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ABSTRACT based on the current state of the real system can provide
decision makers higher quality support.
Online simulation is a relatively new control strategy for Such simulation-based online control systems require:
short-term decision-making for the control and manage-
ment of processes in existing systems. In contrast to tradi- • A validated simulation model of the real system in
tional “non-terminating” simulation, online simulation can- which the level of detail of the simulation model
not use a transient phase to tune the models because the must be equivalent to structures in the real system.
simulation models need to run very quickly and also need This particularly applies to control strategies used
to deliver results right from the start. In this context, the or the incorporation of human decision making.
initialization of such online simulation models represents a • An online connection of the simulation model
special problem. It requires mapping between the system- with the real system, i.e. the inputs from the envi-
describing variables in the model and the available data in ronment are identical for the real system and the
the real system. This paper examines two different meth- model.
ods of initialization. Special emphasis is placed on explain- • The simulation including multiple different runs
ing the approach of parent model synchronization. Both must be executed in a short timeframe because the
initialization approaches are transferred to the context of results of the simulation(s) have to be available
analyzing and forecasting pedestrian flows in a public before a certain deadline. The simulation engine
building. A first prototypical implementation in SLX is has to be fast enough to deliver the results in a pe-
also briefly presented. riod of time that allows using the results in the
subsequent decision process.
1 MOTIVATION
A special problem in this context is the initialization of
Decision support with a long time horizon is one of the online simulation models. It requires mapping between
classic applications of simulation models. Different pa- system-describing variables in the model and the available
rameters of planned systems have to be evaluated based on data in the real system. Different problems exist where, for
the results of simulations and planners endeavor to opti- example, the real world measured data is incorrect or
mize these parameters. In this standard application the measuring the value for the model variable in the real sys-
simulation models are offline, i.e. the models are not di- tem is problematic. Errors resulting during the initialization
rectly coupled with the real system. Often, the simulation process have to be minimized. Normally, the consequences
models developed are not used after the decision-making of such deficiencies diminish as the duration of the simula-
process. tion increases. However, in contrast to traditional “non-
By contrast, short time decisions have to be made con- terminating” simulation, online simulation cannot use a
stantly when controlling and managing processes of exist- transient phase to tune the model because the simulation
ing systems. Nowadays, the complexity of such systems is models need to deliver results right from the start.
increasing as the need to efficiently control and manage This paper describes methodologies for initializing
them increases. There are two main classes of control online simulation models in which the measured online
strategies: Simulation-based strategies and strategies based data is either incorrect or unavailable. Section 2 of this pa-
on heuristics rules and mathematical equations. Simulation per examines related work on online simulation and section
3 explains different initialization methods. Section 4 de-
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Hanisch, Schulze, and Tolujew
scribes a case study in which two of the methods described The following presents the problems of initialization
were applied. Section 5 highlights some aspects of imple- in more detail and proposes different methods for initiali-
mentation in the simulation language SLX. A summary zation.
and outlook in section 6 finish the paper.
3 INITIALIZATION METHODS FOR ONLINE
2 RELATED STUDIES ON ONLINE- MODELS
SIMULATION
In the classical simulation approach, the simulation model
Online simulation designates a category of simulation ap- is initialized with “empty” and “idle” and started. Depend-
plications in which the simulation model is connected ing upon the kind of simulating system, a transient phase
online with the reality to be simulated and the results of the may be used to adjust the statistics. Consider a classical
simulation are available before a certain time limit expires. example, the simulation of counter operations in a bank. If
(Davis 1998). the simulation time is designated with t, the model will be
The uncertainty of the simulated results correlates with initialized with “empty” and “idle” at the time t0. Custom-
the length of the simulation. The greater the difference be- ers stream into the bank, are served at the counters and
tween the forecast horizon and the current time, the more leave the bank afterward. At a certain point in time tE the
flawed the results are. doors of the bank are closed and the simulation terminates
A typical area of application for online simulation once the last customer has left the bank.
(also called real-time simulation) is proactive decision sup- The online simulation starts at the time tS, the follow-
port for scheduling problems in manufacturing systems ing applying: t0 < tS < tE.
(Katz and Mannivannan 1993; Harmonsky 1995; Sivaku- In online simulation, the simulation model certainly
mar 1999; Gupta, Sivakumar, and Sarawgi 2002; Chong, can not be initialized and started as “empty” and “idle”
Sivakumar, and Gay 2002; Glinsky and Wainer 2002). since customers will already be in the bank. The system
This scheduling practice is also known as real-time sched- variables of the model have to be assigned initial values.
uling. Additional areas of application are the simulation of These values must be taken over from the real system. The
street traffic (Mazur, Chrobok, and Hafstein 2004) and the real data and the system variables have to be mapped so
simulation of pedestrian flows in public buildings (Hanisch that the model can be started as a reproduction of the real
et al. 2003). system with its current state.
One of the fundamental tasks in online simulation is The real data of the system can be accessed in two
the online supply of the simulation model with the data ways: Direct measurement by means of sensors or access
from the real system. At the actual start of the simulation, of information systems. The utilizable data is assigned two
the simulation model must reproduce the state of the real characteristics: Availability and quality.
system. In a simple case, the states of all objects in the The characteristic of availability specifies whether the
simulation model can be matched with the data from real- data from the material system can be determined or meas-
ity. The condition of data availability and correctness is not ured at all. The following values are distinguished here:
given for all applications, yet the methods for initializing Complete and incomplete availability. When availability is
simulation models described in the literature require these complete, all necessary data is present and can be com-
conditions. Data warehouses and factory databases make puted from existing data on the basis of context-dependent
data available for solving scheduling problems in manufac- rules. By contrast, when availability is incomplete, not all
turing systems. Fowler and Rose 2004 point out that a necessary data can be provided, acquired or computed.
chief problem is the availability of on-time and correct data The second characteristic of quality describes the cor-
from the factory. rectness of the data. A difference is made between the at-
There are other applications such as traffic and pedes- tributes of measuring errors and up-to-dateness. Measuring
trian flow simulations in which collecting the required data and acquisition errors are unavoidable concomitants of
is not possible or the collected data is incorrect. data acquisition. The magnitude of the error depends on the
Successful application of online simulation requires measuring and collection devices employed and the appli-
possibilities to initialize the models with sufficient preci- cations. For example, the results from recording persons
sion. The longer the forecast time is, the less influence in- waiting at a ticket counter contain more errors than data on
sufficient initialization has. Classic non-terminating simu- machine parts inventories derived from an information sys-
lation incorporates this fact in the appropriate procedures. tem. The other attribute of up-to-dateness specifies the
By contrast, online simulation has a brief forecast period, value of the difference between the time of model initiali-
i.e. insufficient model initialization inevitably leads to an zation and the time of measurement. This plays an impor-
erroneous forecast. Users must accept that the results are tant role in the provision of data in information systems.
erroneous. Suitable methods can be used to reduce the When the update frequency of this data is low, it does not
magnitude of the error.
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Hanisch, Schulze, and Tolujew
reflect the current state of the real system. (Fowler and such a child model. The disadvantage of this approach is
Rose 2004) that no more than one child model can run at one time.
The ideal case is a combination of complete data Each has to be executed sequentially. The SLX features
availability and high data correctness. Established ap- utilized are described in section 5 of this paper.
proaches to online model initialization presume the ideal
case. Combinations of incomplete availability of poor qual- Parent Child 1 Child 2
Model Model Model
ity data are more typical. This paper abstracts the lack of
quality of the data, i.e. it is assumed that the data is accu-
rate and time-equivalent at the time of retrieval. Other
studies will have to examine the incorporation of the char-
acteristic of data quality and the determination of its effects
on the simulation results.
Two different methods can be applied to initialization:
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Hanisch, Schulze, and Tolujew
child models. Afterward, the parent model returns to its 3.2 Model Generation
dormant state until a new update or request arrives. Figure
3 shows the basic principle with one child model. Model generation is the other approach for initializing
online simulation models. This approach is very similar to
the classical simulation application: The online simulation
Running Child Model Running Child Model model is created, initialized and started. This approach can
be implemented very easily. Figure 5 shows the principle
Simulation Time Simulation Time
behind this approach.
Updating Sleeping Updating Sleeping
Creation Creation
and Running and Running
Initialization Initialization
TNOW TNOW + Interval Real-Time T
Simulation Time Simulation Time
Figure 3: Child Model Creation and Execution with Re-
quested Synchronization of a Parent Model TNOW TNOW + Interval
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Hanisch, Schulze, and Tolujew
course again. A portion of the persons does not make use waiting on the basis of the state of the real system at the
of any service. Sensors are installed at the system’s points real time T and further incoming persons to be anticipated.
of entry and exit. Based on direction, these counting sen- The values for Cj und CSj for the intervals j have to be
sors detect the number of persons who have gone through predicted, the time Tj for these intervals being greater than
in one interval (5 minutes). Persons who make use of the the real time TNOW.
services dwell in the service area in the concourse. The The dependencies are:
simulation model is used to predict the density of persons
in the service area. Anytime the limit value of person den- Cj = CPj + CSj
sity is exceeded, this should be indicated. CSj = CWj + CAj.
Figure 6 shows the simplified structure of the real sys-
tem. The simulation model itself is based on a simple struc-
ture. Every person is simulated as an entity and every per-
O1 O2 O3 son entering the system is assigned the path system. The
1 2 3 appropriate path through the system is selected on the basis
I1 I2 I2 of distribution functions derived from historical data.
j (contents) 250
• CPj the total number of persons on the paths in in-
terval j 200
Time
The goal of the simulation is to forecast the total num-
bers of persons in the system and the number of persons Figure 7: Arrival Rate at One Gate
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Hanisch, Schulze, and Tolujew
This non-stationary behavior was approximated by ured. Optimization calculations were used to determine the
piecewise-constant arrival rates. percentage distribution of entering persons with respect to
the reachable destinations.
Departure Rate at the Points of Departure. The depar-
ture of individual persons from the concourse was likewise Path network with Path Lengths. The persons’ paths and
measured with counting sensors installed above the points the corresponding path lengths were determined by using
of departure. The number of persons in the system can be the local conditions and were quantified.
calculated from the total sum of persons arrived minus the
total sum of persons that left the system. Figure 8 shows 4.3 Online Data for Model Initialization
the number of persons in the system over a period of 24
hours. This is typical curve for the real system. At the start of the forecast, the simulation model has to be
initialized. Two problems arose when initializing the
Number of Persons in the System model:
400
350
• Not every model variable can be assigned a corre-
300 sponding measured value from the real system.
250 • The measured valued contain measuring errors.
Persons
200
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Hanisch, Schulze, and Tolujew
area CWk and number of persons in the service area CAk Taking all the measured data and known conditions in
can be neither computed nor measured. the real system into account, the values of variables com-
Section 5 demonstrates how the assumptions for these puted by means of simulation then have to be corrected if
values in initialization were arrived at. necessary. The correction for the variable of the number of
persons in the service area is shown can be cited as an ex-
4.4 Errors in Measurement ample.
If the following are designated thusly:
All measured valued are erroneous. In this case-study it
was possible to estimate an error function for each of the • CkSIM the simulated number of persons in the
measuring devices and all measured values were respec-
system for interval k,
tively adjusted before they were stored in the data base.
Hence, all measuring data can be considered correct. • CkMEAS the number of persons in the system for
interval k computed from the measured data,
• SL the service level (probability that a person
5 IMPLEMENTATION IN SLX uses this service)
The simulation system SLX was used to implement the • CS kSIM the simulated number of persons on the
methods for initialization described in section 3. service area for interval k and
• CS kCORR the corrected number of persons in the
5.1 Initialization with Model Generation
service area for interval k,
In this form of initialization, the model variables are initial-
then the corrected number can be calculated by using
ized for the interval k with the available measured data or
Equation 3:
the computable data. The remaining model variables are
initialized based on model-dependent historical observa-
tions or assumptions. The following was assumed for vari- (
CS kCORR = CS kSIM + SL * C kSIM − C kMEAS ) (3)
ables that are not measurable and not directly computable:
The simulated number corrected by the proportional
• CPk – number of persons on the paths equals zero difference from the simulated total number minus the com-
• CSk – number of persons in the service area equals puted total number of persons for the interval k produces
the number of persons in the system Ck the corrected number used for initialization. If, in the simu-
• CAk - total number of persons interacting with the lation, “too many” persons in the system were calculated,
services equals 1 then, when the inflow of persons is correctly simulated, the
• CWk - number of persons waiting equals the dif- outflow of persons has to be corrected. In this case, persons
ference of CSk - CAk are removed from the service area. In the case that are not
enough persons are in the system, additional persons are
The forecast simulation starts on the basis of these inserted to the service area.
model initialization parameters. Analogous corrections were made for the other vari-
ables. These correction algorithms were implemented in
5.2 Initialization with Parent Model Synchronization parent model.
Since the simulation system SLX does not have the
The “requested” synchronization approach is used for syn- capability to generate an external child model, the child
chronization. The update rhythm of the measured data ne- model was emulated within the parent model. The parent
cessitates this. The update interval, i.e. the time between model is operated with a combination of two different time
two updates, is 5 minutes, thus ruling out permanent syn- advance mechanisms.
chronization approach for this case study. The SLX simulation system has options for storing the
The parent model receives a request for synchroniza- current model state (checkpoint) and resetting a model to a
tion at the real time TNOW. This time TNOW marks the end of stored state (restore). The first applications of check-
the interval k. The parent model reflects the current state of point/restore technology go back to the beginnings of
the interval k-1. The current simulation time in the parent simulation when the simulation runs lasted much longer
model is ti-1. The simulations starts and uses as input data than hardware and operating systems could run without in-
the measured values for the number of persons that entered terruption or crashes. When a simulation was interrupted,
through corresponding entrances in the interval k. The an available checkpoint could be reverted to.
simulation is terminated when the current simulation time t This technology is now used to emulate a child model.
has reached the value of TNOW. After the parent model has been synchronized, a check-
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Hanisch, Schulze, and Tolujew
point is set at the time and the parent model switches into
the model range of the child model. The simulation runs is Measured and Forecasted Number of Persons in the
Service Area
executed until the end of the forecast period, the results are 350
evaluated and the model is reset to the model state stored 300
in the checkpoint. If necessary, several independent runs
are executed. 250
After the forecasts with the child model have been 200
completed, the model range of the parent model is reset.
150
The parent model sleeps until it receives another request
for synchronization. Figure 9 illustrates the main flow in- 100
All variables are updated Figure 10: Measured and Forecasted Number of Persons in
and t = TNOW the Service Area
in many cases, not all the variables used in the models can
Checkpoint
be initialized with measurable or computable values from
The current model state the real system. On the other hand, the measured values
will be stored
contain measuring errors or the measured values are not
up-to-date. Since transient phases have to be omitted to ad-
just the statistics, incorrect initialization of the online mod-
els directly affects the findings derived. Possibilities have
Sleep Forecasting
to be sought to keep the deficiencies during initialization as
until T = TNow + Interval Simulation time t slight as possible.
reaches forecast time
Time advance mechanism:
To realize this goal, the synchronization approach is
Time advance mechanism:
realtime as fast as possible recommended during initialization. This approach incorpo-
rates the “knowledge” implicit in a model and allows
qualitatively better initialization. This advantage comes at
Restore the cost of more effort for implementation.
The old model state will A similar approach of the implementation shown in
be restored this paper can be transferred to more complex systems
also. However, no generally accepted correction instruction
can be specified to do this. The correction are specific to
Figure 9: Main Loop in the SLX-Implementation conditions of the model.
Other studies will examine the problem of allowing
The emulation approach requires the simulation-based for measuring errors in online data as well as the efficient
forecasts with child model to be terminated before the par- organization of the management of parallel child models.
ent model receives a new request for synchronization.
Figure 10 illustrates the real and the simulated pro- REFERENCES
gression of the system variables of persons in the service
area. The thick line describes the progression up to the start Chong, C. S., A. I. Sivakumar and R. Gay. 2002. Design,
of a forecast. The thin lines indicate different forecast pro- Development and Application of an Object Oriented
gressions. The differences result from the application of Simulation Toolkit for Real-Time Semiconductor
different random numbers for the forecast. Manufacturing Scheduling. In Proceedings of the 2002
Winter Simulation Conference, E. Yücesan, C.-H.
6 SUMMARY AND OUTLOOK Chen, J. L. Snowdon, and J. M. Charnes, eds. pp.
1849-56.
Online simulation provides a way to improve the quality of Davis, W. J. 1998. On-Line Simulation: Need and Evoling
online controls and simulation-based early warning sys- Research Requirements. In Handbook of Simulation.
tems. The online simulation models must reflect the cur- Edsited by Jerry Banks. John Wiley & Sons, Inc. pp-
rent state of the system to be simulated. On the one hand, 465-516.
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