On the Complexity of Parameter Calibration in Simulation Models

Abstract

Model calibration is the task of adjusting an already existing model to a reference system. In general, this is done by adjusting model parameters to a set of given samples from the reference system. Model calibration is often regarded to be necessary for complex simulation models in order to create a homomorphic (“structurally equivalent”) abstraction of (a special aspect of) reality. This paper introduces a formal approach to model calibration. Within the frame of this formalism it is shown that the computational complexity of model calibration is NP-complete. The practical implications of these theoretic results are presumably of minor importance for most single models. However, for huge model federations the complexity of parameter calibration could draw a serious line with respect to the validation of the federation and its cost-benefit ratio.

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