6.

SIMULAREA PROCESELOR ECONOMICE

6.1. Utilizarea modelelor

/ VkQG OD R SDUWH IRORVLUHD PRGHOHORU vQ YHULILFDUHD HFRQRPHWULF  D XQHL WHRULL

economice (cu ajutorul unor modele explicative), modelele pot fi utilizate în

SUHYL]LXQHVLPXODUHúLGHFL]LH1HUHIHULP în acest paragraf la utilizarea modelelor în
SUHYL]LXQHXUP WRDUHOHDERUGkQGSUREOHPHOHOHJDWHGHVLPXODUHúLGHFL]LH

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ÌQ JHQHUDO DJHQ LL HFRQRPLFL LDX GHFL]LL GH LPSRUWDQ  VWUDWHJLF  SHQWUX HL SH

ED]D SUHYL]LXQLORU VDX SH ED]D DQWLFLSD LLORU DVXSUD P ULPLL XQHLD VDX PDL PXOWRU

variabiOH HFRQRPLFH 3HQWUX DFHDVWD HL DSHOHD]  OD LQIRUPD LLOH GLVSRQLELOH 'LIHULWH

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De aceea s-au dezvoltat în ultimul timp sistemele de ajutor a previziunilor (PSS -

3UHGLFWLRQ 6XSSRUW 6\VWHPV $UKLWHFWXUD XQXL DVWIHO GH VLVWHP HVWH SUH]HQWDW  vQ

figura 6.1.

1. Informa ie nou (exogen )

13. Memorie 2. Banca de date 14. Interfa om-ma in

Predictori individuali

3. Model 1,…,n Expert 1,…,n

Previziuni individuale

12. Retroac iune (endogen ) 4. Sistem de integrare 6. Convolu ii alternative

11. Suport auto-corectiv 7. Analiza sensibilit ii

5. Previziuni combinate

10. Subsistem expert

8. Confruntere ex-post cu realitatea

9. Analiza i diagnoza erorilor

Figura nr. 6.1: Arhitectura unui PSS

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continuare:
 IXQF LD EDQF  GH GDWH - VLVWHP LQIRUPD LRQDO DUH UROXO GH D vQUHJLVWUD
RUJDQL]D úL JHVWLRQD WRDWH GDWHOH GLQ DQVDPE lul sistemului. Este vorba nu numai de
GDWH H[RJHQH VLVWHPXOXL FXP DU IL VHULL FURQRORJLFH REVHUYDWH RSLQLL DOH H[SHU LORU

úD FL úL GH GDWH HQGRJHQH JHQHUDWH GH IXQF LRQDUHD VLVWHPXOXL vQVXúL FD PRGHOH GH

previziune dezvoltate în cadrul sistemului, previziuni simple sau compuse, rezultatele

analizei erorilor de previziune etc.
  IXQF LD FXWLH FX LQVWUXPHQWH HFRQRPHWULFH 2 SUHYL]LXQH SRDWH IL JHQHUDW 

printr-XQ PRGHO H[RJHQ VLVWHPXOXL GDU úL XQXO HQGRJHQ VSHFLILF WHVWDW úL HVWLPDW vQ
interiorul sistemului pornind de la datele stocate în banca de date. De asemenea,
poate fi de dorit la un moment dat de a reestima sau modifica un model exogen sau de
a genera previziuni ale variabilelor exogene necesare pentru previziunea variabilelor
endogene. ToaWHDFHVWHDFWLYLW LFDúLDOWHOHQHFHVLW XQDUVHQDOGHPHWRGHúLWHKQLFL

HFRQRPHWULFH vQ LQWHULRUXO VLVWHPXOXL FDUH V  SHUPLW  XWLOL]DWRUXOXL V  HIHFWXH]H

FDOFXOHúLDQDOL]HSHUWLQHQWH$FHVWDHVWHUROXOIXQF LHLGHLQVWXPHQWHFRQRPHWULFDO

PSS.
3. FRPELQDUHD SUHYL]LXQLORU HOHPHQWDUH (VWH SUREOHPD HVHQ LDO  D FHOXL FDUH

FRPELQ  XQ DQXPLW QXP U GH SUHYL]LXQL HOHPHQWDUH vQWU R SUHYL]LXQH VLQWHWLF  VDX
-
JOREDO FHDPDLEXQ SRVLELOGDWHILLQGLQIRUPD LDGLVSRQLELO úLQDWXUDSUREOHPHL

decizionale. AFHDVW IXQF LHFRQVWLWXLHLQLPDRULF UXL366PHFDQLVPXOGHUHDOL]DUH

D HL ILLQG GH QDWXU  PXOWLFULWHULDO  FX LQIRUPD LH PL[W  (VWH YRUED DLFL GH FHOH PDL

PXOWH RUL GH R DERUGDUH RUGLQDO  D SUREOHPHORU GH GHFL]LH PXOWLFULWHULDO  ÌQ DFHVW

VHQV OXFU U ile lui K. Arrow - laureat al premiului Nobel pentru economie, care a dat
YHVWLWDWHRUHP DLPSRVLELOLW LLDJUHJ ULLLHUDUKLLORU - sunt fundamentale.
 IXQF LD VXEVLVWHP H[SHUW (VWH ELQH GH DPLQWLW DYHUWLVPHQWXO F  WRWGHDXQD

se fac erori de previziXQH PDL SX LQ JUDYH GLQ SXQFW GH YHGHUH DO P ULPLL ORU GDU

importante prin impactul lor strategic. Atunci când ele pot fi observate în orizontul de
SUHYL]LXQH VDX VLPXODWH DQDOL]D ORU YD IL SRVLELO  IXUQL]kQG vQY PLQWH DVXSUD

procesului de generare a DFHVWRU SUHYL]LXQL FDUH DMXW  OD DPHOLRUDUHD JHQHU ULL

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XQVLVWHPH[SHUWGHILQLWFDREXFO vQWUHFHLHVHúLFHLQWU vQ366

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PRGHO DG XJDUHD GH YDULDELOH QRL XWLOL]DWRUXO GHFL] ând oportunitatea acestor
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UD LRQDPHQWHOHVXEVLVWHPXOXLH[SHUW

În concluzie, PSS sistematizeaz  úL DQDOL]HD]  SUHYL]LXQLOH HFRQRPLFH vQ

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SURFHVPXOWLFULWHULDOúLLQWHUDFWLY

6.2. 1R LXQHDGHVLPXODUH

'LQ SXQFW GH YHGHUH HWLPRORJLF SULQ 6,08/$5( VH vQ HOHJH FDSDFLWDWHD G ea
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SURFHVHORU HFRQRPLFH VLPXODUHD UHSUH]LQW  R WHKQLF  GH UH]ROYDUH D XQRU SUREOHPH

FRPSOH[H FDUH VXQW UHSUH]HQWDWH SULQ PRGHOH /D ED]D VLPXO ULL VWDX PHWRGHOH GH

GHVFULHUH úL DQDOL]  D XQRU VLVWHPH UHDOH H[LVWHQWH VDX vQ FXUV GH UHDOL]DUH ÌQWU -o
OXFUDUH UHODWLY UHFHQW  >@ VLPXODUHD HVWH GHILQLW  FD R WHKQLF  GH UHDOL]DUH D

H[SHULHQ HORU FX DMXWRUXO FDOFXODWRUXOXL HOHFWURQLF FDUH LPSOLF  XWLOL]DUHD XQRU

modele matematice sau ORJLFHFHGHVFULXFRPSRUWDUHDVLVWHPXOXLUHDOVDXDXQHLS U L

D VD SH GXUDWD XQXL LQWHUYDO GH WLPS PDL PDUH VDX PDL PLF 7HKQLFD VLPXO ULL HVWH

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FDUDFWHUL]DWH SULQ FRPSOH[LWDWH HVWH GLILFLO V  VH SUHYDG  FX H[DFWLWDWH WRDWH

FRQVHFLQ HOH SRVLELOH DOH XQHL GHFL]LL WRDWH PRGLILF ULOH FH SRW DSDUH PRPHQWXO úL

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modelul sistemului, acesta se transpune sub forma unui algoritm de calcul numeric
FDUHODUkQGXOV XHVWHSURJUDPDWSHFDOFXODWRUvQWU -un limbaj de simulare.
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vQYHGHUHVHOHFWDUHDORUFXQRDúWHUHDDQWLFLSDW DGHFL]LHLFHWUHEXLHOXDW vQWU -un caz
VDX DOWXO PRPHQWXO vQ FDUH WUHEXLH OXDW  R DQXPLW  GHFL]LH HODERUDUHD JUDILFXOXL

VXFFHVLXQLL GHFL]LLORU úL VWDELOLUHD GHFL]LLORUGH UH]HUY  'H DVHPHQHD VLPXODUHD G 

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6LPXODUHD UHSUH]LQW  vQ HVHQ  R PDQLSXOD re a modelului cu ajutorul

calculatorului electronic.
&RQFHSWHOHFXFDUHRSHUHD] VLPXODUHDVXQWSUH]HQWDWHVLQWHWLFvQFRQWLQXDUH

Sistem 2PXO LPHGHHOHPHQWHvQLQWHUDF LXQH

(OHPHQW FRPSRQHQW  2 XQLWDWH LGHQWLILFDELO  FH SRDWH IL FRPSOHW GHILQLW 

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FDUDFWHUL]HD] FRPSRQHQWD

Conexiune OHJ WXU  ,QWHUDF LXQHD GLQWUH GRX  FRPSRQHQWH 6WDUHD úL

HYROX LDVW ULLXQHLDGHSLQGHGHVWDUHDFHOHLODOWH

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Traiectorie 6HFYHQ D GH VW UL SULQ FDUH WUHF e sistemul în intervalul de timp
considerat.
Optimizare ,GHDOXO VLPXO ULL HVWH GHWHUPLQDUHD SHUIRUPDQ HORU PD[LPH

(optime) posibile.
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Simulator 8Q VLVWHP HFKLYDOHQW DQDORJ FDUH JHQHUHD]  R HYROX LH

DVHP Q WRDUHVLVWHPXOXLVWXGLDW

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Proces 6HFYHQ GHHYHQLPHQWHRUGRQDWHvQWLPS

Activitate 5HXQLUHGHRSHUD LLFHWUDQVIRUP VWDUHDXQHLFRPSRQHQWH

6LPXODUHD VH XWLOL]HD]  GHFL FD PLMORF GH VWXGLHUH D VLVWHPHORU GH DQOL]  D

OHJLORU GH IXQF LRQDUH D ORU 'H PXOWH RUL DFHDVWD IRORVHúWH OD LQVWUXLUHD VSHFLDOLúWLORU

în domeniul conducerii sistemelor complexe, oferindu-OH SRVLELOLWDWHDV LDGHFL]LLvQ

GLYHUVH VLWXD LL UHLHúLWH GLQ YDULDQWHOH VLPXODWH FDUH SUREDELO SRW DSDUH úL vQ

IXQF LRQDUHDUHDO DVLVWHPXOXL

 /D ED]D VLPXO ULL FD PHWRG  H[SHULPHQWDO  VW  PRGHODUHD IHQRPHQHORU

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permit estimarea diferitelor caracteristici ale sistemului studiat.

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-VLPXODUHED]DW SHXQPRGHOIL]LF

• VLPXODUHDQDORJLF ED]DW SHDQDORJLLDOHVLVWHPXOXLIL]LFFXDOWHVLVWHPH

• VLPXODUH QXPHULF  DWXQFL FkQG VWXGLXO sistemului real se face prin intermediul
unui model matematic.
ÌQ FD]XO VLPXO ULL QXPHULFH VH vQWkOQHVF GRX  YDULDQWH VLPXODUHD WLS MRF úL

simularea tip "Monte-Carlo".

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multe pHUVRDQH UHDOH ÌQ HVHQ  HD HVWH XQ H[SHULPHQW vQ FDUH VH XUP UHúWH

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$FHDVW YDULDQW GHVLPXODUHDIRVWPXOWGH]YROWDW HODERUkQGX -se numeroase "jocuri

de întreprindereFDUHIRORVHVFODLQVWUXLUHDSDUWLFLSDQ LORUODMRFXUP ULQGV -LvQYH H
V LDGHFL]LL

Simularea Monte-&DUOR FRQVW  vQ D DVRFLD XQ PRGHO DOHDWRU XQHL SUREOHPH

deterministe. Variabilelor aleatoare respective li se atribuie valori alese la întâmplare

dintr-RSRSXOD LHVWDWLVWLF FHSUH]LQW DFHHDúLUHSDUWL LHFXFHDDYDULDELOHORUÌQDFHVW

PRG XWLOL]kQG VHOHF LD VH HVWLPHD]  YDORUL DOH XQRU YDULDELOH QHDOHDWRDUH SULQWU -un
procedeu aleator. Fundamentul teoretic al metodei Monte-&DUOR HVWH WHRUHPD OLPLW
FHQWUDO  FDUH DILUP  F  R P ULPH QHFXQRVFXW 
D
 SRDWH IL FRQVLGHUDW  GUHSW VSHUDQ D

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1 3σ 
D(X)=σ ∑x
2
 7HRUHPD GHPRQVWUHD]  F  P −a <  = 0,997 unde xj este
n j
n 
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D


De asemenea, VH SRDWH GHWHUPLQD HURDUHD GH HVWLPDUH (VWH HYLGHQW F  SUHFL]LD

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vQVHDPQ RVODE FRQYHUJHQ 

6.3. (WDSHOHVLPXO ULL

$SOLFDUHDWHKQLFLORUGHVLPXODUHSUHVXSXQHRPXQF ODERULRDV úLDWHQW SHQWUX

D LPLWD FkW PDL ELQH SURFHVXO UHDO VWXGLDW $FHDVW  PXQF  WUHEXLH RUJDQL]DW 

experimentul de simulare cuprinzând mai multe etape:

1. Formularea pUREOHPHLúLDVFRSXOXLFHUFHW ULL

ÌQ DFHDVW  HWDS  VLVWHPXO UHDO HVWH DQDOL]DW SHQWUX D vQ HOHJH QDWXUD VD úL SULQFLSDOHOH

WU V WXUL FDUH vO FDUDFWHUL]HD]  $QDOL]D YL]HD]  HOHPHQWHOH S U LOH VLVWHPXOXL

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WUHEXLH DWLQVH úL PRGXO FXP VH P VRDU  DFHVWH SHUIRUPDQ H 5H]XOWDWXO HWDSHL VH

FRQFUHWL]HD]  vQ GHFL]LD GH D FRQVWUXL XQ PRGHO GH IXQF LRQDUH D SURFHVXOXL VWXGLDW

VDX GH H[SHULPHQWDUH D IXQF LRQ ULL VDOH SH FDOH HXULVWLF  $GHVHD HVWH SRVLELO  V  VH

DMXQJ  OD FRQFOX]LD F  HVWH PDL FRQYHQDELO GH D LQYHVWLJD SULQ VLPXODUH QXPDL

DQXPLWHFRPSRQHQWHVDXS U LDOHVLVWHPXOXLúLQXvQWUHJXOSURFHV

2. Construirea modelului.
ÌQFD]XOvQFDUHHWDSDDQWHULRDU DFRQGXVODFRQFOX]LDF GDWRULW FRPSOH[LW LL

HVWH PDL IDFLO V  VH VWXGLH]H VLVWHPXO SH ED]D XQXL PRGHO DFHDVW  HWDS  SUHVXSXQH

DSOLFDUHUHJXOLORUúLSURFHGXULORUPHQ LRQDWHvQFDSLWROHOHGHVSUHPRGHODUHvQYHGHUHD

construirii modelulului. Sunt precizate ipotezele, natura variabLOHORU úL SDUDPHWULORU

FRQWURODELOH úL QHFRQWURODELOH GH LQWUDUH SHUWXUEDWRDUH LQWHUPHGLDUH GH LHúLUH

GHWHUPLQLVWHVDX VWRFKDVWLFH IRUPD HFXD LLORU PDWHPDWLFHGDWHOHGH LQWUDUHQHFHVDUH

GH XQGH VH RE LQ FXP VXQW FXOHVH úL FH SUHOXFU UL SULPDUH VXSRUW  SHQWUX D IL

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SHQDOL] ULOHLPSXVHvQFD]XOGHS úLULLDFHVWRUD

(VWLPDUHDP ULPLLSDUDPHWULORUúLYDULDELOHORU

8QHRULGXS FHPRGHOXODIRVWHODERUDWVHFRQVWDW F GLQ lipsa datelor nu pot

fi estimate valorile tuturor parametrilor. În astfel de cazuri simularea permite
JHQHUDUHD GH YDORUL DOH YDULDELOHORU úL SDUDPHWULORU FX DQXPLWH FDUDFWHULVWLFL VWDELOLWH

3UREOHPHOHGHJHQHUDUHGHQXPHUHúLYDULDELOHDOHDWRDUHVXQWSU ezentate în paragraful

XUP WRU

4. Scrierea programelor de simulare.

1XPDL vQ SX LQH FD]XUL R SUREOHP  GH VLPXODUH D XQXL SURFHV VDX IHQRPHQ

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DSHOHD]  OD FDOFXODWRU (VWH , deci, nevoie de a scrie programul (programele) de

simulare. Pentru aceasta poate fi folosit fie un limbaj general de programare a
calculatoarelor, fie limbaje specializate de simulare (GPSS, SIMSCRIPT, SIMULA
HWFFDUHRIHU XQHOHIDFLOLW LGHSURJUDPDUHÌQDFHDVW HWDS VHDOHJHFDOFXODWRUXOFH

YD IL IRORVLW DOJRULWPXO XWLOL]DW OLPEDMXO VDX SDFKHWXO GH SURJUDPH VH VWDELOHúWH

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cu ajutorul calculatorului.
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'XS  FH V DX WHVWDW SURJUDPHOH úL DYHP VLJXUDQ D F  HOH U VSXQG FHULQ HORU
-
IRUPXODWH DX ORF UXO ULOH OD FDOFXODWRU úL VH RE LQ GLIHULWH YDULDQWHGH VROX LL $FHVWHD

sunt analizate sub aspectul unor caracteristicL QXPHULFH DOH YDULDELOHORU GH LQWUDUH úL
GH LHúLUH úL VH IRUPXOHD]  GLIHULWH GHFL]LL SULYLWRDUH OD VLVWHPXO UHDO SHQWUX

vPEXQ W LUHD SHUIRUPDQ HORU IXQF LRQ ULL VDOH ÌQ DFHDVW  HWDS  ILQDO  WUHEXLH DYXW 

PXOW  JULM  GHRDUHFH FKLDU GDF  VLPXODUHD SHUPLW e operarea cu numeroase seturi de
GDWHGHLQWUDUHHDQXSRDWHWRWXúLV SURGXF PLUDFROH3ULQFLSLXO*,*2*DUEDJH,Q

*DUEDJH2XWWUHEXLHV vQGHPQHODGLVFHUQ PkQWúLSUXGHQ 

6.4. *HQHUDUHDQXPHUHORUúLYDULDELOHORUDOHDWRDUH

Atunci când valorile unor pDUDPHWULúLYDULDELOHGHLQWUDUHQXVHFXQRVFHOHSRW

IL JHQHUDWH SULQ SURJUDPXO GH VLPXODUH $QDOL]D SUHDODELO  SRDWH VWDELOL XQHOH

LQWHUYDOH SHQWUX YDULD LD ORU 6H UHDOL]HD]  R VHOHF LH DOHDWRDUH GH YDORUL vQ LQWHUYDOXO

FRQVLGHUDW VH GHWHUPLQ  UHSDUWL LD GH SUREDELOLWDWH D DFHVWRUD úL P ULPHD FRQFUHW 
XWLOL]DW vQFDOFXOHHVWHHVWLPDW SULQWU RPHWRG GHHVWLPDUH3HQWUXDHIHFWXDGHFLR
-
VHOHF LHDOHDWRDUHGLQWU RSRSXOD LHVWDWLVWLF GDW HVWHQHYRLHGH
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-RPXO LPHGHQXPHUHDOHDWRDUHXQLIRUPGLVWribuite;
- XQ SURFHGHX GH WUDQVIRUPDUH D QXPHUHORU vQ DOW  PXO LPH GH QXPHUH FDUH V  DLE 

H[DFWUHSDUWL LDGRULW 

-RPHWRG GHHVWLPDUH

2E LQHUHDGHQXPHUHDOHDWRDUHVHSRDWHIDFHSULQPDLPXOWHPHWRGH

a) metode manuale, care constau în folosirea de dispozitive ca urne cu bile,

]DUXULUXOHW HWF

E PHWRGH IL]LFH FDUH VH ED]HD]  SH SURFHVH IL]LFH GHVSUH FDUH VH úWLH F  VXQW

intrinsec aleatoare (de exemplu zgomotul electronic sau radioactiv);

c) metode de memorizare, bazate pe selectarea numerelor din tabele de numere
aleatoare construite anterior, sau din memoria unui calculator electronic (de exemplu
tabelele RAND elaborate în SUA);
G PHWRGH DQDOLWLFH FDUH XWLOL]HD]  XQ DOJRULWP GH JHQHUDUH SURJUDPDW SH

calculator.
Numerele generate trebuie s vQGHSOLQHDVF XUP WRDUHOHFRQGL LL

-V ILHXQLIRUPUHSDUWL]DWHvQLQWHUYDOXO'DF SULQWU -un procedeu oarecare

s-DJHQHUDWQXP UXO N uniform repartizat în intervalul (0, A), AILLQGXQQXP UvQWUHJ

atunci transformarea X=N/A, 0<N<A produce numere X uniform repartizate în

intervalul (0,1);
- V  ILH VWDWLVWLF LQGHSHQGHQWH QH DXWRFRUHODWH 7HVWDUHD UHSDUWL LHL úL D
-
LQGHSHQGHQ HLVWRFKDVWLFHVHUHDOL]HD] SULQWHVWHVWDWLVWLFHFRUHVSXQ] WRDUH

-V ILHUHSURGXFWLELOHDGLF SRUQLQGDOJRULWPXOFXDFHOHDúLYDORULLQL LDOHV VH

RE LQ H[DFWDFHODúLúLUGHQXPHUH

-V DLE SHULRDGDGHUHSHWDUHPDUH

-JHQHUDUHDV VHIDF UDSLGúLFXFRQVXPUHGXVGHPHPRULH

*HQHUDUHD SULQ PHWRGH PDQXDOH DUH YLWH]  UHGXV  úL XQLIRUPLWDWHD UHSDUWL LHL SRDWH IL

coQWHVWDW  ÌQ PRG SUDFWLF DFHVWH PHWRGH QX VH IRORVHVF 1XPHUHOH JHQHUDWH SULQ

metode fizice au parametri statistice favorabili, dar nu sunt reproductibile. Când se

IRORVHVF WDEHOH PHPRUL]DWH YLWH]D GH DFFHV HVWH PDUH GDU úL FRQVXPXO GH PHPRULH

este considerabil.
Dintre metodele analitice amintim:
 PHWRGD PLMORFXO S WUDWXOXL D OXL - YRQ 1HXPDQQ FDUH FRQVW  vQ DOHJHUHD XQXL

QXP U DUELWUDU ULGLFDUHD OXL OD SXWHUHD D GRXD úL H[WUDJHUHD FLIUHORU GLQ PLMORF DOH

UH]XOWDWXOXL $FHVWHD IRUPHD]  SULPXO QXP U DOHDWRU JHQHUDW HO VH ULGLF  GLQ QRX OD

S WUDW úDPG 3URFHGHXO HVWH VODE GHRDUHFH SHULRDGD GH UHSHWDUH HVWH UHODWLY VFXUW 

IXQF LHGHQXP UXOFLIUHORUFDUHFRPSXQQXP UXODOHVLQL LDO

2. metode recurente, care constau în utilizarea unui algoritm de calcul bazat pe o

UHOD LHGHIRUPD

nj = fj-i(nj-1,nj-2,...,nj-i) , j>i
unde n1,n2,...,ni HVWH XQ úLU LQL LDO GH QXPHUH *HQHUDUHD VH RSUHúWH FkQG j=k.
&DQWLWDWHD GH QXPHUH JHQHUDW  HVWH N -i 'H FHOH PDL PXOWH RUL VH IRORVHúWH R VLQJXU 

IXQF LH I LMN GDU XWLOL]DUHD D GRX  VDX PDL PXOWH IXQF LL FDUH DOWHUQHD]  GXS  R

UHJXO VWDELOLW P UHúWHSHUIRUPDQ DJHQHU ULL

'LQWUH PHWRGHOH UHFXUHQWH FHOH PDL GHV IRORVLWH VXQW PHWRGHOH FRQJUXHQ LDOH

FDUHXWLOL]HD] WHRULDFODVHORUGHUHVWXUL0HWRGHOHFRQJUXHQ LDOH sunt:

-PHWRGDFRQJUXHQ LDO DGLWLY 

6H GDX QXPHUHOH LQL LDOH vQWUHJL SR]LWLYL n1,n2,...,nr úL m (suficient de mare).
1XPHUHOHJHQHUDWHVHRE LQFXUHOD LD

nj = (nj-1 + nj-r)(mod m) , j = { r+1, r+2,...}

úL HOH YRU DSDU LQH LQWHUYDOXOXL > 0,m-1], putând fi aduse în intervalul [0,1] prin
transformarea Xj = nj /m.
ExempluFXúLUXOLQL LDOúLP VHJHQHUHD] úLUXO^`

-PHWRGDFRQJUXHQ LDO PXOWLSOLFDWLY 

$UHODED] XQQXP ULQL LDO n1FDUHWUHEXLHV ILHSULPFXPúLQHGLYL]LELO cu 2

úL  R FRQVWDQW  PXOWLSOLFDWLY  D vQWUHJ SR]LWLY a=m úL m, modulul caselor de
UHVWXUL5HOD LDGHJHQHUDUHHVWH
 nj+1 = (anj)(mod m) , j = 1,2,...

-PHWRGDFRQJUXHQ LDO PL[W 

Se aleg constantele întregi a úL b QXP UXO LQL LDO n1 úL m, genHUDUHD ILLQG GDW 

de:
nj+1 = (anj +b)(mod m) , j = 1,2,...

Exemplu: Cu nucleul (n1=2, a=12, b=32, m VHJHQHUHD] úLUXO

{56, 34, 38, 19, 62, 39, 31, 2, 56,...}.

([LVW  PXOWHDOWH PHWRGHúLSRVLELOLW LGHJHQHUDUHGHQXPHUHSVHXGRDOHDWRDUH

rezultate din combinarea acestor metode.

3ULQVLPXODUHVHSRWGHWHUPLQDúLYDORULGHVHOHF LHSHQWUXRYDULDELO DOHDWRDUH

FDUH XUPHD]  R UHSDUWL LH GDW  2 PHWRG  GHV XWLOL]DW  vQ DFHVW FD] HVWH metoda
transformatei inverse$FHDVWDVHDSOLF vQFD]XOFkQGUHSDUWL LDWHRUHWLF DYDULDELOHL

aleatoare X IXQF LD F(x) GHILQLW  SULQ P(X< x) = F(x) HVWH FRQWLQX  úL SRDWH IL

LQYHUVDELO 0HWRGDDUHODED] IDSWXOF ILLQGGDWHYDULDELODDOHDWRDUH XFXIXQF LDGH

UHSDUWL LH F(x) úL YDULDELOD DOHDWRDUH U uniform reparWL]DW  SH LQWHUYDOXO  DWXQFL

variabila aleatoare Y GHILQLW  SULQ Y=F-1(U), unde F-1 este inversa lui F XUPHD] 

DFHHDúLUHSDUWL LHFXYDULDELOD X.
2 DOW  PHWRG  XWLOL]DW  vQ JHQHUDUHD GH YDULDELOH DOHDWRDUH GH R UHSDUWL LH GDW 

este metoda respingerLL FDUH SRDWH IL DSOLFDW  RULF UXL WLS GH YDULDELO  úL SRDWH IL

H[WLQV úLSHQWUXFD]XOPXOWLGLPHQVLRQDO)LHRYDULDELO DOHDWRDUH XDF UHLGHQVLWDWH

de probabilitate este f(x) *HQHUDUHD GH YDORUL FDUH XUPHD]  UHSDUWL LD UHVSHFWLY  VH

GHVI úRDU GXS XUP WRUXODOJRULWP

3DV6HGHWHUPLQ  a=min xiúLE max xi;

3DV6HGHWHUPLQ XQPDMRUDQW DOIXQF LHL
c f(x) : max f(x) < c;
3DV  6H JHQHUHD]  FX XQ DOJRULWP RDUHFDUH QXP UXO y1 uniform repartizat în
LQWHUYDOXO >D E@ $PLQWLP DLFL F  GDF  SULQWU -un SURFHGHX GH JHQHUDUH DP RE LQXW
QXP UXO z uniform repartizat în (0,1), prin transformarea y=a+(b-a)zQXP UXO y este
uniform repartizat în intervalul (a,b);
3DV6HJHQHUHD] QXP UXO y2 uniform repartizat în intervalul [0,c];
3DV  'DF  y2 = f(y1), atunci X=y1, în caz contrar respingem perechea (y1,y2 úL VH
reia algoritmul cu pasul 3. Când s-DXJHQHUDWVXILFLHQWHQXPHUHFHXUPHD] UHSDUWL LD

GDW  DOJRULWPXO VH RSUHúWH 'H UHJXO  VH GHILQHúWH R SUREDELOLWDWH GH DFFHSWDUH D

valorii generate prin pa=P(y2 < f(y1 úL SUREDELOLWDWHD GH UHVSLQJHUH HVWH pr=1-pa.
Algoritmul este cu atât mai performant cu cât prWLQGHF WUH]HUR

([LVW  VDX SRW IL LPDJLQDWH PXOWH DOWH PHWRGH VSHFLILFH XQHL UHSDUWL LL GDWH

)LHFDUHOHJHGHUHSDUWL LHH[SULP RDQXPHSURSULHWDWHFDUHSRDWHILUHSURGXV SULQWU -

XQ DOJRULWP SH FDOFXODWRU 6H FXQRVF DOJRULWPL GH JHQHUDUH GH QXPHUH FDUH XUPHD] 

UHSDUWL LD3RLVVRQKLSHUJHRPHWULF ELQRPLDO QRUPDO 6WXGHQW)LVFKHUúD

6.5. 0RGHODUHDSURFHGXUDO úLVLPXODUHD

'XS  VXFFHVH UHPDUFDELOH vQ DSOLFDUHD PRGHO ULL PDWHPDWLFH vQ IXQGDPHQWDUHD

GHFL]LLORU FDUH DX vQFXUDMDW SH FHUFHW WRUL vQ HODERUDUHD GH QRL úL QRL PHWRGH SH OD

începutul anilor '80 s-D FRQVWDWDW H[LVWHQ D XQHL FUL]H vQ GLVFLSOLQHOH PRGHO ULL

matematice aplicate în economie, mai aOHV OD QLYHO RSHUD LRQDO 0DMRULWDWHD

DSOOLFD LLORUUHDOL]DWHSkQ DWXQFLV DXED]DWSHPHWRGHQRUPDWLYHSHSUHVXSXQHUHDF 

-
RUJDQL]D LLOH HFRQRPLFH WLQG VSUH RSWLPL]DUH 5HDOOLWDWHD D FRQWUD]LV DFHVW IDSW

'HVFULHUHD UHJXODULW LL IXQF LRQ ULL VLVWHPHORU SULQ PHWRGH GH RSWLPL]DUH D I FXW GLQ

DQDOLúWLL VLVWHPHORU GH FRQGXFHUH SUL]RQLHULL SURSULXOXL ORU DSDUDW PDWHPDWLF 'H

aceea, în mare parte s-D UHQXQ DW OD DVHPHQHD PHWRGH GH RSWLPL]DUH SHQWUX D

IRUPDOL]D PDL OLEHU UHJXODULWDWHD FRPSRUW ULL úL OHJLOH PLúF ULL VLVWHPHORU GH

conducere. S-a trecut la ceea ce numim PRGHODUH SURFHGXUDO  2GHVFULHUH GHWDOLDW 

D SUREOHPDWLFLL OHJDWH GH PRGHODUHD SURFHGXUDO  VH J VHúWH vQ OXFUDUHD [28]. Pentru
FRQWUROXOIHQRPHQHORUQDWXULLSHQWUXDFXQRDúWHOHJLOHFDUHRJXYHUQHD] úLDOHIRORVL

vQGLUHF LDQHYRLORUYLWD HDOHRPXOXLVXQWSDUFXUVHXUP WRDUHOHHWDSH

l
 1) observarea fenomenelor sub aspect descriptiv-FDOLWDWLY6HFDXW vQ HOHJHUHD

fenomenului;
2) formularea unor legi (descriptiv-FDOLWDWLYH 2EVHUYDUHD úL H[SOLFDUHD

conduc la formularea -cu variabile lingvistice-DOHJLW LLIHQRPHQHORU

3) observarea fenomenelor sub aspect cantitativ (unor caracteristici ale

IHQRPHQHORU VLVWHPHORU OL VH DVRFLD]  YDULDELOH QXPHULFH VH GHILQHúWH

XQLWDWHDGHP VXU VHHIHFWXHD] P VXU WRUL );

4) IRUPXODUHD XQRU OHJL FDQWLWDWLYH VH DQDOL]HD]  GDWHOH VH IDF LSRWH]H VH

YHULILF VHFRUHFWHD] WRWXOvQWU -un proces iterativ);

5) DGRSWDUHD XQRU GHFL]LL GH DF LXQH DVXSUD QDWXULL DYkQG FD RELHFWLY

VDWLVIDFHUHDGLUHFWúLLQGLUHFWDQHYRLORUXPDQH

6) urm ULUHDHIHFWHORUGHFL]LLORUDGRSWDWH

8QHRUL DFHVW GHPHUV DUH OD ED]  XQ PRGHO 'H PXOWH RUL vQV  SXWHP HYLWD

elaborarea modelului, procedând astfel:

• vQIXQF LHGHLQIRUPD LDGLVSRQLELO HODERU PDOJRULWPXOGHFDOFXOúLDQDOL] P

VROX LDRE LQXW 

• GDF VROX LDHVWHVDWLVI F WRDUHGLQSXQFWGHYHGHUHDOFULWHULLORUSUHFRQL]DWHVH

WUHFHODDSOLFDUHGDF QXVHUHLDXREVHUYD LLOHVHUHHODERUHD] DOJRULWPXOVDX

DELDDFXPVHFRQVWUXLHúWHXQPRGHO

([LVW  GHFL FD]XUL FkQG PRGHOXO QX VH PDL HODERUHD]  1XPDL GDF  HODERUDUHD

DOJRULWPXOXL QX D GXV OD R VROX LH VDWLVI F WRDUH VH HODERUHD]  PRGHOXO LDU DFHVWD

SRDWH V  QX ILH FRPSOHW 6H DSOLF  GLQ QRX DOJRULWPXO VH UHDQDOL]HD]  UH]XOWDWXO

$FHVWSURFHVHVWHQXPLWPRGHODUHSURFHGXUDO 

Modelarea proceduraO  DFRUG  GHFL XQ URO PDL PDUH DOJRULWPXOXL úL XQ URO

VHFXQGDUPRGHOXOXL'HIDSWQXVHPDLIDFHRGLVWLQF LHFODU vQWUHPRGHOúLDOJRULWP

$OJRULWPXOWUHEXLHV vQGHSOLQHDVF GRX FRQGL LL

• universalitate;
• finitudine.
 Universalitatea cere ca algoritmXO V  SHUPLW  SUHOXFUDUHD XQXL QXP U PDUH GH

GDWHGHLQWUDUHFKLDULQILQLW)LQLWXGLQHDVHUHIHU ODWLPSXOVDXVSD LXOPHPRULDvQ

FDUH VH IXUQL]HD]  UH]XOWDWXO WLPS FDUH WUHEXLH V  ILH ILQLW SUDFWLF IRDUWH VFXUW GH

ordinul orelor.
'DF  QRW P FX X YHFWRUXO VROX LHL GDW GH DOJRULWP úL FX X’ vectorul solu LHL
DGHY UDWHSXWHPGHRVHELWUHLFODVHGHDOJRULWP

a) H[DF L X − X ’ = 0;

b) aproximativi: X − X ’ ≤ ε ;
c) HXULVWLFLvQFHUF ULED]DWHSHLQWXL LHúLH[SHULPHQWFDUHQXGDXVLJXUDQ DF R

FRQGL LHGHIRUPD X − X’ ≤ ε HVWHvQGHSOLQLW 

Algoritmii euristici se compun dintr-o serie de reguli care sunt încercate în

WLPSXO FDOFXOHORU úL VH vPEXQ W HVF SH ED]D DQDOL]HL UH]XOWDWHORU $FHDVWD SHUPLWH

GHFLGHQWXOXL V  VWDELOHDVF  FH UHJXOL VXQW PDL DGHFYDWH vQWU R VLWXD LH GDW  WLSXUL GH
-
SUREOHPHFODVHGH PHWRGH$UUH]XOWDF SRWH[LVWDRLQILQLWDWHGHDVWIHOGHUHJXOLúL

F DUILXQQRQVHQVV YRUELPGHDOJRULWPLHXULVWLFL3XWHPGDvQV SHQWUXRDQXPLW 

SHULRDG  VDX XQ DQXPLW QXP U GH DSOLFD LL XQ VHW GH UHJXOL HOHPHQWDUH vQ QXP U

ILQLWFXQRVFXWHLQL LDOúLROHJHGHFRPSXQHUHDORUSHQWUXDFUHDQRLUHJXOLÌQDFHVW

IHO SURFHGXULOH VH SRW DOJRULWPL]D 0XO LPHD DOJRULWPLORU HXULVWLFL IRORVL L vQ

adoptarea deciziiloU VH QXPHúWH HXULVWLF . Procedurile euristice sunt, deci, temporar
DOJRULWPL]DELOH(XULVWLFDúLPRGHODUHDSURFHGXUDO SUHVXSXQRDXWRLQVWUXLUHFRQWLQX 

3UREOHPHOHFDUHDSDUSRWILvPS U LWHvQFODVHWLSXUL(ODERUDUHDXQXLDOJRULWPJHQHUDO

valabil este GLILFLO 6HFUHHD] HXULVWLFLVSHFLDOHSHQWUXILHFDUHFODV GHSUREOHPH

&ODVHOH GH SULQFLSLLúL UHJXOL DSOLFDWHvQPRGHODUHDSURFHGXUDO VXQW QXPHURDVH

) U SUHWHQ LDGHH[KDXVWLYLWDWHFkWHYDUHJXOLJHQHUDOHVXQW

• clasificarea problemelor, regulilor, VLWXD LLORULQL LDOHVW ULORUHYHQLPHQWHORU

• DVRFLHUHD XQHL UHJXOL ILHF UXL WLS GH SUREOHP  5HJXOLOH VH SRW JUXSD vQ GRX 

mari clase:
 a) UHJXOL SHQWUX D FRQVWUXL R VROX LH HOHPHQW FX HOHPHQW DOHJkQG SH FHO

mai convenabil;
b) UHJXOLSHQWUXDOHJHUHDXQHLVROX LLFRQVWUXLWHGLQPXO LPHDGHVROX LL

• IRORVLUHDUD LRQDPHQWXOXLSULQDQDORJLH
• transformarea unei probleme date P într-R SUREOHP  P’ PDL XúRU GH UH]ROYDW
sau într-XQDF UHLDLVHFXQRDúWHUH]ROYDUHD

• DSOLFDUHDUHJXOLLFkúWLJXOXLPD[LPFXHIRUWPLQLP
• apreFLHUHDSHUIRUPDQ HORUIRORVLQGUHJXOLHWDORQSHSUREOHPHWHVW
• HYDOXDUHDGLIHUHQ HLPD[LPH
• UHJXODSULRULW LORUVXELHFWLYHRUGRQDUHDFDQGLGD LORUGXS FULWHULLQXPHULFH

• UDPLILFDUHúLP UJLQLUHEUDQFKDQGERXQG

• SULQFLSLXOvQFHUF ULORUGHWHUPLQLVWHSHQWUXDJ VLVROX LLPDLEXQHVHJHQHUHD] 

QRLVROX LLúLVHHIHFWXHD] WHVWHGHDGPLVLELOLWDWH

• SULQFLSLXO DXWRLQVWUXLULL VH XUP UHúWH HIHFWXO DSOLF ULL UHJXOLORU FXQRVFXWH

P ULQGSUREDELOLWDWHDGHDSOLFDUHDUHJXOLORUFDUHDXDYXWVXFFHV

• regula încHUF ULORU DOHDWRDUH VH PRGLILF  XQLL SDUDPHWULL vQ PRG DOHDWRU úL VH

HYDOXHD] SHUIRUPDQ D

• SULQFLSLXO GHVFRPSXQHULL R SUREOHP  GH GLPHQVLXQL PDUL VH GHVFRPSXQH vQ

VXESUREOHP 

• SULQFLSLXODJUHJ ULLúLGH]DJUHJ ULL

• SULQFLSLXO FRUHFW ULL HURULORU HVWH QHFHVDU FD vQ GLIHULWH HWDSH DOH PRGHO ULL

SURFHGXUDOHHURULOHUHODWLYHV ILHDSUR[LPDWLYHJDOHHURULGHP VXUDUHúLFHOH

de prelucrare a datelor).
0RGHODUHD SURFHGXUDO  úL VLPXODUHD VXQW LQWHUGHSHQGHQWH úL DMXW  OD UHIOHFWDUHD

PDLILGHO DUHDOL t LLODFXQRDúWHUHDULJXURDV úWLLQ LILF DSURFHVHORUúLIHQRPHQHORU

economice.

5(&20$1' 5,%,%/,2*5$),&(

[2], [4], [6], [13], [28], [29], [34].