Sensitivity simulation from a lookup graph

hendrikstouten · Post by **hendrikstouten** » Sat Aug 25, 2007 12:31 pm

Hey,

Vensim allows sensitivity analysis on a constant, but is there also a way to perform a sensitivity analysis on a lookup function?

For instance, one of my variables in my model is a time serie of historical data from the year 1996 till 2005. From 2005 onwards, it is kept constant. This is put into the model as a lookup graph.

Since sensitivity analysis is possible on a constant, I wonder if I could test the sensitivity of this time serie. And if so, how do I perform it?

Kinds regards,

Hendrik Stouten

LAUJJL · Post by **LAUJJL** » Sat Aug 25, 2007 12:39 pm

It is possible to make a sensitivity analysis using the vector
lookup function, as the lookup is translated into a vecor of parameters all susceptible to make a sensitive analysis on each of them or enventualle all together.
Vensim pro needed.
Regards.
JJ

LAUJJL · Post by **LAUJJL** » Sat Aug 25, 2007 12:43 pm

If you do not have Vensim pro, one solution is to build your own lookup function depending on parameters that will be suceptible to be used in sentivity analysis.
Regards.
JJ

bob@vensim.com · Post by **bob@vensim.com** » Sat Aug 25, 2007 4:35 pm

While it is possible to use VECTOR_LOOKUP in sensitivty/optimization - it get tricky because these won't preseve the shape of the function. A standard approach for a LOOKUP normalized about 0/0 and 1/1 is:

output = lookup(input^input_sensitivity)

or

output = lookup(input)^output_sensitivity

where both the sensitiivies are varied about 1.0 (actually you can use both at once but it is usually just confusing to do so).

If the lookups are not normalized you will need a different approach [eg lookup(neutral + (input - neutral)^input_sensivitiy) ].

hendrikstouten · Post by **hendrikstouten** » Sun Aug 26, 2007 9:20 am

Many thanks for all the responses,

I will check out if I can normalize my lookup.

Kinds,

Hendrik Stouten