• Rick Kossik

I don't understand what you mean that the duration of all is equal to 1.  A time series is , by definition, a list of either dates/times or elapsed times.

• example time in the time series: [0,0.25,0.5,0.75,1].

and a little more on my problem: this is a cumulative rainfall distribution such as SCS. I have a bunch of them here and want to generate random time series out of them.

• Rick Kossik

I still don't understand. You want to produce random time series.  But based on what?  What is the input data?  How do you want to sample?  You must be more specific.

• I'm trying to generate multiple random cumulative time series via Monte Carlo by using a limited number (e.g., three) of cumulative time series.

Let's say: y=f(t). We have the three following time series (y1-y3), in which each element corresponds to one time on 't' vector:

t = [0,0.25,0.50,0.75,1]
y1 = [0,0.2,0.5,0.85,1]
y2 = [0,0.1,0.3,0.7,1]
y3 = [0,0.3,0.6,0.8,1]

Now want to generate 100 'y' whose begin with 0 and ends with 1, but their intermediate values can differ from y1-y3. In other words, at each time (t), we have a stochastic element (e.g., y(t)) bounded by the min and max of y1(t), y2(t) and y3(t). The elements are not quite independent from the earlier time steps. For instance, y(t+1) must be greater or equal to y(t) (these are cumulative time series).

Let me know if my question's still not clear.

Thanks!

• Rick Kossik

So you want to do something like this?

1) at time = 0.25, sample a distribution with a min of 0.1 and and a max of 0.3
2) at time = 0.5, sample a distribution with a mind of 3 and a max of 0.6)
3) at time = 0.75, sample a distribution with a min of 0.6 and a max of 0.85

What is the shape of the the distribution? Uniform, triangular?
Why do you think this is statistically defensible?

• Correct. That's exactly what I want. The PDF's subjective but most likely uniform.

Is it possible to be done in GoldSim? Can the elements of a time series be stochastic?

In a statistical modeling perspective, I'm trying to see how the uncertainty of time series shape of an input impacts the model output.

• Rick Kossik

The items in a Time Series cannot be Stochastic, but what you can do is create a Time Series with multiple series (e.g., 10, 100), and then tell GoldSim to randomly sample one each realization. Read here to see how to do this: https://www.goldsim.com/Help/#!Modules/5/definingmultipletimeseriesinasingletimeserieselement.htm

• thanks! I can't open the link though ('the page cannot be found'). any alternate source?

• Rick Kossik

Somthing to messed up with the link. paste this directly into your browser:

https://www.goldsim.com/Help/#!Modules/5/definingmultipletimeseriesinasingletimeserieselement.htm

It is also in the GoldSim Help file under Time Series (defining multiple time series)

• It works. Thanks!

• • 