離散系統(tǒng)仿真復(fù)習(xí)

1、仿真兀素之間關(guān)系：system,model,simulationSystem-A collection of entitiesModel-set of assumptions about how the system works仿真模型分類-Classification of simulation modelsStatic- dynamicDeterministic-stochasticContinuous-discrete離散事件仿真模型-Most operational models are dynamic,stochastic,and discreteWill the system wo

2、rk as intended? (Evaluation and prediction)Why doesnt it work? (Bottleneck determination and optimization)Which is the best alternative? (Comparison and sensitivity analysis) 目的-O bjectives:must define the kind of decisions that must be questions.仿真研究的步驟-Steps In A Simulation StudyProblemFormulation

3、-ModelBuilding-DataCollection-Coding-Verification-Validation-Experimental Design-Production Runs-Analysis Of Results-Document Program and report results-Implementation離散事件仿真系統(tǒng)-DESS (Discrete-event simulation system) Modeling of a system as it evolves over time by a representation where the state var

4、iables change instantaneously at separated points in time事件-Event: Instantaneous occurrence that may change the state of the system仿真模型的組成兀素-entity/attribute/state/event/activity/processType of entities:Temporary(臨時的)entities,Permanent(永久的)entitiesActivity(活動)The duration of an entity to maintain be

5、tween 2 events.The start and are caused by event.Process(進(jìn)程)整個過程，涵蓋兩個活動事件表-Event ListEvent type of the future eventsEvent timeRelated parametersSimulation Clock： TNOW事件優(yōu)先機(jī)制-Event-advance MechanismEvent scheduling（事件調(diào)度法）Activity scanning（活動掃描法）Process interaction（進(jìn)程交互法）流程圖模塊：創(chuàng)建creat，清除dispose,操作proce

6、ss，決策decide,批量batch，分離separate,賦值 assign,記錄 record數(shù)據(jù)模塊：entity,queue,resource,variable,schedule,set穩(wěn)態(tài)統(tǒng)計分析：Steady-state statistical analysis重復(fù)刪除法-Truncated ReplicationsAdvantages:Simple aside from warmup, the same as for terminatingsimulationsGet truly IID observations 一 important not only for varianc

7、e estimation and confidence-interval constructionDisadvantages:No completely reliable method to identify an appropriate warmupToo long: wasteful of dataToo short: point-estimator bias,which can have serious consequencesBatching in a Single Run（批 平均法）Just one REALLY long runBreak each output record f

8、rom the run into a few largebatchesTake averages over batches as basic statisticsfor estimation: Batch meansTreat batch means as IIDKey: batch size must be enough for low correlation between successive（相繼的）batches如何選擇分析策略：模型預(yù)熱期很短，重復(fù)刪除法，還可使用PAN和OptQuest中更加復(fù)雜和強(qiáng)大的分析能力預(yù)熱太慢，批平均值法方差衰減分類-Variance Reduction

9、common random numbers,antithetic（對偶）variates, control variates, indirect estimation三種事件到達(dá) arrival,離開 departure，終止 end統(tǒng)計報告中的三個統(tǒng)計量:tally,time-persistent,counter在每次重復(fù)仿真結(jié)束時，Arena都會用批平均（batch means）為每個統(tǒng)計量的穩(wěn)態(tài)期望值計算出一個置信度為95%的置信區(qū)間 四個資源狀態(tài)：idle-busy-inactive-failed調(diào)度規(guī)則-schedule rule:wait, ignore,preempt（優(yōu)先占用）

10、敏感性分析：評估輸入數(shù)據(jù)的變化對模型輸出結(jié)果的影響連續(xù)理論分布都可以返回任何實(shí)數(shù)值，通常用于描述時間；泊松分布是離散理論分布，只能 返回整數(shù)值，用于描述一段時間間隔內(nèi)發(fā)生的事件數(shù)量。分布類型：指數(shù)分布-Exponential :常用于模擬隨即到達(dá)間隔時間和故障間隔時間，但不太適合模擬加 工時間對數(shù)正態(tài)分布-lognormal:表示某個隨機(jī)變量為許多隨機(jī)變量的乘積的情形正態(tài)分布-normal :某個隨機(jī)變量為其他許多隨機(jī)變量之和泊松分布-poisson:模擬在一個固定時間段內(nèi)發(fā)生的隨機(jī)事件數(shù)三角分布-triangular:用于分布的準(zhǔn)確形式不知道，但可以估計出該分布的最小值、眾數(shù)和最 大值的情況

11、均勻分布-uniform:用于在有限的區(qū)間上所有值出現(xiàn)的可能性都一樣在沒有經(jīng)驗(yàn)數(shù)據(jù)的情況下，常用的分布：指數(shù)，三角，正態(tài)，均勻如果時間數(shù)據(jù)代表活動，而且存在一個最可能出現(xiàn)的時間，其他時間在其上下波動，使用三 角分布集合set可實(shí)現(xiàn)一對多變量variable模塊允許用戶定義自己的全局變量并賦初始值，而且可以按照他們的名稱加以 引用；表達(dá)式expression模塊允許用戶定義各類表達(dá)式和他們所關(guān)聯(lián)的值保持實(shí)體的模塊-hold,signal終態(tài)仿真terminating simulation是模型規(guī)定了特定的開始和結(jié)束條件的仿真，這些條件是對 實(shí)際系統(tǒng)需求的真實(shí)反映穩(wěn)態(tài)仿真steady-state

12、simulation則是通過長時間仿真運(yùn)行來對某些性能指標(biāo)加以估計的仿真 形式，理論運(yùn)行時間趨于無窮建模：定義數(shù)據(jù)-創(chuàng)建子模型-生成預(yù)約呼叫-進(jìn)行預(yù)約-服務(wù)活動-更新性能指標(biāo)變量-控制邏輯NQ-隊(duì)列中的實(shí)體數(shù)目（隊(duì)長）MR-資源容量NR-資源中處于忙態(tài)的服務(wù)單元的數(shù)目四種排隊(duì)規(guī)則：FIFO，LIFO（last），LVF（low value first）, HVF（high）半長-half width隨著n的增加，置信區(qū)間會縮至一個單點(diǎn)，而預(yù)測區(qū)間不會，因?yàn)槊看沃貜?fù)仿真的變化都會 影響到后者PAN-過程分析器兩個備選方案：基準(zhǔn)方案(base case),多預(yù)約方案(more-booking ca

13、se)用OptQuest尋找最佳備選方案模型驗(yàn)證(verification)是確保模型能根據(jù)建模假設(shè)以預(yù)期的方式運(yùn)行的過程模型確認(rèn)(validation)是確定模型是否與真實(shí)的系統(tǒng)的運(yùn)行規(guī)律一樣實(shí)體中途退出：受阻離開(balking),中途退出(r eneging)VBA事件：run beginArena checks and inltializes the modelrun begin simulationrun begin replicationArena runs replication OnKeystroke,Userfunctionrun end replication(6 至 4)

14、run end simulationArena terminates the simulation runrun end1-2:module data available3-7:simulation run data available8-9:module data available方差衰減技術(shù)公共隨機(jī)數(shù) CRN-common random numbers對偶變量法-antithetic variates控制變量法-c ontrol variates間接估計-indirect estimation序貫抽樣-sequential sampling：精度檢查，例如檢查新的置信區(qū)間半長是否已經(jīng)夠小

15、，如果 是，結(jié)束；如果不是，則繼續(xù)進(jìn)行下一步仿真運(yùn)行相關(guān)的內(nèi)部變量-Related internal Arena variables:ORUNHALF-half width of 95% using confidence interval completed replicationsMREP= total number of replications asked forNREP= replication number now in progress分析類型：篩選分析(candidate analysis)，比較(comparative),預(yù)測(predictive)RIRO-Random input leads to random output需要統(tǒng)計分析的輸出數(shù)據(jù)-Need statistical analysis of output data From a single model configurationCompare two or more different configurationsSearch for an optimal configurationindependent and identically dist