Trend-Robust and Budget Constrained Optimum Designs

Performing experiments in a time sequence may induce time dependence in the observed results. In practice, run orders that are optimally balanced for time trends are of little use because of economical reasons. This paper proposes an optimality criterion that strikes a balance between cost-efficiency and trend-resistance. The presented design algorithm serves as a proper tool for the construction of cost-efficient run orders with an optimal protection against time order dependence. The algorithm is intended to provide the experimenter with a general method for solving a wide range of practical problems. A real-life industrial case illustrates practical utility.