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Prototyping is a means of exploring ideas before you invest in them. All experienced craftspeople and engineers create prototypes of their work before they build anything: Architects create models out of paper or cardboard, or with virtual reality tools. Aeronautic engineers use wind tunnels. Bridge builders create stress models. Software and Web designers create mock-ups of how user will interact with their designs.
The best reason to prototype is to save time and resources. The value of the prototype is that it is a facade - like a Hollywood set, where only the front of the building is constructed. Relative to the real product, prototypes are easy and inexpensive to create. So, for a minimal investment, you can find usability and design problems and adjust you User Interface before you invest heavily in the final design and technologies.
(excerpt from The Art of UI Prototyping by Scott Berkun)
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