Reference for Vensim's automatic calibration

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kaveh.dianati
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Vensim version: DSS

Reference for Vensim's automatic calibration

Post by kaveh.dianati » Sat Aug 31, 2019 10:42 am

Hello,
I am often using Vensim's automatic calibration for my PhD model. I am currently writing my Methodology chapter and I need a reference of some sort to cite when referring to the use of this automatic calibration function. Is there perhaps (if not a paper) an essay or a guide that I could cite when referring to this?

Also, is it correct to refer to Vensim's automatic calibration as a 'Monte Carlo calibration technique' or if not how else would you characterize it?

Thank you in advance for your help!

tomfid
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Re: Reference for Vensim's automatic calibration

Post by tomfid » Tue Sep 03, 2019 2:13 pm

Which algorithm are you using? Powell or MCMC?

kaveh.dianati
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Joined: Tue Dec 15, 2015 1:52 pm
Vensim version: DSS

Re: Reference for Vensim's automatic calibration

Post by kaveh.dianati » Wed Sep 04, 2019 9:10 am

I think I am using Powell because the Optimizer is set to Powell by default and I am not changing it.

tomfid
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Re: Reference for Vensim's automatic calibration

Post by tomfid » Tue Sep 10, 2019 12:32 am

You could cite:

Powell, M. J. D. (1964). "An efficient method for finding the minimum of a function of several variables without calculating derivatives". Computer Journal. 7 (2): 155–162. doi:10.1093/comjnl/7.2.155.
Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007). "Section 10.7. Direction Set (Powell's) Methods in Multidimensions". Numerical Recipes: The Art of Scientific Computing (3rd ed.). New York: Cambridge University Press. ISBN 978-0-521-88068-8.
Brent, Richard P. (1973). "Section 7.3: Powell's algorithm". Algorithms for minimization without derivatives. Englewood Cliffs, N.J.: Prentice-Hall. ISBN 0-486-41998-3.

(Just the first would be sufficient, I think.)

The Vensim algorithm modifies Powell somewhat, so you could also cite the Vensim reference manual.

kaveh.dianati
Junior Member
Posts: 19
Joined: Tue Dec 15, 2015 1:52 pm
Vensim version: DSS

Re: Reference for Vensim's automatic calibration

Post by kaveh.dianati » Tue Sep 10, 2019 8:41 am

Excellent. Thank you very much Tom!
Kaveh.

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