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Building Confidence in Simulation Models using Automated Analyses

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Building Confidence in Simulation Models using Automated Analyses

International System Dynamics Conference 2018

Reykjavík, Iceland ◊ August 6-10, 2018

(2)

▶ Model validation and documentation is a much discussed topic in SD

▶ Validation tests often lack details in their formulation and rely on the experience of the modeler (e.g. Sterman 2000, Forrester & Senge 1980)

▶ Modeling guidelines are often diverse (different variable types, different naming principles)

▶ Documentation is inconsistent (Rahmandad & Sterman 2012, Groesser &

Tschupp 2012)

Introduction

(3)

▶ Model documentation has an excellent tool in SDM-Doc

▶ This has led to a standardization and improvement of model documentation

▶ PySD testing battery → Structure oriented behavior tests, not formulation

Introduction

(4)

▶ Provide modelers with effective input for building model confidence

▶ Provide effective points of inquiry

▶ Test assumptions

Objectives of the PySD testing battery

(5)

“Cut the time step in half and test for changes in behavior.”

𝑥

𝑎𝑠𝑡

= value of stock s for timestep run with timestep a at timestep t

𝑥

𝑏𝑠𝑡

= value of stock s for timestep run with timestep b = 2a at timestep t

t = 1, …, m are integer values for each time step of the model runtime, with m being the final time step calculated as 𝑚 =

final time−initial time

timestep𝑏

s = 1, ..., n are integer values assigned to all stocks in the model, with n being the total number of stocks in the model

1

𝑚

∗ σ

𝑠=1𝑚 1

𝑛

∗ σ

𝑡=1𝑛 𝑥𝑎𝑠𝑡−𝑥𝑏𝑠𝑡

𝑥𝑏𝑠𝑡

≤ 0.025

Iteratively test for timesteps from

1

21

to

1

29

until condition is met → b is optimal timestep

Time Step test

(6)

Time Step test (2)

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Extreme Condition test

Exogenous variable name

Lower Bound Extreme value

Base Value Upper Bound Extreme value

Variable a 0*x x 10*x

Variable b 0*y y 10*y

… … … …

“Subject model to large shocks and extreme conditions.”

(8)

Extreme Condition test (2)

Extreme run

Only positive values Not only positive values

Base run

Only positive values Not flagged Flagged

Not only positive

values Not flagged Not flagged

Run Variable Flag Description

Exogenousvariable_setting Variable where the flag

occurred Unexpected negative values

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Extreme Condition test (3)

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Extreme Condition test (4)

origin

y-max For each table function, three runs are executed:

• table value fixed at y-min

• table value fixed at origin (0 or 1)

• table value fixed at y-max

(11)

Extreme Condition test (5)

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▶ Errors are tracked for every run

▶ Errors tracked are:

▶ Division by 0

▶ Floating point

▶ Negative flows

▶ Negative stocks

Error tracking

(13)

-

Discussion

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▶ Time savings

▶ Comparability of results

▶ Rigor in formulation

▶ Rigor in test application

Benefits of using automated analyses

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▶ Empirical validation of current tests

▶ Develop “error profiles” and automated interpretation

▶ Preselection of output

▶ Develop model formulation standards driven by evaluation

▶ Naming

▶ Variable blocks

Future research

(16)

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