Recently, multi-fidelity multi-output Kriging have been proposed to take the advantages of both the multi-fidelity and multi-output modelling methods. The predictive performance of multi-fidelity multi-output Kriging model has been evaluated with the modelling efficiency being neglected. In this paper, a multi-fidelity multi-output Kriging model is developed and compared with Kriging, multi-fidelity Kriging, and multi-output Kriging w.r.t. both the modelling accuracy and efficiency. Furthermore, the efficient modelling method for high-dimensional problems is incorporated into the various Krigi...
