- Double-click the Monte Carlo component icon
.The Monte Carlo Component Editor appears. -
From the Monte Carlo Component Editor,
click the General tab.
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Choose one of the options from the Sampling Technique list.
Option | Description |
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Descriptive Sampling | This method is the recommended
method. Fewer simulations are required to estimate the statistical characteristics
of the system behavior. |
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Simple Random Sampling | This method is the default
selection and is the most commonly used sampling method. Sample points
for simulation are generated randomly and independently. |
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Sobol Sampling | This method generates numbers as binary fractions of appropriate length from a set of special binary fractions. |
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The sampling technique’s options appear directly below the Sampling
Technique list. Information about the technique appears in
the Sampling Technique Description area on the
right side of the editor. Sampling techniques in the Monte Carlo component are implemented as
plug-ins. As such, they are extendable by creating new plug-ins for new
sampling techniques. For more information, see Plug-In Development in the Isight Development Guide. For more detailed information on these sampling techniques, see About the Sampling Techniques.
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Set the following options in the Sampling Technique Options
area:
Option | Description |
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Number of Simulations | Determine the number of
simulations to be executed. The default number is 1000 for simple random
sampling and 100 for descriptive sampling. A higher number of simulations
specified generally results in an increase in the accuracy level of the
statistical predictions. |
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Use a fixed seed | Select this option to manually specify the seed in
the corresponding text box. If this option is not
selected, Isight
determines the seed randomly.Note:
A fixed seed can also be set and used for the entire
model. If a fixed seed is set for the model and also defined separately
in the Monte Carlo component, Isight
uses the one defined in the Monte Carlo component. If a fixed seed is
set for the model and this option is not selected, the sequence
of random numbers is based on the model’s random seed (and, thus, is
still reproducible). For information about setting a fixed seed, see
Setting the Execution Options in the Isight User’s Guide
|
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-
Set the following options in the Execution Options
area:
Option | Description |
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Execute Monte Carlo sample points in parallel | Select this option if you want the sample points defined by the Monte
Carlo simulation to execute in parallel. The convergence check interval
may limit the number of sample points that are executed in parallel to
batches that are the size specified for this convergence check interval. |
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After execution, reset to mean value point and run | With this option selected (default), after execution of all Monte Carlo
simulation points, the random variables are set to their mean values
and the Monte Carlo subflow executes one additional time. In this case,
the Monte Carlo parameters (inputs and outputs) are left at the values
calculated for this “mean value point.” If this option is not selected,
the Monte Carlo parameters are left at the values associated with the
last (random) Monte Carlo simulation point after execution. |
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Convergence Check Interval | This integer value
specifies the frequency at which the convergence of the Monte Carlo response
statistics (low order—mean and standard deviation) are checked. The
default setting requires the convergence of response statistics to be
checked after every 25 sample points. Decreasing this value may result
in premature convergence; because the sample points are random, or in
random order/combinations, sufficient sample points are needed to determine
if the response statistics are estimated accurately. If this value is set to zero, then the convergence check is disabled. |
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Convergence Tolerance | This value is the Monte
Carlo termination criterion, which specifies the fractional change in
response mean and standard deviation that will allow the simulation to
be terminated before reaching the specified number of simulations. For
example, if you want the simulation process to stop if the change in
the response statistics goes below 5%, enter a value of 0.05 in the corresponding
text box. Convergence is checked after each set of simulations defined
by the Convergence Check Interval (by default,
after each set of 25 simulations). The default Convergence
Tolerance is 0.001. If this value is set to zero, then the convergence check is disabled. |
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-
If desired, click Advanced Options,
and set the following options:
Option | Description |
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Execute subflow only once | If
selected, the subflow executes only one time. This is useful in models
that need to turn the driver logic on/off parametrically. This option
is also helpful in the debugging process if the model does not execute
successfully.
|
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Allow the following items to be turned off
by parameters | Select this option if you want to turn off
the selected types of design parameters (random variables, responses)
using input parameters to the Monte Carlo components. If this option
is selected, Boolean input parameters are created in an Active
Random Variables/Active Responses aggregate under the Mapped
Options and Attributes aggregate parameter. The parameters are selected
by default. If any of the parameters are not selected at run time, those
design parameters will not be used during execution.
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Import configuration at runtime | Select this option if you want to import the Monte Carlo component configuration
from a file at run time. If selected, Isight
creates an input file parameter on the Monte Carlo component called Configuration.
You can point the Configuration file to a specific
file or map it from a file parameter from a previous component in the
simulation process flow. Click the button to configure
the file parameter to point to the desired file. You can also configure
this file on the Design Gateway
Files tab. For information about importing/exporting
and the file format, see About Importing and Exporting Configuration Files. |
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-
If desired, click the
button to import all
or part of the Monte Carlo component configuration from a file or to
export the entire configuration to a file.
This provides you with an easy mechanism for quickly
configuring the component using information that comes from an external
source without manually entering all the information in the component
editor. For more information, see About Importing and Exporting Configuration Files.
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If desired, map an option to
a parameter. For more information, see Mapping Options and Attributes to Parameters.
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Click OK to save your changes
and to close the Monte Carlo Component Editor.
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