首页> 外国专利> MONTE CARLO ANALYSIS EXECUTION CONTROLLING METHOD AND MONTE CARLO ANALYSIS EXECUTION CONTROLLING APPARATUS

MONTE CARLO ANALYSIS EXECUTION CONTROLLING METHOD AND MONTE CARLO ANALYSIS EXECUTION CONTROLLING APPARATUS

机译:蒙特卡洛分析执行控制方法和蒙特卡洛分析执行控制装置

摘要

In an embodiment, a confidence interval of a yield is calculated with a set specification of an evaluation item and confidence level and values of the evaluation item obtained in Monte Carlo simulations to determine whether or not a target yield is within the confidence interval of the yield. In a case where the target yield is within the confidence interval of the yield, a Monte Carlo simulation executing unit is instructed to execute a subsequent Monte Carlo simulation. In a case where the target yield is not within the confidence interval of the yield, it is determined that the target yield will be achieved when a minimum value of the confidence interval of the yield is the target yield or larger while it is determined that the target yield will not be achieved when a maximum value of the confidence interval of the yield is below the target yield.
机译:在一个实施例中,利用设定的评估项目的规格以及在蒙特卡洛模拟中获得的评估项目的置信度和值来计算收益的置信区间,以确定目标收益率是否在收益的置信区间内。在目标产量在产量的置信区间内的情况下,指示蒙特卡洛模拟执行单元执行随后的蒙特卡洛模拟。在目标收益率不在收益率的置信区间内的情况下,当确定收益率的置信区间的最小值为目标收益率以上时,判定为达到目标收益率。当收益的置信区间的最大值低于目标收益时,将无法实现目标收益。

著录项

相似文献

  • 专利
  • 外文文献
  • 中文文献
获取专利

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号