 1  Outline  Model 05-01  problem statement  detailed ARENA model  model technique  Output Analysis.

Slides:



Advertisements
Similar presentations
T.C ATILIM UNIVERSITY MODES ADVANCED SYSTEM SIMULATION MODES 650
Advertisements

Week11 Parameter, Statistic and Random Samples A parameter is a number that describes the population. It is a fixed number, but in practice we do not know.
Outline input analysis input analyzer of ARENA parameter estimation
Statistics review of basic probability and statistics.
 1  Outline  terminating and non-terminating systems  theories for output analysis  Strong Law of Large Numbers  Central Limit Theorem  Regenerative.
 1  Outline  terminating and non-terminating systems  analysis of terminating systems  generation of random numbers  simulation by Excel  a terminating.
Output analyses for single system
1 Statistical Inference H Plan: –Discuss statistical methods in simulations –Define concepts and terminology –Traditional approaches: u Hypothesis testing.
Output Data Analysis. How to analyze simulation data? simulation –computer based statistical sampling experiment –estimates are just particular realizations.
Simulation Where real stuff starts. ToC 1.What, transience, stationarity 2.How, discrete event, recurrence 3.Accuracy of output 4.Monte Carlo 5.Random.
Building and Running a FTIM n 1. Define the system of interest. Identify the DVs, IRVs, DRVs, and Objective. n 2. Develop an objective function of these.
Simulation Modeling and Analysis Session 12 Comparing Alternative System Designs.
Simulation.
Lecture 9 Output Analysis for a Single Model. 2  Output analysis is the examination of data generated by a simulation.  Its purpose is to predict the.
Variance Reduction Techniques
1 Doing Statistics for Business Doing Statistics for Business Data, Inference, and Decision Making Marilyn K. Pelosi Theresa M. Sandifer Chapter 7 Sampling.
1 Simulation Modeling and Analysis Output Analysis.
BCOR 1020 Business Statistics
Ka-fu Wong © 2004 ECON1003: Analysis of Economic Data Lesson6-1 Lesson 6: Sampling Methods and the Central Limit Theorem.
Monté Carlo Simulation MGS 3100 – Chapter 9. Simulation Defined A computer-based model used to run experiments on a real system.  Typically done on a.
1 Terminating Statistical Analysis By Dr. Jason Merrick.
1 Automotive Maintenance and Repair Shop Expansion Presentation by Steve Roberson For CST 5306 Modeling and Simulation.
Analysis of Simulation Results Andy Wang CIS Computer Systems Performance Analysis.
Simulation Output Analysis
Chapter 6 Statistical Analysis of Output from Terminating Simulations.
 1  Outline  input analysis  goodness of fit  randomness  independence of factors  homogeneity of data  Model
Sampling distributions, Point Estimation Week 3: Lectures 3 Sampling Distributions Central limit theorem-sample mean Point estimators-bias,efficiency Random.
 1  Outline  stages and topics in simulation  generation of random variates.
Steady-State Statistical Analysis By Dr. Jason Merrick.
Verification & Validation
1 1 Slide © 2008 Thomson South-Western. All Rights Reserved Slides by JOHN LOUCKS St. Edward’s University.
Chapter 4 – Modeling Basic Operations and Inputs  Structural modeling: what we’ve done so far ◦ Logical aspects – entities, resources, paths, etc. 
MS 305 Recitation 11 Output Analysis I
Simulation with ArenaChapter 5 – Detailed Modeling and Terminating Statistical AnalysisSlide 1 of 88 Chapter 6 Statistical Analysis of Output From Terminating.
Verification and Validation
Modeling Detailed Operations, Part I
Slide 1 of 68 Modeling Detailed Operations. Slide 2 of 68 What We’ll Do... Explore lower-level modeling constructs Model 5-1: Automotive maintenance/repair.
1 Statistical Distribution Fitting Dr. Jason Merrick.
Analysis of Simulation Results Chapter 25. Overview  Analysis of Simulation Results  Model Verification Techniques  Model Validation Techniques  Transient.
Structure of a Waiting Line System Queuing theory is the study of waiting lines Four characteristics of a queuing system: –The manner in which customers.
IE 429, Parisay, January 2010 What you need to know from Probability and Statistics: Experiment outcome: constant, random variable Random variable: discrete,
Convergence in Distribution
ETM 607 – Input Modeling General Idea of Input Modeling Data Collection Identifying Distributions Parameter estimation Goodness of Fit tests Selecting.
Week11 Parameter, Statistic and Random Samples A parameter is a number that describes the population. It is a fixed number, but in practice we do not know.
Chapter 5 Modeling Detailed Operations. MIS 463-Asli Sencer An Automative Maintenance and Repair Shop Current location is in downtown. Additional three-bay.
1 Terminating Statistical Analysis By Dr. Jason Merrick.
Chapter 10 Verification and Validation of Simulation Models
Simulation & Confidence Intervals COMP5416 Advanced Network Technologies.
Reid & Sanders, Operations Management © Wiley 2002 Simulation Analysis D SUPPLEMENT.
Network Simulation Motivation: r learn fundamentals of evaluating network performance via simulation Overview: r fundamentals of discrete event simulation.
1 OUTPUT ANALYSIS FOR SIMULATIONS. 2 Introduction Analysis of One System Terminating vs. Steady-State Simulations Analysis of Terminating Simulations.
"Classical" Inference. Two simple inference scenarios Question 1: Are we in world A or world B?
Ka-fu Wong © 2003 Chap 6- 1 Dr. Ka-fu Wong ECON1003 Analysis of Economic Data.
Sampling and estimation Petter Mostad
Output Analysis for Simulation
Introduction to Simulation Chapter 12. Introduction to Simulation  In many spreadsheets, the value for one or more cells representing independent variables.
K. Salahpp.1 Chapter 9 Output Analysis for Single Systems.
Variance reduction techniques Mat Simulation
Pieces of a Simulation Entities
Research Methodology Lecture No :25 (Hypothesis Testing – Difference in Groups)
Sampling Distributions and Estimation
Chapter 10 Verification and Validation of Simulation Models
Introduction to Estimation
MECH 3550 : Simulation & Visualization
Statistical Inference
Where real stuff starts
Model 4-2: The Enhanced Electronic Assembly and Test System
Model 4-2: The Enhanced Electronic Assembly and Test System
Modeling and Simulation: Exploring Dynamic System Behaviour
Presentation transcript:

 1  Outline  Model  problem statement  detailed ARENA model  model technique  Output Analysis

 2  Model 5-1: An Automotive Maintenance and Repair Shop  additional maintenance and repair facility in the suburban area  customer orders (calls)  by appointments, from one to three days in advance  calls arrivals ~ Poisson process, mean 25 calls/day  distribution of calls: 55% for the next day; 30% for the days after tomorrow; 15% for two days after tomorrow  response missing a desirable day: 90% choose the following day; 10% leave

 3  An Automotive Repair and Maintenance Shop  service  Book Time, (i.e., estimated service time) ~ *BETA(2, 3) min  Book Time also for costing  promised wait time to customers  wait time = Book Time + one hour allowance  actual service time ~ GAMM(book time/1.05, 1.05) min  first priority to wait customers  customer behavior  20% wait, 80% pick up cars later  about 60% to 70% of customers arrive on time  30% to 40% arrive within 3 hours of appointment time

 4  Costs and Revenues  schedule rules  at most five wait customers per day  no more than 24 book hours scheduled per day (three bays, eight hours each)  normal cost: $45/hour/bay, 40-hour per week  overtime costs $120/hour/bay, at most 3 hours  revenue from customers: $78/ book hour  penalty cost  each incomplete on-going car at the end of a day: $35  no penalty for a car whose service not yet started

 5  System Performance  simulate the system 20 days to get  average daily profit  average daily book time  average daily actual service time  average daily overtime  average daily number of wait appointments not completed on time

 6  Relationship Between Models  Model 5-1: An Automotive Maintenance and Repair Shop  a fairly complicated model  non-queueing type  Model 5-2: Enhancing the Automotive Shop Model  two types of repair bays for different types of cars  customer not on time

 7  The Structure of the ARENA Model  Five parts  Control Logic to initialize variables and count days  Generate appointment calls, including a representative initial condition  Make appointments, considering priority of jobs  Service activities  Update performance variables

 8  Details of Model  logic control and submodels  for each day  first simulate the calls for appointments (of future days)  then simulate the work of the day  vectors  variables and expressions

 9  Steps to Prepare a Simulation Program  assumption: already formulated the problem, i.e., fully understood how the system works  for a simple problem: use the crude to detailed pseudo code approach to build the flow of the model  for a complicated problem  first play around with a simplified problem  use paper and pencil to simulate

 10  An Illustration for Model  a simplified version of Model  a week of three days  reservations made two days in advance  Book Time = 1 w.p. 3/4 and = 2 w.p. 1/4  actual Service time  = 1.2 Book Time w.p. 1/3  = 0.8 Book Time w.p. 2/3

 11  An Illustration for Model  each customer equally likely to be leave or wait  every day 4 hours, with at most 1 hour OT  at most 1 customer to leave his car  number of customers in each day  = 2 w.p. 1/3 and = 3 w.p. 2/3  simulation duration: 4 days

 12  Before Simulation  terminating or non-terminating process?  non-terminating  typically simulated for a long time and the initial condition being unimportant  how to set the initial condition if a non- terminating system is simulated for a short time?  empty: is it representative?  not empty: how to make it representative?

 13  To Generate a Representative Initial Condition  representative initial condition  day 1: appointments made in previous two days, i.e., day -1 and day 0  day 2: appointments made in day 0  idea  generate calls for day -1 and then for day 0  whenever applicable, schedule appointments on days 1 and 2  implicitly drop appointments for days -1 and 0

 14  Paper and Pencil Simulation of the Simplified System Day

 15  Very Crude Pseudo-Code  1  Generate a representative initial condition  2  Simulate the system for 4 days  assumption for the model: ignore the time of calls, assuming that all happen in the morning

 16  Refinement of the First Step of the Pseudo-Code Generate a representative initial condition Start with an empty 6-day schedule Generate Book Times and schedule them for calls in Day -1 Generate number of calls for Day -1 Generate Book Times and schedule them for calls in Day 0 Generate number of calls for Day 0

 17  Refinement of the Second Step of the Pseudo-Code Refinement of the Second Step of the Pseudo-Code

 18  To Implement in ARENA  need further refinement of the pseudo-code  need modifying the pseudo-code to suit the structure of ARENA, e.g.,  what are the entities in the ARENA model?  what are the correspondence between the steps in paper and pencil simulation and ARENA?  ….. lots of details

 19  Output Analysis  simulation: estimate  = E(X) by observing sample values from the distribution of X  output analysis  point estimator of  ?  unbiased estimator of  ?  variance of estimator?  efficient estimator of  ?  confidence on the range estimator?  # of simulation runs (replications) required?

 20  Desirable Functions of Software  interval estimation  comparing alternatives  automatic statistical tests  handy housekeeping for scenarios  automatic searching for optimal  all features available in ARENA

 21  Output Analysis  two types of estimates, point and interval  theoretical basis  point estimates: SLLN  interval estimate: CLT

 22  Strong Law of Large Numbers  i.i.d. random variables X 1, X 2, …  finite mean  and variance  2  define   = E(X)  (X 1 + … + X n )/n

 23  Additional Facts  X 1, X 2,..., X n be i.i.d.; finite mean  and variance  2 unbiased estimator of  unbiased estimator of  2

 24  Central Limit Theorem  i.i.d. random variables X 1, X 2, …  finite mean  and variance  2

 25  Central Limit Theorem - Basis to Analyze Terminating Systems  t,  2, and F: useful distributions for range estimation and hypothesis testing of normal random variables X i ’ s  CLT: statsitics approximately normal for “ large enough ” n  can use t,  2, and F for (approximate) range estimation and hypothesis testing

 26  Differences Between Terminating and Non-Terminating Processes Differences Between Terminating and Non-Terminating Processes  termination condition and run length  terminating: well-defined, i.i.d. replications  non-terminating: no well-defined length  initial condition  terminating: clear, defined by the problem  non-terminating: unclear, biased by any fixed initial value  random variables for estimation  i.i.d. random variables  stationary version of random variables

 27  Non-Terminating Processes         time

 28  Terminating Processes  standard outputs  interval estimate of mean Model 05-02Model  hypothesis testing of mean Model 05-02Model  number of runs Model 06-01Model  saving results in an output file for further processing  export from Output Analyzer to a text file Model 06-02Model  processed by first by Excel and then Input Analyzer to analyze the output data Model 06-02Model  confidence intervals by Output Analyzer Model 06-02Model  comparison by Output Analyzer Model 06-03Model  sequential determination of number of runs comparison by Output Analyzer Model 12-03Model 12-03

 29  Non-Terminating Processes  non-terminating process Model 07-02Model  Output Analyzer  replication/deletion Model replication/deletionModel  batch means  sequential batch means  auto-correlation  regenerative simulation