Importance

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Abstract

Possible outcomes can be determined by combining simulation methods on a pool of input variables. Certain members of the pool are identified as members of a first set of variables (e.g., priority set), and certain other members of the pool of input variables are identified as members of a second set of variables (e.g., non-priority set). A first set of possible values for the first set of variables can be generated by applying a first simulation method. A second set of possible values for the second set of variables can be generated by applying a second simulation method that differs from the first simulation method in various ways, such as accuracy, completion time, and computational expense. A copula data structure can be used to maintain correlations between the variables of the pool of input variables when generating a hybrid set of simulated values based on the first and second simulation.

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First Claim