Analytica User Group

Past Topics >>

The Analytica User Group is a way for Analytica users to support each other by sharing tips and function libraries. It includes a webinar series with tutorials and demonstrations on key Analytica features.

Webinar Series

There is usually an Analytica user webinar each week, presented by a user from Lumina or elsewhere. Webinars include demonstrations and tutorials on key issues for Analytica users, sometimes on how to use existing features more effectively, and sometimes on features of new or upcoming releases.

Webinars are interactive, using Citrix Gotomeeting to share screens and a phone teleconference. Questions, comments, and tangents are welcome. Webinars are a great place to learn more about Analytica and other related topics. Seats are limited. To sign up for a particular webinar, see "How to Attend" below. Presentations may last anywhere from 20 to 90 minutes (with an estimate provided upfront).

Lumina often records User Group webinars, including audio and screensharing, and makes them available so that those who couldn't make it at the original time can view them later.

Schedule of Upcoming Webinars

Custom Distribution Functions

Date and Time: Thursday, 24 July 2008, 10:00am Pacific Daylight Time

Presenter: Lonnie Chrisman, Lumina Decision Systems

Abstract

Analytica comes with most of the commonly seen distributions built-in, and many additions distribution functions available in the standard libraries. However, in specific application areas, you may encounter distribution types that aren't already provided, or you may wish to create a variation on an existing distribution based on a different set of parameters. In these cases, you can create your own User-Defined Distribution Function (UDDF). Once you've created your function, you can utilize it within your model like you would any other distribution function.

User-defined distribution functions are really just instances of User-Defined Functions (UDFs) that behave in certain special ways. This webinar discusses the various functionalities that a user-defined distribution function should exhibit and various related considerations. Most fundamentally, the defining feature of a UDDF is that it returns a median value when evaluated in Mid mode, but a sample indexed by Run when evaluated from Sample mode. This contrasts with non-distribution functions whose behavior does not depend on the Mid/Sample evaluation mode. Custom distributions are most often implemented in terms of existing distributions (which includes Inverse CDF methods for implementing distributions), so that this property is achieved automatically since the existing distributions already have this property. But in less common cases, UDDFs may treat the two evaluation modes differently.

When you create a UDDF, you may also want to ensure that it works with Random() to generate a single random variate, and supports the Over parameter for generating independent distributions. You may also want to create a companion function for computing the density (or probability for discrete distributions) at a point, which may be useful in a number of contexts including, for example, during importance sampling. I'll show you how these features are obtained.

There are several techniques that are often used to implement distribution functions. The two most common, especially in Analytica, are the Inverse CDF technique and the transformation from existing distributions method. I'll explain and show examples of both of these. The Inverse CDF is particularly convenient in that it supports all sampling methods (Median Latin Hypercube, Random Latin Hypercube, and Monte Carlo).

SubTables

Date and Time: Thursday, 31 July 2008, 10:00am Pacific Daylight Time

Presenter: Lonnie Chrisman, Lumina Decision Systems

Abstract

The SubTable function allows a subset of another edit table to be edited by the user as a different view. To the user, it appears as if he is editing any other edit table; however, the changes are stored in the original edit table. The rows and columns can be transformed to other dimensions in the Subtable, with different index element orders, based on Subset indexes, and with different number formats.

Analytica Web Player

Date and Time: Thursday, August 7, 2008, 10:00am Pacific Daylight Time

Presenter: Max Henrion, Lumina Decision Systems

Abstract

The Analytica Web Player (AWP) is scheduled to launch on July 31, 2008. AWP is a subscription service hosted on Lumina's servers. As a subscriber, you can upload your models to the server and send your colleagues a URL so that they can view your model. To view your models, they need only a Flash-enabled web browser. They can browser your model, change inputs, and evaluate results, all from within their web browser.

In this talk we'll cover the available subscription plans, pricing, limitations, and how you sign up. We'll also demonstrate the process of uploading models and sharing these with colleagues.

Table Splicing

Date and Time: Thursday, August 14, 2008, 10:00am Pacific Daylight Time

Presenter: Lonnie Chrisman, Lumina Decision Systems

Abstract

Edit tables, probability tables and determ tables automatically adjust when their index's values are altered. When new elements are inserted into an index, rows (or columns or slices) are automatically inserted, and when elements are deleted, rows (or columns or slices) are deleted from the tables. This process of adjusting tables is referred to as splicing.

Some indexes in Analytica may be computed, so that changes to some input variables could result in dramatic changes to the index value, both in terms of the elements that appear and the order of the elements in the index. This creates a correspondence problem for Analytica -- how do the rows after the change correspond to the rows before the change. Analytica can utilize three different methods for determining the correspondence: associative, positional, or flexible correspondence. I'll discuss what these are and show you how you can control which method is used for each index.

When slices (rows or columns) are inserted in a table, Analytica will usually insert 0 (zero) as the default value for the new cells. It is possible, however, to explicit set a default value, and even to set a different default for each column of the table. Doing so requires some typescripting, but I'll take you through the steps.

Using blank cells as a default value, rather than zero, has some advantages. It becomes quickly apparent which cells need to be filled in after index items are inserted, and Analytica will issue a warning message if blank cells exist that you haven't yet filled in. I'll take you through the steps of enabling blank cells by default.

Statistical Functions

Date and Time: Thursday, Aug 16, 2007 at 10:00 - 11:00am Pacific Daylight Time

Presenter: Lonnie Chrisman, Lumina Decision Systems

Abstract

This topic was presented in Aug 2007, but not recorded at that time.

A statistical function is a function that process a data set containing many sample points, computing a "statistic" that summarizes the data. Simple examples are Mean and Variance, but more complex examples may return matrices or tables. In this talk, I'll review statistical functions that are built into Analytica. I'll describe several built-in statistical functions such as Mean, SDevation, GetFract, Pdf, Cdf, and Covariance. I'll demonstrate how all built-in statistical functions can be applied to historical data sets over an arbitrary index, as well as to uncertain samples (the Run index). I'll discuss how the domain attribute should be utilized to indicate that numeric-valued data is discrete (such as integer counts, for example), and how various statistical functions (e.g., Frequency, GetFract, Pdf, Cdf, etc) make use of this information. In the process, I'll demonstrate numerous examples using these functions, such things as inferring sample covariance or correlation matricies from data, quickly histogramming arbitrary data and using the coordinate index setting to plot it, or using a weighted Frequency for rapid aggregation.

In addition, all built-in statistical functions can compute weighted statistics, where each point is assigned a different weight. I'll cover the basics of sample weighting, and demonstrate some simple examples of using this for computing a Bayesian posterior and for importance sampling from an extreme distribution.

Large Scale Sampling Library

Date and Time: TBD (probably September 2008)

Presenter: Max Henrion, Lumina Decision Systems

Abstract

The large-scale sampling library provides a functionality to evaluate selected output nodes in small batches, making it possible to run large scale Monte Carlo simulations that otherwise would not fit in available RAM.

This presentation introduces this library and how to use it.

Modeling the Precision Strike Process

Date and Time: TBD (in October 2008)

Presenter: Henry Neimeier, MITRE

Abstract

We describe a new paradigm for modeling, and apply it to a simple view of the precision strike attack process against mobile targets. The new modeling paradigm employs analytic approximation techniques that allow rapid model development and execution. These also provide a simple dynamic analytic risk evaluation capability for the first time. The beta distribution is used to summarize a broad range of target dwell and execution time scenarios in compact form. The data processing and command and control processes are modeled as analytic queues.

How to Attend

To attend, you need to sign up by contacting Lumina at webinars@lumina.com or (650) 212-1212. Attendence is limited to 15 people, so don't sign up unless you sincerely intend to attend. Also, sign up at least a day prior, since the webinar may be cancelled if there are few pre-registered participants.

These Webinars are FREE to users who have an up-to-date annual maintenance subscription (MTS). If you are unsure, check with mailto:sales@lumina. For those without MTS, an attendence fee of US$100 is charged.

How to be a Presenter

Being a presenter at an Analytica webinar provides an opportunity to make others in the Analytica community aware of your successes or capabilities. Consultants may find this an opportunity for exposure to others with particular modeling needs. Also, if you are an Analytica aficionado, this is a great opportunity to help others.

If you would like to be a presenter, submit your proposed topic to webinars@lumina.com and possible presentation times (include the time zone). We will schedule the GotoMeeting conference (you do not need a gotoMeeting subscription yourself) and we will make you presenter during the session, allowing you to share your screen while you talk. You will most likely make use of Power Point and a running Analytica during your presentation.

Archive of Past Topics

Visit the Archive of Past Topics for abstracts, example models, and recordings of previous Analytica User Group webinars. Previous topics that have been presented include:

  • Using the Check attribute to validate inputs and results
  • The Dynamic Function
  • Logistic Regression
  • Creating Control Panels
  • Statistical Functions
  • Creating Scatter Plots
  • Using Regression
  • New Functions for Reading Directly from an Excel File
  • Advanced Tornado Charts -- when inputs are Array-Valued
  • Using the Analytica Decision Engine (ADE) from ASP.NET
  • OLE Linking
  • Tornado Charts
  • Correlated and Multivariate Distributions
  • Assessment of Probability Distributions
  • Graph Style Templates
  • Sneak preview of Analytica Web Publisher
  • Querying an OLAP server
  • Querying an ODBC relational database
  • Self-Indexes, Lists and Implicit Dimensions
  • Flattening and Unflattening of Arrays
  • Introduction to Arrays and Array Abstraction
  • Local Indexes
  • The Iterate Function
  • The Reference and Dereference Operators
  • Modeling Utility Tariffs in Analytica
  • Modeling Energy Efficiency in Large Data Centers
  • Calling External Applications
  • Introduction to Linear and Quadratic Programming
  • Non-Linear Optimization
  • Writing User-Defined Functions
  • Modeling Markov Processes in Analytica
  • Manipulating Dates in Analytica
  • Button Scripting
  • Statistical Functions in Analytica 4.0
  • Manipulating Indexes and Arrays in Analytica Expressions
  • Edit Table Enhancements in Analytica 4.0
  • Handles and Meta-Inference

Potential future topics

If you would like to see a webinar on a given topic, please feel free to add it here. If you see a topic listed and would like to be a presenter, let us know.

  • Importance Sampling. Global sample weighting and use of extended statistic functions in 4.0.
  • Creating graphs of multi-dimensional data.
  • An in-depth look at graph style settings.
  • Producing graphs from ADE: Including how to serve graphs from web pages.
  • Intracacies of the Domain attribute
  • Mastering Array Abstraction
  • Writing User-Defined Distribution functions.
  • Sampling and Distributions - new 4.0 additions/extensions. Also, writing custom User-Defined Distribution Functions.
  • Getting data into Analytica.
  • Large-scale sampling. Techniques when memory limitations constrain sampleSize.
  • Bayesian Inference
  • Sensitivity Analysis.
  • Dynamic Programming
  • Approximate and Stochastic Dynamic Programming

User Survey Results

During the first week of September, we sent out a survey to people who had attended webinars so far. Please continue providing us with feedback. Here is some feedback to date:

Level of difficult and speed:

So far, of those who answered this question, 25% say "a bit too easy", 25% say "too hard/fast", and 50% say "just right".

Topics requested for future webinars:

  • How to run multiple iterations, e.g. 100 iterations with uncertainty sample of 1000.
  • Sampling for rare events.
  • Using the lognormal function.
  • Financial modeling
  • New array functionality (subtables, choices in tables)
  • Optimizer !!!
  • Dynamic models (twice requested)
  • Choice of distributions
  • Re-sampling and radomize methods and uncertainty sample size
  • Tricks for sensitivity analysis
  • Input and output nodes
  • Importance analysis

The Analytica Wiki

The Analytica Wiki contains many resources, including in-depth reference materials, relevant articles, example models, tutorials, etc., to help users master Analytica and find what they need. Even better, Analytica users can contribute! You can upload your own models, articles, expand on or correct materials that are there, etc., for the benefit of the entire Analytica community.

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