Multivariate Simulation
Multivariate conditional simulation (MVS) creates simulations of multiple continuous attributes that are equally probable, while maintaining the complex univariate and multivariate relationships of those attributes.
MVS in Supervisoruses the transformation of the input attributes into independent gaussian factors, which are independently simulated and subsequently back transformed, restoring the original relationships in the data. This approach is used over traditional MVS techniques because of its flexibility and ability to preserve non-linear relationships.
Multivariate simulation is split into two major processes:
- Multivariate Simulation Generation – Set up the simulation parameters.
- Multivariate Simulation Post Processing – Verify that the simulation produced valid results and adjust, if necessary.