Statistics
Posted: Mon Nov 09, 2009 2:24 pm
I need to assess a minimum required simulation length from the convergence profile of mean and variance values of a simulated variable. The variable in case is an "item" variable created by a pulse (of value 1 and short duration) and residing in a queue. The statistics I need (for each time) is the average number of items (up to that time) in the queue (so it's actually a discrete counting counting problem that I need simulated in Vensim).
This is what I have done: I have created two stocks for mean and variance:
Mean (stock) = INTEG ( XIDZ(x, Time, 0) )
Var (stock) = INTEG ( XIDZ( (x - Mean)^2, Time, 0) )
Even simulation over long duration does not provide the desired convergence property, can there be any "creep" in the above equations? More to the point: is this the right way of calculating statistical properties of time series in Vensim? Thanks.
This is what I have done: I have created two stocks for mean and variance:
Mean (stock) = INTEG ( XIDZ(x, Time, 0) )
Var (stock) = INTEG ( XIDZ( (x - Mean)^2, Time, 0) )
Even simulation over long duration does not provide the desired convergence property, can there be any "creep" in the above equations? More to the point: is this the right way of calculating statistical properties of time series in Vensim? Thanks.