
design that is also used is the procedure known
as Evolutionary Operation (or EVOP)
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Evolutionary Operation
The basic idea is to determine (by some other
technique) the factors that influence the
response. EVOP can then be used to determine
what values of these factors to use to maximize
(or minimize) the response.
If n factors have been found that influence the
response, n + 1 runs that are linearly
independent are made (e.g. if there are 2
important factors, 3 runs are made at conditions
that do not lie on a straight line).
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nb
r
w worst point
b best point
nb next best
b
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c centroid of points
left after w
removed
r reflection of w
through c
EVOP Example
Z is the response to two input variables x and y;
Z is given by
Z = 100 / (1 + x2 + y2) .
Clearly, we can see that Z is maximized for x =
y = 0 and takes on no other local maxima or
minima for any finite, real x and y values.
Assuming that we do not know about this
maximum, the simplex method tells us to find
Z at 3 points:
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Z 20 5.26 11.1
nb
r
w worst point
b best point
nb next best
b
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c centroid of points
left after w
removed
r reflection of w
through c
1.75
-1
0.75
20 33.3 21.62
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120
100
80
60
40
20
0
1
9 10 11 12 13 14 15 16
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Warning!
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Warning #1
The experimental runs used to converge
on the maximum (or minimum) response
are not good data to to use for generating
a response surface model. If you need a
model, generate data using a
conventional response surface design.
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Warning #2
If there are uncontrollable inputs that
are comparable in size to the effects of
the controllable inputs, the EVOP
process may never converge. The
simplex may either oscillate with
variations in the uncontrollable inputs
or diverge completely.
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Epilogue
With all the matrix algebra and nspace geometry, dont forget that this
all started out as a way to grow the
best potatoes with the minimum
amount of manure.
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