Configuring the Monte Carlo Sampling Technique

You can select the Monte Carlo sampling technique and specify its tuning parameters.

See Also
About the Monte Carlo Sampling Techniques
  1. From the Flow section of the action bar, click Monte Carlo and drop it on the process diagram.
  2. Double-click Monte Carlo.
  3. From the Monte Carlo Editor that appears, select the General tab, and select the Sampling technique.
    OptionDescription
    Simple Random Sampling The default selection, the easiest to understand, and the most commonly used sampling method. Sample points for simulation are generated randomly and independently.
    Descriptive Sampling The recommended method if the Monte Carlo simulation with the Simple Random Sampling technique becomes computationally expensive. Fewer simulations are required to estimate the statistical characteristics of the system behavior.
    Sobol Sampling Generates numbers as binary fractions of appropriate length from a set of special binary fractions.
  4. Enter the Number of Simulations.

    Specifying a higher number of simulations generally results in an increase in the accuracy level of the statistical predictions.

  5. Enter a value for the Random Seed.

    Optimization Process Composer seeds the random number generator used by the Monte Carlo algorithm using the value you provide. As a result, all executions of the Monte Carlo adapter will use the same sequence of random numbers and, therefore, will produce the same design points. This is useful for debugging the Monte Carlo process when it is necessary to reproduce the same sequence of design points.

    If you enter a value of -1 (default), Optimization Process Composer seeds the random number generator using the clock time at the moment of execution.

  6. Click Ok to save your changes and to close the Monte Carlo Editor.