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Tatap
Fakultas Program Studi Kode MK Disusun Oleh
Muka
Fakultas Teknik Teknik Industri 05610001 Dr. Nova Indah Saragih, S.T., M.T.
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Abstrak Kompetensi
Modul ini membahas analisis Mahasiswa mampu melakukan
output simulasi menggunakan analisis ouput simulasi Promodel.
Promodel.
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Analysis of Simulation Output (1/2)
1. Statistically Approach
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3. How many replications should be made?
The answer to the question of how many replications are necessary
is usually based on the analyst’s desired half-width of a confidence
interval. As a general guideline, begin by making 10 independent
replications of the simulation and add more replications until the
desired confidence interval half-width is reached.
2. Performance Estimation
We can apply statistical methods to estimate the expected or mean value of the
model’s output response. There are two types of estimates:
x i
x= i
n
The standard deviation for the population (denote as ), which is a
measure of the spread of data values in the population, is similarly
estimated by calculation a standard deviation of the sample of
values (denote as s).
x − x
n 2
s= i =1 i
n −1
The sample variance s2, used to estimate the variance of the
population 2 2, is obtained by squaring the sample standard
deviation.
Example:
Buddy opens his barbershop at 8:00 A.M. and closes at noon on
Saturday. In order to determine the exact value for the true average
number of customers getting a haircut on Saturday morning (μ).
We decide to get an estimate of the true mean μ by spending the
next 12 Saturday mornings watching TV at Buddy’s and recording
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the number of customers that get a haircut between 8:00 A.M. and
12:00 noon.
Answer:
12
x
x= i =1 i
12
21 + 16 + 8 + + 10
=
12
= 13.67
x − 13.67
12 2
s= i =1 i
12 − 1
= 4.21
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Confidence level is expressed as the probability P that the
unknown true mean μ lies within the interval x hw . If the sample
observations used to compute and s are independent and
normally distributed, the following equation can be used to
calculate the half-width of a confidence interval for a given level of
confidence.
(t n −1, / 2 )s
hw =
n
t n −1, / 2 is a factor that can be obtained from the Student’s t table.
hw =
(t11, 0.025 )s = (2.201)4.21 = 2.67 haircuts
n 12
The lower and upper limits of the 95 percent confidence interval
are calculated as follows:
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Lower limit = (x − hw) = 13.67 – 2.67 = 11.00 haircuts.
Upper limit = (x + hw) = 13.67 + 2.67 = 16.34 haircuts.
This is not to say that mean and standard deviation are the only parameter
estimates in which we may be interested.
3. Estimating Parameter
s2 s2
x − t n −1,1− / 2 x + t n −1,1− / 2 (1)
n n
Where:
x i
x= i
n
(x − x )
2
i
s= i
n −1
How large n should be? There are two approaches. The approaches are based
on:
a. absolute error ( )
If we estimating μ using x so then the it is said that we have made
absolute error of . Our objective is to run the simulation model
in order to achieve the half length less than . The number of
replication that satisfy the objective is nab ( ) . nab
( ) is obtained
s2
t n −1,1− / 2 (2)
n
Steps to calculate nab ( ) :
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1. run the simulation for 5 or 10 replication
2. calculate s and then use it in the formula (2)
3. if the inequality has not satisfied, increase n by 1 and then
recalculate the formula (it is assumed that s has not changed)
4. run the simulation for smallest n that satisfy the formula (2),
then we can employ formula (1) to estimate the μ.
e is equal to the hw of a confidence interval (x e ) . Setting e = hw
and solving for n would give an equation that could be used to
estimate the number of replications necessary to meet a specified
absolute error amount e and significance level .
hw = e
(t n −1, / 2 )s = e
n
(t )s 2
n = n −1, / 2
e
We replace t n−1, / 2 with Z / 2 , which depends only on . The
(Z )s
2
n = / 2
e
Example:
We want to estimate the number of replication n’ needed to be able
to assert with 95 percent (1– =0.95) confidence that the sample
mean x we compute is off by at most 2.00 haircuts (e=2.00) from
the true but unknown mean x . Based on the initial sample of 12
observation, we know that s=4.21 haircuts. We compute n’ as
follows:
We find Z / 2 = Z 0.025 = t , 0.025 = 1.96
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(Z )s (1.96)4.21 = 17.02
2 2
n = 0.025 =
e 2.00
18 observatio ns
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Sumber:
1. Harrel, C., Ghosh, B.K., dan Bowden, R.O. (2004): Simulation Using
Promodel, Mc Graw Hill.
2. Law, A.M. and Kelton, W.D. (1991): Simulation Modeling And Analysis,
McGraw-Hill.