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Modeling input processes

Published: 01 December 1986 Publication History

Abstract

Computer models for various applications are closely scrutinized both from the standpoint of questioning the correctness of the underlying mathematical model with respect to the process it is attempting to model, and from the standpoint of verifying that the computer model correctly implements the underlying mathematical model. A process that receives less scrutiny, but is none the less of equal importance, concerns the individual and joint modeling of the inputs. This modeling effort clearly has a great impact on the credibility of results obtained from simulation studies. Model characteristics are reviewed that have a direct bearing on the model input process and reasons are given for using probabilistic based modeling with the inputs. Discussions are presented on how to model distributions for individual inputs and how to model multivariate input structures when dependence and other constraints may be present.

References

[1]
Conover, W. j. (1980). Practical Nonparametric Statistics, Second Edition. John Wiley, New York.
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Cranwell, R. M., Campbell, J. E., Helton, J. C., Iman, R. L., Longsine, D. E., Ortiz, N. R., Runkle, G. E. and Shortencarier, M. J. (1982). Risk Methodology for Geologic Disposal of Radioactive Waste: Final Report. Technical Report, SAND81-2573, Sandia National Laboratories, Albuquerque, NM 87185.
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Helton, J. C. and Imun, R. L. (1982). Sensitivity Ar~ulysis of a Model for the Environmental Movement of Radionuclides. Health Physics 42(5), 565-584.
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Helton, J. C., Iman, R. L., Johnson, J. D., and Leigh, C. D. (1986). Uncertainty and Sensitivity Analysis of a Model for Multicomponent Aerosol Dynamics. Nuclear Technology 73(2), 320-342.
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Horn, S. C. and Iman, R. L. (1986). A Comparison of Maximus/Bounding and Bayes/Monte Carlo for Fault Tree Uncertainty Analysis. Technical Report, SAND85-2839, Sandia National Laboratories, Albuquerque, NM 87185.
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Iman, R. L. (1982). Graphs for Use with the Lilliefors Test for Normal and Exponential Distributions. The American Statistician 38(2), 108-112.
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Iman, R. L. and Conover, W. J. (1982). A Distribution- Free Approach to Inducing Rank Correlation Among Input Variables. Communications in Statistics Bl1(3), 311-334.
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Iman, R. L. and Conover, W. J. (1983). Modern Business Statistics. John Wiley and Sons, Inc., New York.
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Iman, R. L. and Davenport, J. M. (I982). Rank CorreIation Plots for Use with Correlated Input Variables. Communications in Statistics BII(3), 335-360.
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Iman, R. L. and Helton, J. C. (1985). A Comparison of Uncertainty and Sensitivity Analysis Techniques for Computer Models. Technical Report, SAND84-1461, Sandia National Laboratories, Albuquerque, NM 87185.
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McKay, M. D., Conover, W. J. and Beckman, R. J. (1979). A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code. Technometrics 21, 239- 245.

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cover image ACM Conferences
WSC '86: Proceedings of the 18th conference on Winter simulation
December 1986
890 pages
ISBN:0911801111
DOI:10.1145/318242
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Published: 01 December 1986

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