Hybrid simulation on qualitative and quantitative integrated model using Monte Carlo method

ABSTRACT

We propose a simulation method on qualitative and quantitative hybrid model. In order to evaluate factors of a model with qualitative causal relations, we introduce a statistical approach based on propagation and combination of effects of factors by Monte Carlo simulation. In propagating an effect, we divide a range of a quantitative factor by landmarks and decide an effect to a destination node based on the divided ranges. In combining effects, we deicide an effect of each causal relation using effects ratio and sum all effects. Through applied results to practical models, it is confirmed that there are mostly same between results derived from quantitative relations and results derived from the proposed method at 0.05 alpha-level.

REFERENCES

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INDEX TERMS

Keywords:
Monte Carlo simulation, qualitative and quantitative hybrid model