ABSTRACT

This chapter discusses the principles of calibration and validation and links these phases to the previous chapters on data collection and data enhancement. First, a generic outline of a typical simulation study is given in Section 4.1, then a generic procedure for calibration and validation is covered in Section 4.2, underlying three main choices: measures of performance, measures for goodness of t, and optimization procedure. Section 4.3 presents

CONTENTS

4.1 Typical Steps of Simulation Studies ................................................ 90 4.2 Generic Procedure for Calibration and Validation .......................... 92

4.2.1 Dening measure of performance (MoP) ............................. 94 4.2.2 Dening and collecting data set ........................................... 95 4.2.3 Measures of performance (MoPs) ........................................ 95

4.2.3.1 Typical MoPs used in the literature ........................ 95 4.2.3.2 Criteria for MoPs selection ..................................... 97 4.2.3.3 Choice of appropriate statistical tests for

comparing simulated and observed MoPs............... 99 4.2.4 Goodness of Fit (GoF) ....................................................... 100 4.2.5 Optimization Algorithms for Calibration Procedure ......... 103

4.2.5.1 Simultaneous perturbation stochastic approximation (SPSA_I and SPSA_II) algorithms....104