風(fēng)險(xiǎn)管理軟件Crystal-Ball使用指導(dǎo)(中英文).doc

。Monte-Carlo Simulation with Crystal Ball用水晶球軟件進(jìn)行蒙特卡洛模擬To run a simulation using Crystal Ball:1. Setup Spreadsheet1設(shè)定數(shù)據(jù)表Build a spreadsheet that will calculate the performance measure (e.g., profit) in terms of the inputs (random or not). For random inputs, just enter any number.通過(guò)建立數(shù)據(jù)表可以對(duì)輸入數(shù)據(jù)（隨機(jī)的，非隨機(jī)）進(jìn)行評(píng)估。隨機(jī)數(shù)據(jù)的輸入，輸入任意數(shù)即可。2. Define Assumptionsi.e., random variablesDefine which cells are random, and what distribution they should follow.2定義假設(shè)的前提例如，隨機(jī)變量確定那些單元格的數(shù)據(jù)時(shí)隨機(jī)的，這些數(shù)據(jù)應(yīng)該服從什么樣的分布3. Define Forecasti.e., output or performance measureDefine which cell(s) you are interested in forecasting (typically the performance measure, e.g., profit).3預(yù)測(cè)結(jié)果的確定例如，數(shù)據(jù)輸出或者性能的測(cè)定確定哪些單元格的數(shù)據(jù)是你想預(yù)測(cè)的（典型的性能指標(biāo)，例如，利潤(rùn)）4. Choose Number of TrialsSelect the number of trials. If you would later like to generate the Sensitivity Analysis chart, choose “Sensitivity Analysis” under Options in Run Preferences.4. 選擇試驗(yàn)的次數(shù)選擇試驗(yàn)的次數(shù)。如果 要生成敏感度分析圖表，選擇優(yōu)先運(yùn)行下的“敏感度分析”5. Run SimulationRun the simulation. If you would like to change parameters and re-run the simulation, you should “reset” the simulation (click on the “Reset Simulation” button on the toolbar or in the Run menu) first.運(yùn)行模擬運(yùn)行模擬。如果要改變參數(shù)重新進(jìn)行模擬，需要首先重置模擬（點(diǎn)擊運(yùn)行菜單工具欄或者運(yùn)行菜單下的“重置模擬”按鈕）。6. View ResultsThe forecast window showing the results of the simulation appears automatically after (or during) the simulation. Many different results are available (frequency chart, cumulative chart, statistics, percentiles, sensitivity analysis, and trend chart). The results can be copied into the worksheet.查看結(jié)果在模擬最后或者運(yùn)行的過(guò)程中，預(yù)測(cè)窗口會(huì)自動(dòng)顯示模擬的結(jié)果。可以獲得不同的結(jié)果（頻率圖，累計(jì)圖，統(tǒng)計(jì)圖，百分比圖，模擬分析圖和趨勢(shì)圖），結(jié)果可以復(fù)制到工作表中。Crystal Ball Toolbar:（水晶球的工具欄）DefineDefineRunStartResetForecastTrendAssumptionsForecastPreferencesSimulationSimulationWindowChart（確定假設(shè)）確定預(yù)測(cè)結(jié)果 優(yōu)先運(yùn)行 開(kāi)始模擬 模擬重置 預(yù)測(cè)窗口 趨勢(shì)圖Walton Bookstore Simulation with Crystal Ball水晶球在Walton書(shū)店模擬中的應(yīng)用Recall the Walton Bookstore example: It is August, and they must decide how many of next years nature calendars to order. Each calendar costs the bookstore $7.50 and is sold for $10. After February, all unsold calendars are returned to the publisher for a refund of $2.50 per calendar. Suppose Walton predicts demand will be somewhere between 100 and 300 (discrete uniform).回想Walton書(shū)店的例子。在八月份，書(shū)店需要確定訂購(gòu)的明年的日歷的數(shù)量。單個(gè)日歷的進(jìn)價(jià)是7.5美元，售價(jià)是10美元。二月份之后，所有未售的日歷將會(huì)以2.5美元的價(jià)格退還給出版商。假設(shè)Walton 日歷的銷(xiāo)售量在100300之間（離散型均勻分布）Demand = d Uniform100, 300Order Quantity= Q (decision variable)Revenue= $10 * Min(Q, d)Cost= $7.50 * QRefund= $2.50 * Max(Qd, 0)Profit= Revenue Cost + Refund需求量= d Uniform100, 300訂購(gòu)量= Q (隨決定變化) 收入 = $10 * Min(Q, d) 成本 =$7.50 * Q 退款 = $2.50 * Max(Qd, 0)利潤(rùn) =收入-成本+退款Step #1 (Setup Spreadsheet)第一步（制作電子表格）Walton Bookstore Simulation with Crystal Ball用水晶球?qū)alton書(shū)店進(jìn)行模擬Step #2 (Define Assumptionsi.e., random variables)第二步（定義假設(shè)-例如，隨機(jī)變量）Select the cell that contains the random variable (B17) color code (blue):選擇包含隨機(jī)變量的單元（B17）色標(biāo)（藍(lán)色）and click on the “Define Assumptions” button in toolbar (or in the Cell menu):、點(diǎn)擊在工具欄中（單元格菜單）的“定義假設(shè)”按鈕選擇分布類(lèi)型Select type of distribution:提供分布的參數(shù)Provide parameters of distributions: Walton Bookstore Simulation with Crystal BallStep #3 (Define Forecasti.e., output)第三步（確定預(yù)測(cè)例如，輸出量）Select the cell that contains the output variable to forecast (F17):選擇包含輸出變量的單元格進(jìn)行預(yù)測(cè)（F17）點(diǎn)擊工具欄（單元格菜單）中的“確定預(yù)測(cè)”按鈕click on the “Define Forecast” button in toolbar (or in the Cell menu),在確定預(yù)測(cè)對(duì)話(huà)框中輸入and fill in the Define Forecast dialogue box.Step #4 (Choose Number of Trials)第四步（選擇試驗(yàn)的次數(shù)）Click on the “Run Preferences” button in toolbar (or in the Run menu):點(diǎn)擊工具欄（或者運(yùn)行菜單）中的“優(yōu)先運(yùn)行”按鈕然后選擇運(yùn)行的次數(shù)并運(yùn)行and select the number of trials to run.Walton Bookstore Simulation with Crystal BallStep #5 (Run Simulation)第五步（進(jìn)行模擬）Click on the “Start Simulation” button in toolbar (or Run in the Run menu):點(diǎn)擊工具欄（或者運(yùn)行菜單欄）中的“開(kāi)始模擬”按鈕Step #6 (View Results)第六步（查看結(jié)果）可以通過(guò)不同的方法觀(guān)察模擬結(jié)果（頻率圖，累計(jì)圖，統(tǒng)計(jì)圖及百分比圖）。在預(yù)測(cè)窗口中的查看菜單中進(jìn)行不同的選擇。The results of the simulation can be viewed in a variety of different ways (frequency chart, cumulative chart, statistics, and percentiles). Choose different options under the View menu in the forecast window.The results can be copied into a worksheet or Word document (choose Copy under the Edit menu in the simulation output window.結(jié)果可以復(fù)制到工作表或者Word文檔中（選擇模擬輸出窗口中編輯菜單下的復(fù)制）Using Trend Charts to Find the Impact of Order Quantity on Potential Profit用趨勢(shì)圖找到訂貨量對(duì)利潤(rùn)的影響Define several forecast cells (G14:G18) for several possible order quantities (Q=100, 150, 200, 250, 300). Use the same random order quantity for each to compare them more equally (i.e., one assumption cell for demandC14with the rest set equal to C14).針對(duì)不同可能的訂貨量(Q=100, 150, 200, 250, 300)，定義一些預(yù)測(cè)單元格（G14:G18），為了更為公平的對(duì)比，每次都使用相同的隨機(jī)訂貨量After running the simulation, choose “Open Trend Chart” in the Run menu. This chart gives “certainty bands” for the forecast cells. 10% of the time, the project duration will fall within the inner band (light blue), 25% of the time within the 2nd band (red), 50% of the time within the third band (green), and 90% of the time within the outside band (dark blue).運(yùn)行模擬之后，選擇運(yùn)行菜單下的“打開(kāi)趨勢(shì)圖”。趨勢(shì)圖針對(duì)預(yù)測(cè)單元格給出了確定的頻帶。項(xiàng)目執(zhí)行期間有10%的幾率位于內(nèi)帶（淺藍(lán)色），25%位于第二帶（紅色），50%位于第三帶（綠色），90%的幾率位于外帶（深藍(lán)色）。Project ManagementGlobal Oil工程項(xiàng)目管理環(huán)球石油Global Oil is planning to move their credit card operation to Des Moines, Iowa from their home office in Dallas. The move involves many different divisions within the company. Real estate must select one of three available office sites. Personnel has to determine which employees from Dallas will move, how many new employees to hire, and who will train them. The systems group and treasurers office must organize the new operating procedure and make financial arrangements. The architects will have to design the interior space, and oversee needed structural improvements. Each site is an existing building with sufficient open space, but office partitions, computer facilities, furnishings, and so on, must all be provided.環(huán)球石油公司計(jì)劃將信用卡的經(jīng)營(yíng)從達(dá)拉斯搬到愛(ài)阿華州的第蒙。搬遷涉及到公司許多不同的部門(mén)。人事部要決定哪些員工要從達(dá)拉斯調(diào)離，需要雇傭多少新的員工，誰(shuí)來(lái)負(fù)責(zé)新員工的培訓(xùn)。系統(tǒng)小組和財(cái)務(wù)部必須制定新的操作程序并確定財(cái)政安排。設(shè)計(jì)師要進(jìn)行室內(nèi)設(shè)計(jì)并監(jiān)管需要的結(jié)構(gòu)改善工程。每個(gè)場(chǎng)所都是有著足夠開(kāi)放空間的既存建筑物，必須擁有寫(xiě)字間，計(jì)算機(jī)設(shè)施，設(shè)備等。A complicating factor is that there is an interdependence of activities. In other words, some parts of the project cannot be started until other parts are completed. For example, Global cannot construct the interior of an office before it has been designed. Neither can it hire new employees until it has determined its personnel requirements.一個(gè)復(fù)雜的因素是各項(xiàng)活動(dòng)是相互關(guān)聯(lián)的。換句話(huà)說(shuō)，項(xiàng)目的一些部分必須在另一部分結(jié)束之后開(kāi)始。例如，全球公司不能在室內(nèi)設(shè)計(jì)之前就進(jìn)行辦公室內(nèi)部的建造。在人事需求沒(méi)有確定之前，不可能雇傭新的員工。The necessary activities and their necessary predecessors (due to interdependence) are listed below. Three estimates are made for the completion time of each activitythe minimum time, most likely time, and maximum time.下面列出了一些必要的工作和必須的準(zhǔn)備工作（根據(jù)相互關(guān)聯(lián)）。對(duì)每項(xiàng)活動(dòng)給出了3個(gè)評(píng)估量最小時(shí)間，最可能時(shí)間和最大時(shí)間。ImmediateTime Estimates (days)ActivityDescriptionPredecessorMinimumMost LikelyMaximumASelect Office Site212121BCreate Org. & Fin. Plan202530CDetermine Personnel Req.B152030DDesign FacilityA, C202842EConstruct FacilityD404866FSelect Personnel to MoveC121212GHire New EmployeesF202532HMove Key EmployeesF282828ITrain New PersonnelE, G, H101524Global Oil Simulation with Crystal BallStep #1 (Setup Spreadsheet)第一步（建立工作表）Step #2 (Define Assumptionsi.e., random variables)第二步（定義假設(shè)例如，隨機(jī)變量）Each of the random activity times (B, C, D, E, G, and I) is assumed to follow the triangular distribution.每次隨機(jī)活動(dòng)的次數(shù)(B, C, D, E, G, 和 I)服從三角分布。Global Oil Simulation with Crystal BallStep #3 (Define Forecasti.e., output)第三步（確定預(yù)測(cè)例如，輸出量）Cell J15 is the forecast cell: J15單元格為預(yù)測(cè)單元格Step #4 (Choose Number of Trials)第四步 （選擇試驗(yàn)次數(shù)）500 trials were run. In addition, Sensitivity Analysis was enabled in the Options of the Run Preferences dialogue box. This allows for the generation of sensitivity analysis results later.運(yùn)行500次。另外，選擇優(yōu)先運(yùn)行對(duì)話(huà)框可以進(jìn)行敏感度分析，之后可以生成敏感度分析的結(jié)果。Step #5 (Run Simulation)第五步（進(jìn)行模擬）Step #6 (View Results)第六步（查看結(jié)果）Additional Results Available with Crystal Ball用水晶球得到另外的結(jié)果Slide the triangles below the histograms to determine the probability that the output (project duration) is less than a certain value (e.g., a deadline), greater than a certain value, or between any two values (by sliding both triangles).滑動(dòng)直方圖下方的三角塊可以確定在輸出結(jié)果小于某特定值的概率，或者大于某值的概率，或者在兩值之間的概率（滑動(dòng)兩側(cè)的三角塊）Alternatively, you can type in values for the lower bound or upper bound to determine the probability. You can also type in a probability (in “Certainty”), and it will determine the range that has that probability.另外，可以通過(guò)鍵入上限和下限確定概率。也可以鍵入概率（在“Certainty”中），確定概率所包含的范圍。There is a 79% chance the project will be completed within 150 days. There is a 2.4% chance that the project will take more than 160 days.項(xiàng)目在150天內(nèi)完成的可能性為79%。在160多天內(nèi)完成的概率為2.4%。Sensitivity Chart敏感度圖Choose “Open Sensitivity Chart” in the Run menu. Note that this chart is only available if you selected the “Sensitivity Analysis” option under Run Preferences. This chart gives an indication as to which random variables (activity times) have the greatest impact on the output cell (project completion tim