A method, system and computer program product for measured value simulation. The method including the steps of: observing measured values of an event to provide observed values, where the step of observing starts at a predetermined observation time; concurrently running a plurality of simulations, where the simulations have behaviors that are characterized by different parameters and start at the predetermined observation time; producing a discrete distribution at a predetermined timing after the predetermined observation time, where the discrete distribution are based on distances between the measured values provided by the predetermined timing and calculation of the simulations; and producing a second plurality of simulations based on the discrete distribution.