cbug2 : Messages : 2460-2489 of 2489

So far as I know, Open CB isn't sold anymore and there are only a handful of
developer's licenses out there for it.  You might be able to work with Oracle
for a solution, but I would expect that you'd need a support contract to talk to
them.

If you can get your hands on OCB, I am also not sure if the OptQuest calls are
included.  We use a copy of it here, but I'd have to dig back into the
documentation to confirm one way or the other on it.

To: cbug2@yahoogroups.com
From: eyunda@...
Date: Fri, 5 Feb 2010 18:05:14 +0000
Subject: [CBUG] OPTQUEST TO RUN LARGE SCALE PROBLEM




























       Where or how to run my model: 8760+3650=9125 decision variables,
8760x2=17520 constraints, using OptQuest to minimize CVaR, req: "Mean of Cost"
less than 120? Does it still exists CB turbo? Open CB? or Can Oracle Crystal
Ball be run on grid computings? ...which one, where how, how much...? My other
chance is GAMS in Condor grid.



















[Non-text portions of this message have been removed]

#2488

From: "Johnson, Eric" <erjohnson@...>
Date: Mon Jan 25, 2010 11:02 pm
Subject: RE: [CBUG] Composition of a group

eric_r_johnson1

Offline

If you want to stay in the Markov framework, you could set up an expanded set of
classes: old A, renew A, old B, renew B, etc, along with not_in_population.  All
"renews" would turn into "olds" next year.  Some olds would turn into renews,
and others might go to not_in_pop; but most of them would stay where they are. 
Some not_in_pops would turn into renews every year.

As you said, you would input year 1, and use the probabilities to calculate
years 2-5.  You don't need to simulate; you can calculate the expected
population using SUMPRODUCT of the previous year's populations and the row of
transition probabilities.  Then tinker with the probabilities to get the
backcast of years 2-5 to match reality.  If you use Excel solver to automate
your tinkering, it gives you the opportunity to specify constraints, so you can
specify that the sum of each row of probabilities is 1.0, and that each
individual probability is nonnegative.

____________________________________________________________________
Eric Johnson
Associate Fellow
713.249.1037
http://www.DecisionStrategies.com
____________________________________________________________________
Decision Strategies, Inc. - Confidence Through Clarity

This email is intended for addressees only.  If you receive a copy in error,
please inform ERJohnson@... and destroy the message and its
attachments.


________________________________
From: cbug2@yahoogroups.com [mailto:cbug2@yahoogroups.com] On Behalf Of Jeff
Allard
Sent: Monday, January 25, 2010 2:43 PM
To: cbug2@yahoogroups.com
Subject: Re: [CBUG] Composition of a group



Hi Eric -

Thanks for the reply. I thought about a Markov model but (and I should have
explained better) the issue is that each year new people come into the
picture (who are in one group or another) while some existing members will
return from one year to the next (some will leave entirley). There is no
real shifting between categories, they are fixed, the issue is just who
renews from one year to the next and who the new people are joining each
year.

I don't know, maybe Markov will still work? How would you constrain the
totals per year to equal 100%?

Also when you say tinker with the probabilities, do you mean set up the
percentages for the first year I have data for and make sure my model
matches year 2-5 of real data?

Thanks!

2010/1/25 Johnson, Eric
<erjohnson@...<mailto:erjohnson%40decisionstrategies.com>>

>
>
> A good way to model this situation is with a state-transition model (aka
> Markov model). In this model, there is a matrix of transition probabilities
> that specify how likely a person in one state is to be in any other given
> state in the next time period. Of course the probabilities in a row all add
> to 1, unless some members are leaving the population entirely. If you have
> historical membership data on individuals, you can easily estimate these
> probabilities by simple enumeration on the historical data: for each member
> in each year, note where it is and where it transitions to, and tally up
> these transitions. Then get the relative proportions of the transitions for
> your transition probabilities. Then you can use these transition
> probabilities to forecast forward.
>
> If you only have aggregate group membership size, but not individual group
> memberships, you can still estimate the probabilities. Set up a model with
> the right membership for the first year, and set up a hypothetical matrix of
> transition probabilities and project out the membership numbers over the
> dataset time period. Then tinker with the probabilities until you can match
> the historical data. (Or calculate the sum of squared errors and use Excel
> solver to to minimize it for you.)
>
> __________________________________________________________
> Eric Johnson
> Associate Fellow
> 713.249.1037
> http://www.DecisionStrategies.com
> __________________________________________________________
> Decision Strategies, Inc. - Confidence Through Clarity
>
> This email is intended for addressees only. If you receive a copy in error,
> please inform
ERJohnson@...<mailto:ERJohnson%40DecisionStrategies.com><ERJo\
hnson%40DecisionStrategies.com>and destroy the message and its attachments.
>
> ________________________________
> From: cbug2@yahoogroups.com<mailto:cbug2%40yahoogroups.com>
<cbug2%40yahoogroups.com> [mailto:
> cbug2@yahoogroups.com<mailto:cbug2%40yahoogroups.com>
<cbug2%40yahoogroups.com>] On Behalf Of jeffrozappa
> Sent: Saturday, January 23, 2010 7:50 PM
> To: cbug2@yahoogroups.com<mailto:cbug2%40yahoogroups.com>
<cbug2%40yahoogroups.com>
> Subject: [CBUG] Composition of a group
>
>
> Hi Guys-
>
> I have data on the percentage of a group that are those of TypeA, B and C
> by year for the past 5+ years. Members of the group join and drop off each
> year. I would like to simulate/forecast the composition of the group in the
> next 5 years, based on how the composition of the group has changed in the
> past (there are trends in some groups declining and others increasing).
>
> Are there any well known / accepted methods for this?
>
> Many thanks!
>
> [Non-text portions of this message have been removed]
>
>
>

[Non-text portions of this message have been removed]





[Non-text portions of this message have been removed]

#2487

From: "eyunda" <eyunda@...>
Date: Fri Feb 5, 2010 6:05 pm
Subject: OPTQUEST TO RUN LARGE SCALE PROBLEM

eyunda

Offline

Where or how to run my model: 8760+3650=9125 decision variables, 8760x2=17520
constraints, using OptQuest to minimize CVaR, req: "Mean of Cost" less than 120?
Does it still exists CB turbo? Open CB? or Can Oracle Crystal Ball be run on
grid computings? ...which one, where how, how much...? My other chance is GAMS
in Condor grid.

#2486

From: "eyunda" <eyunda@...>
Date: Thu Feb 4, 2010 11:18 pm
Subject: Entering thousands of constraints in OptQuest

eyunda

Offline

How to enter thousands of contraints at once in OptQuest? The basic Solver of
Excel accepts: B1=C1, B2=C2, � B8759=C8759, B8760=C8760, indicating the range
B1:B8759=C1:C8759, but OptQuest does not !

#2485

From: mikel rotaeche <mrotaeche@...>
Date: Wed Jan 27, 2010 8:44 am
Subject: Re: [CBUG] Latin hypercube

mrotaeche

Offline

Thanks for your help. Your explanation was crystal clear and I got to understand
what the differences are.

Kind regards,

Mikel




________________________________
From: "Martino, Nick" <nmartino@...>
To: "cbug2@yahoogroups.com" <cbug2@yahoogroups.com>
Sent: Tue, January 26, 2010 4:01:18 PM
Subject: RE: [CBUG] Latin hypercube

 
Hello Mikel,

Monte Carlo and Latin Hypercube are alternative sampling methods. The choice
will determine how Crystal Ball samples from assumption distributions during a
simulation. With Monte Carlo sampling, the selection is entirely random as
defined by the assumptions probability distribution function (PDF). For example,
if an assumption is defined using the normal distribution, on any given trial,
there is roughly a 68% chance the value selected will be within plus or minus 1
standard deviation of the mean, a 95% chance of being within plus and minus 2
standard deviations of the mean, and (conversely) only a 5% chance of being in
the tails of the distribution (beyond plus and minus 2 standard deviations).

With Latin Hypercube, the distribution is sliced up into equal intervals of
probability according to the specified sample size. During a simulation, a batch
of samples is taken across all intervals with each individual sample selected
randomly from the given interval.

The distinction between the two methods was more important when computing power
was such that running a simulation of even 1000 trials was an overnight event.
So, you typical had to keep the number of trials low. The smaller the sample
size, the greater the risk that Monte Carlo sampling would fail to provide a
sample that reproduced the underlying distribution yielding less precision in
the simulation results. Latin Hypercube samples more uniformly yielding greater
precision, but the tradeoff is it took more computing power, which further
slowed down the simulation. With today's computers (and especially with extreme
speed in CB), this is no longer a concern. Also, when running a simulation, we
are more concerned with reproducing the assumption distribution than we are with
randomness. Thus, I advocate using Latin Hypercube as the default choice.

Hope this helps.

Kind Regards,
Nick Martino

____________ _________ _________ __
From: cbug2@yahoogroups. com [mailto:cbug2@yahoogroups. com] On Behalf Of mikel
rotaeche
Sent: Tuesday, January 26, 2010 3:49 AM
To: cbug2@yahoogroups. com
Subject: [CBUG] Latin hypercube

Hi,

I would appreciate if someone could explain what difference it makes to use
latin hypercube rather than Montecarlo in the CB options. My statistical
knowledge is pretty basic.

Thank you in advance for your help.

Mikel

[Non-text portions of this message have been removed]







[Non-text portions of this message have been removed]

#2484

From: "Martino, Nick" <nmartino@...>
Date: Tue Jan 26, 2010 3:01 pm
Subject: RE: [CBUG] Latin hypercube

nvmartino

Offline

Hello Mikel,

Monte Carlo and Latin Hypercube are alternative sampling methods.  The choice
will determine how Crystal Ball samples from assumption distributions during a
simulation.  With Monte Carlo sampling, the selection is entirely random as
defined by the assumptions probability distribution function (PDF).  For
example, if an assumption is defined using the normal distribution, on any given
trial, there is roughly a 68% chance the value selected will be within plus or
minus 1 standard deviation of the mean, a 95% chance of being within plus and
minus 2 standard deviations of the mean, and (conversely) only a 5% chance of
being in the tails of the distribution (beyond plus and minus 2 standard
deviations).

With Latin Hypercube, the distribution is sliced up into equal intervals of
probability according to the specified sample size.  During a simulation, a
batch of samples is taken across all intervals with each individual sample
selected randomly from the given interval.

The distinction between the two methods was more important when computing power
was such that running a simulation of even 1000 trials was an overnight event. 
So, you typical had to keep the number of trials low.  The smaller the sample
size, the greater the risk that Monte Carlo sampling would fail to provide a
sample that reproduced the underlying distribution yielding less precision in
the simulation results.  Latin Hypercube samples more uniformly yielding greater
precision, but the tradeoff is it took more computing power, which further
slowed down the simulation.  With today's computers (and especially with extreme
speed in CB), this is no longer a concern.  Also, when running a simulation, we
are more concerned with reproducing the assumption distribution than we are with
randomness.  Thus, I advocate using Latin Hypercube as the default choice.

Hope this helps.

Kind Regards,
Nick Martino

________________________________
From: cbug2@yahoogroups.com [mailto:cbug2@yahoogroups.com] On Behalf Of mikel
rotaeche
Sent: Tuesday, January 26, 2010 3:49 AM
To: cbug2@yahoogroups.com
Subject: [CBUG] Latin hypercube



Hi,

I would appreciate if someone could explain what difference it makes to use
latin hypercube rather than Montecarlo in the CB options. My statistical
knowledge is pretty basic.

Thank you in advance for your help.

Mikel



[Non-text portions of this message have been removed]

#2483

From: mikel rotaeche <mrotaeche@...>
Date: Tue Jan 26, 2010 10:49 am
Subject: Latin hypercube

mrotaeche

Offline

Hi,

I would appreciate if someone could explain what difference it makes to use
latin hypercube rather than Montecarlo in the CB options. My statistical
knowledge is pretty basic.

Thank you in advance for your help.

Mikel

#2482

From: Jeff Allard <jeffrey.m.allard@...>
Date: Mon Jan 25, 2010 8:43 pm
Subject: Re: [CBUG] Composition of a group

jeffrozappa

Offline

Hi Eric -

Thanks for the reply. I thought about a Markov model but (and I should have
explained better) the issue is that each year new people come into the
picture (who are in one group or another) while some existing members will
return from one year to the next (some will leave entirley). There is no
real shifting between categories, they are fixed, the issue is just who
renews from one year to the next and who the new people are joining each
year.

I don't know, maybe Markov will still work? How would you constrain the
totals per year to equal 100%?

Also when you say tinker with the probabilities, do you mean set up the
percentages for the first year I have data for and make sure my model
matches year 2-5 of real data?



Thanks!


2010/1/25 Johnson, Eric <erjohnson@...>

>
>
> A good way to model this situation is with a state-transition model (aka
> Markov model). In this model, there is a matrix of transition probabilities
> that specify how likely a person in one state is to be in any other given
> state in the next time period. Of course the probabilities in a row all add
> to 1, unless some members are leaving the population entirely. If you have
> historical membership data on individuals, you can easily estimate these
> probabilities by simple enumeration on the historical data: for each member
> in each year, note where it is and where it transitions to, and tally up
> these transitions. Then get the relative proportions of the transitions for
> your transition probabilities. Then you can use these transition
> probabilities to forecast forward.
>
> If you only have aggregate group membership size, but not individual group
> memberships, you can still estimate the probabilities. Set up a model with
> the right membership for the first year, and set up a hypothetical matrix of
> transition probabilities and project out the membership numbers over the
> dataset time period. Then tinker with the probabilities until you can match
> the historical data. (Or calculate the sum of squared errors and use Excel
> solver to to minimize it for you.)
>
> __________________________________________________________
> Eric Johnson
> Associate Fellow
> 713.249.1037
> http://www.DecisionStrategies.com
> __________________________________________________________
> Decision Strategies, Inc. - Confidence Through Clarity
>
> This email is intended for addressees only. If you receive a copy in error,
> please inform
ERJohnson@...<ERJohnson%40DecisionStrategies.com>and destroy
the message and its attachments.
>
> ________________________________
> From: cbug2@yahoogroups.com <cbug2%40yahoogroups.com> [mailto:
> cbug2@yahoogroups.com <cbug2%40yahoogroups.com>] On Behalf Of jeffrozappa
> Sent: Saturday, January 23, 2010 7:50 PM
> To: cbug2@yahoogroups.com <cbug2%40yahoogroups.com>
> Subject: [CBUG] Composition of a group
>
>
> Hi Guys-
>
> I have data on the percentage of a group that are those of TypeA, B and C
> by year for the past 5+ years. Members of the group join and drop off each
> year. I would like to simulate/forecast the composition of the group in the
> next 5 years, based on how the composition of the group has changed in the
> past (there are trends in some groups declining and others increasing).
>
> Are there any well known / accepted methods for this?
>
> Many thanks!
>
> [Non-text portions of this message have been removed]
>
>
>


[Non-text portions of this message have been removed]

#2481

From: "Johnson, Eric" <erjohnson@...>
Date: Mon Jan 25, 2010 1:28 pm
Subject: RE: [CBUG] Composition of a group

eric_r_johnson1

Offline

A good way to model this situation is with a state-transition model (aka Markov
model).  In this model, there is a matrix of transition probabilities that
specify how likely a person in one state is to be in any other given state in
the next time period.  Of course the probabilities in a row all add to 1, unless
some members are leaving the population entirely.  If you have historical
membership data on individuals, you can easily estimate these probabilities by
simple enumeration on the historical data:  for each member in each year, note
where it is and where it transitions to, and tally up these transitions.  Then
get the relative proportions of the transitions for your transition
probabilities.   Then you can use these transition probabilities to forecast
forward.

If you only have aggregate group membership size, but not individual group
memberships, you can still estimate the probabilities.  Set up a model with the
right membership for the first year, and set up a hypothetical matrix of
transition probabilities and project out the membership numbers over the dataset
time period.  Then tinker with the probabilities until you can match the
historical data.  (Or calculate the sum of squared errors and use Excel solver
to to minimize it for you.)

____________________________________________________________________
Eric Johnson
Associate Fellow
713.249.1037
http://www.DecisionStrategies.com
____________________________________________________________________
Decision Strategies, Inc. - Confidence Through Clarity

This email is intended for addressees only.  If you receive a copy in error,
please inform ERJohnson@... and destroy the message and its
attachments.


________________________________
From: cbug2@yahoogroups.com [mailto:cbug2@yahoogroups.com] On Behalf Of
jeffrozappa
Sent: Saturday, January 23, 2010 7:50 PM
To: cbug2@yahoogroups.com
Subject: [CBUG] Composition of a group



Hi Guys-

I have data on the percentage of a group that are those of TypeA, B and C by
year for the past 5+ years. Members of the group join and drop off each year. I
would like to simulate/forecast the composition of the group in the next 5
years, based on how the composition of the group has changed in the past (there
are trends in some groups declining and others increasing).

Are there any well known / accepted methods for this?

Many thanks!





[Non-text portions of this message have been removed]

#2480

From: "jeffrozappa" <jeffrey.m.allard@...>
Date: Sun Jan 24, 2010 1:50 am
Subject: Composition of a group

jeffrozappa

Offline

Hi Guys-

I have data on the percentage of a group that are those of TypeA, B and C by
year for the past 5+ years. Members of the group join and drop off each year. I
would like to simulate/forecast the composition of the group in the next 5
years, based on how the composition of the group has changed in the past (there
are trends in some groups declining and others increasing).

Are there any well known / accepted methods for this?

Many thanks!

#2479

From: anitha mathew <anitha_panackal@...>
Date: Thu Jan 21, 2010 12:57 pm
Subject: Re: [CBUG] Re: CB Bug?

anitha_panackal

Offline

Thanks a lot for your response..
As you thought even i checked my memory consumption, but memory of the processor
is not even utilised fully even if all these files are running
simulataneouly.But cpu usage is always 100% and near to it.yes we are using
normal speed..Based on assumptions we are simulating the run.
As you think even i have a thought like this..We are planning to change it from
excel to some other software.
Thanks
Anitha

________________________________
From: wjhaskett <no_reply@yahoogroups.com>
To: cbug2@yahoogroups.com
Sent: Wed, 20 January, 2010 2:08:47 AM
Subject: [CBUG] Re: CB Bug?

That sounds very big and it would likely put a big draw on your memory. I assume
that it can't run in extreme speed?. Another thing to check for is what you are
tracking. Are you tracking all your assumption info as well? To me, I think you
may be stretching the capabilities of Excel.

--- In cbug2@yahoogroups. com, anitha_panackal <no_reply@.. .> wrote:
>
> Hi all,
> Im new to this group and started wrking on crystalball currently..
> Im using Crystalball 11.1.1 in excel2007 with vba codes for froecasting ,
based on some historicdata. My input sheet might have more than millions of
records.so what im doing is splitting up the files about 16 files and run it
parallely on one server( like wise im running in more than 2 dedicated servers
each with 16 files).My CB is giving me the desired output.The run will continue
for 1 month.We are using Montecarlo simualtion with 500 trials for each
record.But as the run keeps on going my no: of records which is getting compiled
is reducing ie, speed deterioration is happening in the server run..When i
checked the code im able to understand that where ever cb references are calling
that part is causing the speed degradation. ..
> Did anyone faced any prblm like this...
> Thanks in advance....
> Anitha
>

       The INTERNET now has a personality. YOURS! See your Yahoo! Homepage.
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[Non-text portions of this message have been removed]

#2478

From: wjhaskett
Date: Tue Jan 19, 2010 8:38 pm
Subject: Re: CB Bug?

wjhaskett

Offline

That sounds very big and it would likely put a big draw on your memory. I assume
that it can't run in extreme speed?. Another thing to check for is what you are
tracking. Are you tracking all your assumption info as well? To me, I think you
may be stretching the capabilities of Excel.

--- In cbug2@yahoogroups.com, anitha_panackal <no_reply@...> wrote:
>
> Hi all,
> Im new to this group and started wrking on crystalball currently..
> Im using Crystalball 11.1.1 in excel2007 with vba codes for froecasting ,
based on some historicdata.My input sheet might have more than millions of
records.so what im doing is splitting up the files about 16 files and run it
parallely on one server( like wise im running in more than 2 dedicated servers
each with 16 files).My CB is giving me the desired output.The run will continue
for 1 month.We are using Montecarlo simualtion with 500 trials for each
record.But as the run keeps on going my no: of records which is getting compiled
is reducing ie, speed deterioration is happening in the server run..When i
checked the code im able to understand that where ever cb references are calling
that part is causing the speed degradation...
> Did anyone faced any prblm like this...
> Thanks in advance....
> Anitha
>

#2477

From: anitha_panackal
Date: Fri Jan 15, 2010 7:58 am
Subject: CB Bug?

anitha_panackal

Offline

Hi all,
Im new to this group and started wrking on crystalball currently..
Im using Crystalball 11.1.1 in excel2007 with vba codes for froecasting , based
on some historicdata.My input sheet might have more than millions of records.so
what im doing is splitting up the files about 16 files and run it parallely on
one server( like wise im running in more than 2 dedicated servers each with 16
files).My CB is giving me the desired output.The run will continue for 1
month.We are using Montecarlo simualtion with 500 trials for each record.But as
the run keeps on going my no: of records which is getting compiled is reducing
ie, speed deterioration is happening in the server run..When i checked the code
im able to understand that where ever cb references are calling that part is
causing the speed degradation...
Did anyone faced any prblm like this...
Thanks in advance....
Anitha

#2476

From: "anitha_panackal" <anitha_panackal@...>
Date: Fri Jan 15, 2010 8:07 am
Subject: CB bug??

anitha_panackal

Offline

Hi
with reference to the previous mail i wanted to addup some more further details.
when im reopening the excel file by stopping the run, the speed is again
improving.Not able to find out where is the problem. I tried starting and
opening Cb in between using cb.shutdown and cb.startup in assumption that log
files are the issue .but it also didnt help my speed improvement.
Thanks
Anitha

#2475

From: anitha_panackal
Date: Thu Jan 14, 2010 10:22 am
Subject: Re: CB Bug? Possible Conflict?

anitha_panackal

Offline

Hi,

Even we face a similar prblm like this ???But when we reopening the excel file
again and start the run the speed is again improving..
Did u find any solution for the problem.
Please help with your solution ..
thanks
Anitha

--- In cbug2@yahoogroups.com, "anderson1957" <SRAnderson@...> wrote:
>
> A couple of weeks ago my CB suddenly started taking consider time to
> run the first simulation once I open a model.  This is true for a
> simple one assumption/one forecast model and on through some very
> complicated models I have.  Has anyone else experienced the problem I
> have had or maybe even have a possible solution?
>
> I'm running CB 7.3.1 with Excel 2007 and XP operating system.  I have
> have a Thinkpad T61 fully loaded so it isn't a matter of horsepower.
> I've been through the CB help desk and tried the complete reinstall
> of CB and Net Framework as prescribed by them with no avail.  I've
> even tried reinstalling Microsoft Office.  I've compared switches
> with a coworker and don't see any obvious issues there.  I am running
> in Normal Speed (most of my models won't run in Extreme Speed).  The
> help desk has advised that they consider my problem unique to my
> machine and will not be helping me any further.
>
> When I start a model, it bogs down in "preparing to run".  For
> example, one model we have been currently working with takes about 12
> minutes to run the first time.  Subsequent simulations take about 2
> minutes each as long as I have the model open.  For subsequent runs I
> can run models on my machine faster than anyone here at our office,
> but the wait for the first run is a major nuisance.  Once I close the
> model and start again I'm back to 12 minutes for the first
> simulation.  Other machines here at the office do not experience the
> first simulation delay that I'm seeing.
>
> It takes several minutes just to run the first time for a simple one
> assumption/one forecast model I built as a test.
>
> I've pretty much run out of ideas on my end so I'm looking to the
> group to see if anyone else has had simular difficulties.  Any
> thoughts or ideas would be apprecaited at this point.
>

Reply | Messages in this Topic (5)

#2474

From: r40135@...
Date: Thu Jan 7, 2010 2:26 pm
Subject: Re: [CBUG] Launch Crystal Ball in Excel 2007

r40135

Online Now

Hello,
 
I need some help to launch crystall ball in Excel 2007.
 
After another software installation on my computer, the Crystal ball Crystal
Ball 11.1.1 does not launch in Excel 2007 at all.
 
I’ve tried uninstall the software and reinstall Crystal Ball and Microsoft.net
Framework 2.0 several times.  
 
The Add-ins from Excel options shows the crystal ball is unloaded. 
Location:  C:\program files\oracle\crystal ball\secureCBAddin.dll”
 “Load behavior: unloaded”
 
Even I select Crystal Ball to add it, it is still not loaded.
 
Can someone help me here what could go wrong?
 
Thanks,
George


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Reply | Messages in this Topic (6)

#2468

From: "blankind" <djb@...>
Date: Tue Jan 5, 2010 2:57 pm
Subject: Re: Crystal Ball Fusion and Windows 7--Compatibility

blankind

Offline

Dear Gregg,

Windows 7 is not yet supported in the Crystal Ball 11.1.1.3.00 release, but we
are currently working on a release that will be compatible with Windows 7. 
Which version of Excel are you using on this Windows 7 machine, for an
additional problem could be if you are trying to run Crystal Ball with the
64-bit version of Microsoft Excel 2010.  64-bit Excel is not currently supported
and there are known issues with getting our 32-bit add-in to run in 64-bit Excel
and support for that configuration is also not planned until a future release. 
Having said this, if you are running with a 32-bit version of Excel on 64-bit
Windows 7, it is possible that the error that you are seeing is related to a
installer issue and you should check your %temp%\cbmsiinstall.txt installer log
file for an indication of any problems that occurred at installation time.  If
you need more assistance, please feel free to contact Oracle Technical Support
for Crystal Ball at http://www.oracle.com/crystalball.

Sincerely,

David Blankinship
Manager, Quality Assurance
Crystal Ball Application
Oracle

--- In cbug2@yahoogroups.com, "Gregg" <grp8@...> wrote:
>
> I installed CB Fusion 11.1.13 on a Windows 7 64 bit machine. Seems to be
installed fine, but when I run Predictor I get an "unregistered Library error
message". Any th0ughts?
>

#2467

From: "Gregg" <grp8@...>
Date: Mon Jan 4, 2010 1:48 pm
Subject: Crystal Ball Fusion and Widnows 7--Compatibility

greggpavitt

Offline

I installed CB Fusion 11.1.13 on a Windows 7 64 bit machine. Seems to be
installed fine, but when I run Predictor I get an "unregistered Library error
message". Any th0ughts?

#2466

From: Samik Raychaudhuri <samikr@...>
Date: Sat Jan 2, 2010 5:06 pm
Subject: Re: [CBUG] Simple example using Decision Variables assumptions and forecast

samrcin

Offline

Hello Barry,
If you are using one of the most recent version of CB (11.x series),
take a look at the chapter titled "Setting up and optimizing a model" in
the OptQuest User's Guide. You will find the guide by navigating to
Microsoft Excel -> Help -> Crystal Ball -> Crystal Ball Documentation ->
Decision Optimizer OptQuest User's Guide. In the older version, you will
find an installed PDF.
The chapter takes you through a small toy model involving assumptions,
forecast and decision variables.
Thanks.
-Samik

On 12/29/2009 4:21 PM, Barry wrote:
>
> Do any of you have a small toy problem that shows one may use the
> decision variable with the assumptions and forecasts in simulation?
>
> Barry
>
>

#2465

From: "Barry" <BCEZELL@...>
Date: Tue Dec 29, 2009 11:21 pm
Subject: Simple example using Decision Variables assumptions and forecast

barryezell

Offline

Do any of you have a small toy problem that shows one may use the decision
variable with the assumptions and forecasts in simulation?

Barry

#2464

From: "jameldj" <jameldj@...>
Date: Mon Dec 14, 2009 1:27 pm
Subject: CB Loading Error.

jameldj

Offline

I had to go through a total restore following a crash of my system.
Now, trying to run CB 7.3.1, it opens Excel, seems to start then a message
appears: Error loading Crystal Ball: INVALID HOST.

Help will be greatly appreciated.

Thanks,
Jamel

#2463

From: "eyunda" <eyunda@...>
Date: Thu Dec 10, 2009 9:55 pm
Subject: Re: [CBUG] Conditional Value at Risk as criteria for Optimal Allocation

eyunda

Offline

Well, I find a way of how to determine efficient frontier of optimal portfolios
minimizing "Conditional Value at Risk", with a little of help of my friends.  If
anybody is interested ask me how.  Bye


--- In cbug2@yahoogroups.com, "Huybert Groenendaal" <huybert@...> wrote:
>
> Hi Edgar,
>
>
>
> Thank you for your email and updates.
>
>
>
> In the previous email I outlined the general way (conceptually) how to go
> about building a model for a CVar efficient portfolio.
>
> To do this within CB without using VBA is however not very easy and I
> currently don't see how to do this.
>
> Therefore, I hope that maybe others on the list have ideas/suggestions.
>
>
>
> Best wishes,
>
> Huybert
>
>
>
> From: cbug2@yahoogroups.com [mailto:cbug2@yahoogroups.com] On Behalf Of
> eyunda
> Sent: Tuesday, November 03, 2009 10:09 PM
> To: cbug2@yahoogroups.com
> Subject: Re: [CBUG] Conditional Value at Risk as criteria for Optimal
> Allocation
>
>
>
>
>
> Huybert:
>
> I read your instructions and tried them but how to say to OptQuest that,
> what I want is a CVaR efficient portfolio...
>
> About your instructions:
>
> 1.- For your First Method: I applied:
>
> Define Forecast > Forecast Window > Fit a probability distribution to the
> forecast>
>
> But, how to calculate the "integral" of the forecast distribution?
> how to determine the left side of the percentile of interest? (it would
> require other simulation... how to obtain it "on the fly")
> and then, how I can say to OptQuest: I want the CVaR efficient portfolio
> defining the respective requirement to the objective function.
>
> 2. Your Second Method: "Extract all the values of the forecast distribution
> and take the average of all the values on the left size of the percentile of
> interest."
>
> Are you suggesting to extract the values of the forecast distribution, for
> example applying:
>
> =CB.GetForeDataFN(U8;1)
>
> many times (10000 times for 10000 trials)?.
>
> How to do it automatically in Excel? Do you suggest "loops"? This means to
> write Visual Basic code.. (really I would prefer only a Crystal Ball
> solution.. I have not programmed VB yet.. though I learned C, Fortran and
> Quick Basic in the University, you know).
>
> Finally I would really appreciate if you could prepare an easy example (a
> portfolio of assets) where Optquest delivers optimal portfolios and build a
> CVaR efficient frontier.
>
> On the other hand, let me insist that I would like a CB solution since I
> have already obtained CVaR efficient frontiers using other software.
> Consider that I have rebuilded the same results for the CVaR.XLS example of
> Zenios' book "Practical Financial Optimization" using GAMS, and also using
> "What'sBest 10.0", and even applying Uryasev's "Portfolio Safeguard" student
> version. But, I believe that Crystal Ball on the spreadsheet really is very
> useful and a practical tool, that it is worth to spend a little more of time
> to achieve these results, as many other people would appreciate this in due
> course.
>
> Yours faithfully,
>
> Edgar
>
> --- In cbug2@yahoogroups.com <mailto:cbug2%40yahoogroups.com> , "Huybert
> Groenendaal" <huybert@> wrote:
> >
> > Hi Edgar,
> >
> >
> >
> > Your question is an interesting and somewhat difficult one.
> >
> >
> >
> > For others on this list, CVaR, also known as `expected shortfall',
> basically
> > is mean of all the returns of the portfolio within a certain timeframe and
> > below (or above) a certain percentile. For example, the 1 year 1%-CVaR are
> > the expected losses of a portfolio in a year period if the portfolio
> returns
> > are below the 1% of the return distribution.
> >
> >
> >
> > In order to determine a portfolio in which you can use the CVaR to
> determine
> > an efficient frontier with Crystal Ball, you would have to determine the
> > CVaR of the portfolio each time OptQuest will come up with an alternative
> > (and potentially better) asset allocation of your "n" stocks. The
> difficult
> > part is to determine the CVaR "on the fly" for each new asset allocation.
> > There are a number of ways of doing this, including:
> >
> > 1. Fit a flexible distribution, ideally one that has a long tail, to
> > the forecast distribution of your return and calculate the integral of the
> > forecast distribution on the left side of the percentile of interest (in
> the
> > above example, below the 1%-ile;
> >
> > 2. Extract all the values of the forecast distribution and take the
> > average of all the values on the left size of the percentile of interest.
> >
> > I'd expect with the use of VBA the second approach can be implemented in
> CB
> > but I'd be interested to see if other members have alternative and maybe
> > more efficient approaches. In any of the approaches, it will be important
> to
> > run a lot of iterations since you are interested in the tails of the
> > forecast distribution.
> >
> >
> >
> > Best wishes,
> >
> > Huybert
> >
> >
> >
> > From: cbug2@yahoogroups.com <mailto:cbug2%40yahoogroups.com>
> [mailto:cbug2@yahoogroups.com <mailto:cbug2%40yahoogroups.com> ] On Behalf
> Of
> > eyunda
> > Sent: Monday, October 12, 2009 6:43 PM
> > To: cbug2@yahoogroups.com <mailto:cbug2%40yahoogroups.com>
> > Subject: [CBUG] Conditional Value at Risk as criteria for Optimal
> Allocation
> >
> >
> >
> >
> >
> > Please could you advise a Crystal Ball procedure for the following
> problem:
> >
> > Suppose that a portfolio contains "n" common stocks, and we are interested
> > in recommend the optimal investment.
> >
> > But taking into account that this problem has to be solved now at least,
> > with a coherent risk measure such as Conditional Value at Risk "CVaR" (it
> > would be even better to apply more measures or risk functionals such as
> > polyhedral risk measures as Eichhorn and R�misch of Humbolt Uni did)
> >
> > Then, what would be the Crystal Ball procedures to determine optimal
> > portfolios (efficient frontier) by minimizing CVaR for a fixed return or
> by
> > maximizing return for a given CVaR?
> >
> > Comments:
> >
> > Markowitz found optimal portfolios that could be located on an efficient
> > frontier determined by minimizing variance when the return is fixed, or by
> > maximizing return when the variance is given.
> >
> > Some year later, Value at Risk (VaR) appeared as Basilea requirement.
> >
> > However, neither mean-variance nor VaR are appropiate. In fact, Artzner
> and
> > then R�misch and Pflug, indicated that mean-variance and VaR are not
> > coherent risk measures, since diversification is not assured with them,
> even
> > more when you have return distributions with fat tails.
> >
> > (I am preparing my Master Thesis about "Stochastic Optimization of
> > Electricity Purchasing Contracts for Distribution Companies" in the
> National
> > Polytechnic School of Quito, Ecuador, South America, with the help of the
> > Math Department, and we are insisting that CB has to be useful to easily
> > solve this problem inside Excel. But anyway, we are also working in GAMS
> > (more difficult and programming codes) with CPLEX for MIP using scenario
> > trees reduction to manage incertainty and we have certainly obtained the
> > solution for this problem after some months of hard work)
> >
> > I would really appreciate your comments or even if you could prepare an
> > example of efficient frontier for optimal portfolios determined with CVaR,
> > in order to keep fighting until solving this problem, and then if we had a
> > worked and clear example, we could share it to other interested in this
> > subject.
> >
> > I am writing from my locally learned English, so please if you need more
> > explanations, please do not hesitate in writing me. Anyway, eternally
> > grateful.
> >
> > Yours faithfully,
> >
> > Edgar Yunda
> > eyunda@ <mailto:eyunda%40yahoo.es>
> >
> >
> >
> >
> >
> > [Non-text portions of this message have been removed]
> >
>
>
>
>
>
> [Non-text portions of this message have been removed]
>

Reply | Messages in this Topic (7)

#2462

From: "Anderson, Steven" <SRAnderson@...>
Date: Mon Nov 30, 2009 4:12 pm
Subject: RE: [CBUG] Fw: Using Crystal Ball in Decline Curve Analysis for estimating Oil and Gas reserves

anderson1957

Offline

Wilfred . . . There are a couple ways to address your problem.  I assume you
really want to capture your forecasts in a way to represent a P10 reserves case,
P50 reserves case and a P90 reserves case (I call this a horizontal slicing)
rather than actually sampling the ranges for individual months (I call this
vertical slicing).  If you "vertically" slice the data you will end up with
reserves less than your P1 on one end and greater than P99 on the other end when
you add up your months.  Vertically slicing the data is good to understand the
potential range within a particular month, but not for representing a full life
of production.

For horizontal slicing, you can create a forecast for each month.  Your forecast
should be set up such that each month's production is dependent upon the prior
month forecast.  Build a table of your results and sort the data based on
reserves.  You will probably want to average a range of rows rather than use an
individual row of results as this will tend to filter out noise that you might
experience in using an individual row.  Pick your rows based on your P10, P50
and P90 reserve values.  While there may be some over simplification here for
the pure statistician, I think this will give you a valid representation of what
you are trying to present.  The variation for each month will be much smaller
using this horizontal approach rather than using a vertical approach.

I hope this makes sense.

Regards,
Steve Anderson
Senior Consultant
Decision Strategies
Westbridge One
10260 Westheimer, Suite 250
Houston, Texas 77042
281.857.6410 Office & Mobile | 281.857.6531 Fax
http://www.decisionstrategies.com

Decision Strategies - Confidence Through Clarity
________________________________
From: cbug2@yahoogroups.com [cbug2@yahoogroups.com] On Behalf Of Wilfred Harper
[wdrskh@...]
Sent: Monday, November 30, 2009 3:12 AM
To: cbug2@yahoogroups.com
Subject: [CBUG] Fw: Using Crystal Ball in Decline Curve Analysis for estimating
Oil and Gas reserves



I am resending my earlier mail since I did not receive an acknowledgement.
Please advise

Regards
wdrskh
--- On Thu, 11/12/09, Wilfred Harper
<wdrskh@...<mailto:wdrskh%40yahoo.com>> wrote:

From: Wilfred Harper <wdrskh@...<mailto:wdrskh%40yahoo.com>>
Subject: Using Crystal Ball in Decline Curve Analysis for estimating Oil and Gas
reserves
To: cbug2@yahoogroups.com<mailto:cbug2%40yahoogroups.com>
Date: Thursday, November 12, 2009, 2:11 AM

I am using Crystal Ball 2000 standard edition v 5.2 to do decline curve
analysis. This requires applying a decline factor by month to an initial
production rate over the life time of a well which can be 20 to 25 years. I need
to develop the trend by months over the lifetime of the well and export the P10,
P50 and P90 data (by months) for charting in Excel. How can this be done easily?
I have attached a simple spreadsheet as an example.

Hope to get a solution.
Regards
wdrskh

[Non-text portions of this message have been removed]





[Non-text portions of this message have been removed]

#2461

From: Wilfred Harper <wdrskh@...>
Date: Mon Nov 30, 2009 9:12 am
Subject: Fw: Using Crystal Ball in Decline Curve Analysis for estimating Oil and Gas reserves

wdrskh

Offline

I am resending my earlier mail since I did not receive an acknowledgement.
Please advise
�
Regards
wdrskh
--- On Thu, 11/12/09, Wilfred Harper <wdrskh@...> wrote:

From: Wilfred Harper <wdrskh@...>
Subject: Using Crystal Ball in Decline Curve Analysis for estimating Oil and Gas
reserves
To: cbug2@yahoogroups.com
Date: Thursday, November 12, 2009, 2:11 AM

I am using Crystal Ball 2000 standard edition v 5.2 to do decline curve
analysis. This requires applying a decline factor by month to an initial
production rate over the life time of a well which can be 20 to 25 years. I need
to develop the trend by months over the lifetime of the well and export the P10,
P50 and P90 data (by months) for charting in Excel. How can this be done
easily?�I have attached a simple spreadsheet as an example.
�
Hope to get a solution.
Regards
wdrskh

[Non-text portions of this message have been removed]

#2460

From: "JEFF" <rocdoc76051@...>
Date: Wed Nov 25, 2009 2:24 pm
Subject: obnoxous notice screen when saving file

rocdoc76051

Offline

Hi - I am building some low-end models that contain formulae that I want to
protect and keep hidden.  the models are run with VBA that unprotects the
sheets, runs CB, extracts the results and then reprotects the sheets.

With CB7/11 I get an obnoxious notice when I attempt to save the file, telling
me to consider unprotecting the sheets before saving.  When I click OK it seems
to save fine.

Is there any way to suppress this notice screen?  This did not happen with older
versions of CB

thanks-
Jeff in Tennessee (hi, Pat and Bill)