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You are on page 1of 31

Chapter 2

Insight

Complex

2

Process

Determine

Characteristics

Key Components

Random

Numbers

Number: between 0 & 1 Variable: some quantity; perhaps from a known distribution

Descriptive

Statistics

Values used for describing a systems and making predictions about its behavior

Note:

4

Random Variable

A

Number of heads obtained when flipping a coin 10 times Number of customers arriving in an hour Maximum length of a queue during the day Shortest service time for a customer for the day

Randomness

True

number sequence

Uniformly distributed Each number statistically independent of previous numbers

Random

Where?

6

=RAND(

Generates real values: 0 <= val < 1 =RANDBETWEEN (low, high) Generates integers: low <= val <= high To use in Excel IF (RAND ( ) < 0.5, 0, 1) IF (A2 <= 0.33, 0, (IF A2 <= 0.66, 1, 2)

Problem

with Excel.

Authors

We will not use these. Discussed in 2.1.2 and 2.1.3

Random

Limitations:

RNG

is a mathematical function

values generated before sequence repeats Seed: Initialization value for a RNG

Monte

Fair

Carlo Simulation

10

1. 2.

1. 0 - .3 3 2. .3 - .75 6 3. .75 1 10

1.

Why not? IF (RAND() <= 0.3, 3, (IF RAND <= 0.75, 6, 10)) 11

Arrival Times

Arrival

Arrival

time Clock time of

arrival Inter-Arrival Time: time between successive arrivals Inter-Arrival Time Arrival Time (Clock) Example: Initialize: Clock = 0

3 3 7 2 10 12

12

Calling Nature

Infinite vs. Finite population Arrival Rate vs. Effective Arrival Rate

Service Service

13

Generally

(random) Arrivals

Service

defined by a distribution

Time between arrivals inter-arrival time Service times Arrival rate must be less than the service rate. What if it is not? Unstable, explosive

14

Queue Basics

System Event

State

Number & status of entities (units) Circumstance that causes a change in system state

Clock

Relative time

15

Arrive

Queue

Server

Depart

What are the state variables? What are the events? Refer to flow diagrams Pg. 42 +

16

Can

Generate Events

up-front

Before simulation begins OK for small/short simulations

on-the-fly

As needed Used for professional/complex simulations

Generate

17

Brief Example

Cust # 1 2 3 4 5 6 IAT 0 2 4 3 2 6 A-time *Clock 0 2 6 7 9 15 S-begin *Clock 0 2 6 9 11 15 S-time 2 1 3 2 1 4

18

S-end *Clock 2 3 9 11 12 19

What

else can we keep track of during the simulation? Wait time in queue Time in system Server idle time Calculate these for previous example.

19

What

can we calculate at the end of simulation? Average inter-arrival time Average service time Server utilization (% busy) *Average queue length Calculate for previous example.

20

Customer

Time in queue, Time in system, Probability of waiting in queue, Interarrival time Averages, max, min

Server

Queue

21

1.

Current queue length Server status (busy, idle) Customer wait time

1.

Average, max, min queue length Average, min, max service time; utilization Average wait time, max, min

22

2.

2.

3.

3.

Simulation Statistics

Numerous

standard statistics

of interest Some results calculated from parameters Used to verify the simulation Most calculated by program

23

Average Wait time for a customer = total time customers wait in queue total number of customers Average wait time of those who wait = total time of customers who wait in queue number of customers who

24

More Statistics

Proportion of server busy time = number of time units server busy total time units of simulation Average service Time = total service time number of customers serviced

25

More Statistics

Average time customer spends in system = total time customers spend in system total number of customers Probability a customer has to wait in queue = number of customers who wait

26

Traffic Intensity

A

measure of the ability of the server to keep up with the number of the arrivals TI= (service mean)/(inter-arrival mean) If TI > 1 then system is unstable & queue grows without bound

27

Server Utilization

%

of time the server is busy serving customers If there is 1 server SU = TI = (service mean)/(interarrival mean) If there are N servers SU = 1/N * (service mean)/ (inter-arrival mean)

28

Weighted Averages

Necessary

when unequal probability of values. Example: Service times: 20% take 5 minutes, 38% take 8 minutes, 42% take 11 minutes. What is the average service time? Is it (5 + 8 + 11) / 3 = 8 ???

29

Correct Answer

20% take 5 minutes, 38% take 8 minutes, 42% take 11 minutes. AST = .2 * 5 + .38 * 8 + .42 * 11 = 1 + 3.04 + 4.62 = 8.66

30

Spreadsheet Homework

DUE: Page 78+ (Show all work & document)

# 2: Calculate expected number of customers per day & number of bagels needed: Based in these values, what is expected cost, income, & profit. Dont simulate. # 4: Calculate expected # of calls 9 am 5 pm. & avg. service time. What is utilization of taxi? What is utilization if 2 taxis? Complete an Excel Simulation for 9 to 5 day with 1 taxi. (Print off values & formulas version. Document well.) #51: Calculate best case, worst case, and

31

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