Design of Experiments

P M V Subbarao
Professor
Mechanical Engineering Department

Selection of Significant Parameters for

Experimentation..

Reduced Temperature TR = T/Tc

Introductory Remarks

Many of the thermal experiments involve multi-variable

functions.
The goal of any experimental activity is to get the
maximum realistic information about a system.
Large number of variables demand large number of
measurements to get maximum realistic information.

Modern theory of experiments prove that it is not always

true that higher number of measurements will give
maximum realistic information.
Larger the number of measurements, huge will be the total
error that enters into the measurement equation.
Reduced
Pressure pRlead
= p/p
Larger number
of measurements
toc more costly
experimentation.

 It is important to obtain maximum realistic information

with the minimum number of well designed experiments.
An experimental program recognizes the major factors
that affect the outcome of the experiment.
The factors may be identified by looking at all the
quantities that may affect the outcome of the experiment.
The most important among these may be identified using:
a few exploratory experiments or
From past experience or
based on some underlying theory or hypothesis.

This Selection Process is known as

Design of Experiments.

Special Terminology : Design of Experiments

Response variable
Measured output value
Factors
Input variables that can be changed
Levels
Specific values of factors (inputs)
Continuous or discrete
Replication
Completely re-run experiment with same input levels
Used to determine impact of measurement error
Interaction
Effect of one input factor depends on level of another input
factor

Study of Real Diesel Engine Cycle

Experimental Analysis of Diesel Cycle

Measurement of Pressure Vs Crank Angle in A

Diesel Engine

Repeated Measurement of Diesel Cycle

Design of Experiments (DOE)

A statistics-based approach to design experiments
A methodology to achieve a predictive knowledge of a
complex, multi-variable process with the fewest acceptable
trials.
An optimization of the experimental process itself

Major Approaches to DOE

Factorial Design
Taguchi Method
Response Surface Design

Factorial Design : Full factorial design

A full factorial design of experiments consists of the following:

Vary one factor at a time
Perform experiments for all levels of all factors
Hence perform a large number of experiments that are needed!
All interactions are captured.
Consider a simple design for the following case:
Let the number of factors = k
Let the number of levels for the ith factor = ni
The total number of experiments (N) that need to be performed is
K

N ni
i 1

2k factorial design

Used as a Preliminary Experimentation !!!

Each of the k factors is assigned only two levels.
The levels are usually High = 1 and Low = -1.
Scheme is useful as a preliminary experimental program
before a more ambitious study is undertaken.
The outcome of the 2k factorial experiment will help
identify the relative importance of factors and also will
offer some knowledge about the interaction effects.

DOE - Factorial Designs - 23

Trial
1
2
3
4
5
6
7
8

A
Lo
Lo
Lo
Lo
Hi
Hi
Hi
Hi

B
Lo
Lo
Hi
Hi
Lo
Lo
Hi
Hi

C
Lo
Hi
Lo
Hi
Lo
Hi
Lo
Hi

DOE - Factorial Designs - 23

Trial
1
2
3
4
5
6
7
8

A
-1
-1
-1
-1
+1
+1
+1
+1

B
-1
-1
+1
+1
-1
-1
+1
+1

C
-1
+1
-1
+1
-1
+1
-1
+1

Output Matrix
Let us represent the outcome of each experiment to be a
quantity y.
Thus y1 will represent the outcome of experiment number
1 with all three factors having their LOW values,
y2 will represent the outcome of the experiment number 2
with the factors A & B having the Low values and the
factor C having the High value and so on.
The outcome of the experiments may be represented as the
following matrix:

Outcome Matrix
Trial

xA

xB

xC

y1

-1

-1

-1

y2

-1

-1

+1

y3

-1

+1

-1

y4

-1

+1

+1

y5

+1

-1

-1

y6

+1

-1

+1

y7

+1

+1

-1

y8
+1
+1
+1
How to find the degree of contribution of xA,xB & xC on y?

A simple regression model that may be used can have

up to eight parameters.
Thus we may represent the regression equation as
y p0 p A x A pB xB pC xC p AB x A xB pBC xB xC pCA xC x A p ABC x A xB xC

The ps are the parameters that are determined by using

the outcome matrix by the simultaneous solution of the
following eight equations:

p0 p A p B pC p AB p BC pCA p ABC y1
p0 p A p B pC p AB pBC pCA p ABC y2
p0 p A p B pC p AB pBC pCA p ABC y3

Sp
of rea
C d

-1,+1,+1

+1,+1,+1

xC

-1,-1,+1

+1,-1,+1
Spread of B

y p0 p A x A pB xB pC xC p AB x A xB xB pBC xB xC pCA xC x A p ABC x A xB xC

xmean

xA

-1,+1,-1
+1,+1,-1

-1,-1,-1

Spread of A

+1,-1,-1

 It is easily seen that the parameter p0 is simply the mean value

of y.
This is obtained by putting xA= xA= xC=0 corresponding to the
mean values for the factors.
It is thus seen that the values of y- p0 at the corners of the
square indicate the deviations from the mean value.
The mean of the square of these deviations is the variance of
the sample data collected in the experiment.
The influence of the factors may then be gauged by the
contribution of each term to the variance.

The deviation with respect to the mean is obviously given by

y p0 p A x A pB xB pC xC p AB x A xB pBC xB xC pCA xC x A p ABC x A xB xC

It may be verified that the total sum of squares (SST) of the

deviations is given by

SST 8 p A pB pC p AB pBC pCA p ABC

The sample variance is thus given by

SST
S
N 1
2
y

Contributions to the sample variance are given by 8 times the

square of the respective parameter (p) and hence we also have

SSA 8 p A2 ;
SSB 8 pB2 ;
............;
2
SSABC 8 p ABC

Here SSA means the sum of squares due to variation in level of xA

and so on.
The relative contributions to the sample variance are represented as
percentage contributions in the following table:

Variance
SST
SSA

contribution
8 p 2

%
100

8pA2

SSA/SST X 100

SSB

8pB2

SSB/SST X 100

SSC

8pC2

SSC/SST X 100

SSAB

8pAB2

SSAB/SST X 100

SSBC

8pBC2

SSBC/SST X 100

SSCA

8pCA2

SSCA/SST X 100

SSABC

8pABC2

SSABC/SST X 100

Thus the dominant factor is the factor which has the

highest value of percentage of contribution.

DOE - Fractional Factorial Designs

In a multivariable experiments, with k number of variables
and l number of levels per variable demands lk number of
measurements for complete understanding of the process or
calibration.
In statistics, fractional factorial designs are experimental
designs consisting of a carefully chosen subset (fraction) of
the experimental runs of a full factorial design.
The subset is chosen so as to exploit the sparsity-of-effects
principle using a fraction of the effort of a full factorial design
in terms of experimental runs and resources.
Fractional designs are expressed using the notation lk p,
where l is the number of levels of each factor investigated,
k is the number of factors investigated, and
p describes the size of the fraction of the full factorial to be
eliminated.
A design with p such generators is a 1/(lp) fraction of the full
factorial design.

DOE Factorial Designs (Fractional: 7 factor, 2

level; 128 8)
Trial
1
2
3
4
5
6
7
8

A
Lo
Lo
Lo
Lo
Hi
Hi
Hi
Hi

B
Lo
Lo
Hi
Hi
Lo
Lo
Hi
Hi

C
Lo
Lo
Hi
Hi
Hi
Hi
Lo
Lo

D
Lo
Hi
Lo
Hi
Lo
Hi
Lo
Hi

E
Lo
Hi
Lo
Hi
Hi
Lo
Hi
Lo

F
Lo
Hi
Hi
Lo
Lo
Hi
Hi
Lo

G
Lo
Hi
Hi
Lo
Hi
Lo
Lo
Hi

One half factorial design

For a system with k factors and 2 levels the number of
experiments in a full factorial design will be 2k.
For example, if k=3, this number works out to be 23=8.
The eight values of the levels would correspond to the
corners of a cube as represented by Figure.
A half factorial design would use 2k-1 experiments.
With k=3 this works out to be 22=4.
The half factorial design would cut the number of
experiments by half.
In the half factorial design we would have to choose half
the number of experiments and they should correspond to
four of the eight corners of the cube.
We may choose any set as given below:

Half Factorial Matrix

Point

xA

xB

xC

y1

y2

y3

y4

The three column vectors are Orthogonal..

Half Factorial Matrix

Point

xA

xB

xC

y1

y2

y3

y4

The three column vectors are Orthogonal..

More on full factorial design

We like to generalize the ideas described above in what follows.
Extension to larger number of factors as well as larger number of
levels would then be straight forward.
Let the High and Low levels be represented by + an respectively.
In the case of 22 factorial experiment design the following will hold:

 We note that the product of any two columns is zero.

Also the column sums are zero.
Hence the three columns may be considered as vectors that form an
orthogonal set.
In fact while calculating the sample variance earlier these properties
were used without being spelt out.
Most of the time it is not possible to conduct that many
experiments!
The question that is asked is:
Can we reduce the number of experiments and yet get an adequate
representation of the relationship between the outcome of the
experiment and the variation of the factors?
The answer is in general yes.
Replace the full factorial design with a fractional factorial design.
In the fractional factorial design only certain combinations of the
levels of the factors are used to conduct the experiments.
This ploy helps to reduce the number of experiments.
The price to be paid is that all interactions will not be resolved.

 In this simple case of two or three factors the economy of

reducing the number of experiments by one may not be all that
important.
However it is very useful to go in for a fractional factorial
design when the number of factors is large and
When it is expected some factors or interactions between some
factors to be unimportant.
The fractional factorial experiment design is useful when main
effects dominate with interaction effects being of lower order.

DOE - Taguchi Method

Dr. Taguchi of Nippon Telephones and Telegraph
Company, Japan has developed a method based on "
ORTHOGONAL ARRAY " experiments.
This gives much reduced " variance " for the
experiment with " optimum settings " of control
parameters.
"Orthogonal Arrays" (OA) provide a set of well
balanced (minimum) experiments serve as objective
functions for optimization.

Taguchi Method : When to Select a larger OA

to perform Factorial Experiments
We always think about reducing the number of
experiments (to minimize the resources equipment,
materials, manpower and time)
However, doing ALL / Factorial experiments is a good idea
if
Conducting experiments is cheap/quick but
measurements are expensive/take too long
The experimental facility will NOT be available later to
conduct the verification experiment
We do NOT wish to conduct separate experiments for
studying interactions between Factors

Taguchi Method Design of Experiments

The general steps involved in the Taguchi Method are as follows:
1. Define the process objective, or more specifically, a target value
for a performance measure of the process.
2. Determine the design parameters affecting the process.
The number of levels that the parameters should be varied at must
be specified.
3. Create orthogonal arrays for the parameter design indicating the
number of and conditions for each experiment.
The selection of orthogonal arrays is based on the number of
parameters and the levels of variation for each parameter, and will
be expounded below.
4. Conduct the experiments indicated in the completed array to
collect data on the effect on the performance measure.
5. Complete data analysis to determine the effect of the different
parameters on the performance measure.

Determining Parameter Design Orthogonal Array

The effect of many different factors on the performance characteristic

in a condensed set of experiments can be examined by using the
orthogonal array experimental design proposed by Taguchi.
The main factors affecting a process that can be controlled (control
Factors) should be determined.
The levels at which these parameters should be varied must be
determined.
Determining what levels of a variable to test requires an in-depth
understanding of the process, including the minimum, maximum, and
current value of the parameter.
If the difference between the minimum and maximum value of a
parameter is large, the values being tested can be further apart or more
values can be tested.
If the range of a parameter is small, then less values can be tested or
the values tested can be closer together.
Typically, the number of levels for all parameters in the experimental
design is chosen to be the same to aid in the selection of the proper
orthogonal array.

Number of
Levels

Orthogonal Array Selector

Number of Factors

Taguchi Method :
How to Select a larger OA
to perform Factorial Experiments
Control Factors
Factorial
Suitable
and Levels
Combinations
OA
2 CF / 2-levels

L4

3 CF / 2-levels

L8

4 CF / 2-levels

16

L16

5 CF / 2-levels

32

L32

L27 Array

L 50 Array