Simulation Examples ~ By Hand ~ Using Excel

Chapter 2

Why do examples by hand or spreadsheet??

Insight

to system Hands-on Helps with programming

Complex

systems not amenable to spreadsheet

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Process
Determine

Characteristics

of system Construct simulation table Generate & compute values

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:

[Link] has files

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Random Variable
A

quantity determined by some random experiment Examples

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

Random vs. PseudoRandom

number sequence
Uniformly distributed Each number statistically independent of previous numbers

Random

Where?

Random Number Generators (functions) Random Number Tables

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Excel Random numbers

=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.

Other sources of random numbers

Authors

provide Visual Basic functions in the sample spreadsheets on web site.

We will not use these. Discussed in 2.1.2 and 2.1.3

Random

Number Tables in text

Table A1 (p. 592) uniform Table A2 (p. 593) normal

Limitations:

Excel & VB functions dont use in professional work

Random Number Generator (RNG) Features

RNG

is a mathematical function

Different strategies Period: Number of

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

Example: Coin Tossing

Monte
Fair

Carlo Simulation

coin Head/Tail equally likely IF (RAND ( ) < 0.5, H, T)

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Example: Random Service Times

1. 2.

Integer value 1 to 10, inclusive

1. =RANDBETWEEN (1, 10)

Integer value with given probability

1. 3 @ 30%; 6 @ 45%, 10 @ 25% 2. Develop cumulative probability

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

3. IF (A2 <= 0.3, 3, (IF A2 <= 0.75, 6, 10)

1.

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

Arrival Times
Arrival
Arrival

Time vs. InterArrival Time

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
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Queuing(Waiting Line) Systems

Calling Nature

population of arrivals mechanism

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

Single vs. Multiple vs. Sequential

time Queue discipline

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Arrivals & Services

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

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Queue Basics
System Event

State

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

Relative time

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Single Server & Queue

Arrive

Queue

Server

Depart

What are the state variables? What are the events? Refer to flow diagrams Pg. 42 +
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Future Events List (FEL)

Can

Generate Events

up-front
Before simulation begins OK for small/short simulations

on-the-fly
As needed Used for professional/complex simulations

Generate

Inter-arrival times & Service times

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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
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S-end *Clock 2 3 9 11 12 19

Other simulation items

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.
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Other simulation items

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.
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Customer

Common Stats to Calculate

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

Server

Utilization, Service times (max, min, average)

Queue

Length (current, average, max, min)

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System State vs. Performance Measure * Current vs. After Simulation

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
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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
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Statistics Performance Measures

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

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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
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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

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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
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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)
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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 ???

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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

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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
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