风险管理软件crystalball使用指导中英文

I Page 1Crystal Ball Monte-Carlo Simulation with Crystal Ball用水晶球软件进行蒙特卡洛模拟To run a simulation using Crystal Ball:1. Setup Spreadsheet1设定数据表Build a spreadsheet that will calculate the performance measure (e.g., profit) in terms of the inputs (random or not). For random inputs, just enter any number.通过建立数据表可以对输入数据（随机的，非随机）进行评估。随机数据的输入，输入任意数即可。2. Define Assumptionsi.e., random variablesDefine which cells are random, and what distribution they should follow.2定义假设的前提例如，随机变量确定那些单元格的数据时随机的，这些数据应该服从什么样的分布3. Define Forecasti.e., output or performance measureDefine which cell(s) you are interested in forecasting (typically the performance measure, e.g., profit).3预测结果的确定例如，数据输出或者性能的测定确定哪些单元格的数据是你想预测的（典型的性能指标，例如，利润）4. Choose Number of TrialsSelect the number of trials. If you would later like to generate the Sensitivity Analysis chart, choose “Sensitivity Analysis” under Options in Run Preferences.4. 选择试验的次数选择试验的次数。如果 要生成敏感度分析图表，选择优先运行下的“敏感度分析”5. Run SimulationRun the simulation. If you would like to change parameters and re-run the simulation, you should “reset” the simulation (click on the “Reset Simulation” button on the toolbar or in the Run menu) first.运行模拟运行模拟。如果要改变参数重新进行模拟，需要首先重置模拟（点击运行菜单工具栏或者运行菜单下的“重置模拟”按钮）。6. View ResultsThe forecast window showing the results of the simulation appears automatically after (or during) the simulation. Many different results are available (frequency chart, cumulative chart, statistics, percentiles, sensitivity analysis, and trend chart). The results can be copied into the worksheet.查看结果在模拟最后或者运行的过程中，预测窗口会自动显示模拟的结果。可以获得不同的结果（频率图，累计图，统计图，百分比图，模拟分析图和趋势图），结果可以复制到工作表中。I Page 2Crystal Ball Crystal Ball Toolbar:（水晶球的工具栏）Define Define Run Start Reset Forecast TrendAssumptions Forecast Preferences Simulation Simulation Window Chart（确定假设）确定预测结果 优先运行 开始模拟 模拟重置 预测窗口 趋势图I Page 3Crystal Ball Walton Bookstore Simulation with Crystal Ball水晶球在 Walton 书店模拟中的应用Recall the Walton Bookstore example: It is August, and they must decide how many of next years nature calendars to order. Each calendar costs the bookstore $7.50 and is sold for $10. After February, all unsold calendars are returned to the publisher for a refund of $2.50 per calendar. Suppose Walton predicts demand will be somewhere between 100 and 300 (discrete uniform).回想 Walton 书店的例子。在八月份，书店需要确定订购的明年的日历的数量。单个日历的进价是 7.5 美元，售价是 10 美元。二月份之后，所有未售的日历将会以 2.5 美元的价格退还给出版商。假设 Walton 日历的销售量在100300 之间（离散型均匀分布）Demand = d Uniform100, 300Order Quantity = Q (decision variable)Revenue = $10 * Min(Q, d)Cost = $7.50 * QRefund = $2.50 * Max(Qd, 0)Profit = Revenue Cost + Refund需求量= d Uniform100, 300订购量= Q (随决定变化)收入 = $10 * Min(Q, d)成本 =$7.50 * Q退款 = $2.50 * Max(Qd, 0)利润 = 收入-成本+ 退款Step #1 (Setup Spreadsheet)第一步（制作电子表格）I Page 4Crystal Ball 1234567891011121314151617A B C D E FSimulation of Waltons BookstoreDataUnit Cost = $7.50Unit Price = $10.00Unit Refund = $2.50Demand Distribution (Uniform)Minimum = 100Maximum = 300Decision VariableOrder Quantity = 200SimulationDemand Revenue Cost Refund Profit200 $2,000.00 $1,500.00 $0.00 $500.00151617B C D E FSimulationDemand Revenue Cost Refund Profit200 =C5*MIN(C13,B17) =C4*C13 =C6*MAX(C13-B17,0) =C17-D17+E17I Page 5Crystal Ball Walton Bookstore Simulation with Crystal Ball用水晶球对 Walton 书店进行模拟Step #2 (Define Assumptionsi.e., random variables)第二步（定义假设-例如，随机变量）Select the cell that contains the random variable (B17) color code (blue):选择包含随机变量的单元（B17）色标（蓝色）1617BDemand200and click on the “Define Assumptions” button in toolbar (or in the Cell menu):、点击在工具栏中（单元格菜单）的“定义假设”按钮选择分布类型Select type of distribution:提供分布的参数Provide parameters of distributions: I Page 6Crystal Ball 8910B CDemand Distribution (Uniform)Minimum = 100Maximum = 300I Page 7Crystal Ball Walton Bookstore Simulation with Crystal BallStep #3 (Define Forecasti.e., output)第三步（确定预测例如，输出量）Select the cell that contains the output variable to forecast (F17):选择包含输出变量的单元格进行预测（F17）1617FProfit$500.00点击工具栏（单元格菜单）中的“确定预测”按钮click on the “Define Forecast” button in toolbar (or in the Cell menu),在确定预测对话框中输入and fill in the Define Forecast dialogue box.Step #4 (Choose Number of Trials)第四步（选择试验的次数）Click on the “Run Preferences” button in toolbar (or in the Run menu):点击工具栏（或者运行菜单）中的“优先运行”按钮然后选择运行的次数并运行and select the number of trials to run.I Page 8Crystal Ball I Page 9Crystal Ball Walton Bookstore Simulation with Crystal BallStep #5 (Run Simulation)第五步（进行模拟）Click on the “Start Simulation” button in toolbar (or Run in the Run menu):点击工具栏（或者运行菜单栏）中的“开始模拟”按钮Step #6 (View Results)第六步（查看结果）可以通过不同的方法观察模拟结果（频率图，累计图，统计图及百分比图）。在预测窗口中的查看菜单中进行不同的选择。The results of the simulation can be viewed in a variety of different ways (frequency chart, cumulative chart, statistics, and percentiles). Choose different options under the View menu in the forecast window.The results can be copied into a worksheet or Word document (choose Copy under the Edit menu in the simulation output window.结果可以复制到工作表或者 Word 文档中（选择模拟输出窗口中编辑菜单下的复制）I Page 10Crystal Ball Using Trend Charts to Find the Impact of Order Quantity on Potential Profit用趋势图找到订货量对利润的影响Define several forecast cells (G14:G18) for several possible order quantities (Q=100, 150, 200, 250, 300). Use the same random order quantity for each to compare them more equally (i.e., one assumption cell for demandC14with the rest set equal to C14).针对不同可能的订货量(Q=100, 150, 200, 250, 300)，定义一些预测单元格（G14:G18 ），为了更为公平的对比，每次都使用相同的随机订货量123456789101112131415161718A B C D E F GSimulation of Waltons BookstoreDataUnit Cost = $7.50Unit Price = $10.00Unit Refund = $2.50Demand Distribution (Uniform)Minimum = 100Maximum = 300SimulationOrder Quantity Demand Revenue Cost Refund Profit100 200 $1,000.00 $750.00 $0.00 $250.00150 200 $1,500.00 $1,125.00 $0.00 $375.00200 200 $2,000.00 $1,500.00 $0.00 $500.00250 200 $2,000.00 $1,875.00 $125.00 $250.00300 200 $2,000.00 $2,250.00 $250.00 $0.0012131415161718B C D E F GSimulationOrder Quantity Demand Revenue Cost Refund Profit100 200 =$C$5*MIN(B14,C14) =$C$4*B14 =$C$6*MAX(B14-C14,0) =D14-E14+F14150 =$C$14 =$C$5*MIN(B15,C15) =$C$4*B15 =$C$6*MAX(B15-C15,0) =D15-E15+F15200 =$C$14 =$C$5*MIN(B16,C16) =$C$4*B16 =$C$6*MAX(B16-C16,0) =D16-E16+F16250 =$C$14 =$C$5*MIN(B17,C17) =$C$4*B17 =$C$6*MAX(B17-C17,0) =D17-E17+F17300 =$C$14 =$C$5*MIN(B18,C18) =$C$4*B18 =$C$6*MAX(B18-C18,0) =D18-E18+F18After running the simulation, choose “Open Trend Chart” in the Run menu. This chart gives “certainty bands” for the forecast cells. 10% of the time, the project duration will fall within the inner band (light blue), 25% of the time within the 2nd band (red), 50% of the time within the third band (green), and 90% of the time within the outside band (dark blue).运行模拟之后，选择运行菜单下的“打开趋势图”。趋势图针对预测单元格给出了确定的频带。项目执行期间有 10%的几率位于内带（浅蓝色）， 25%位于第二带（红色），50%位于第三带（绿色），90% 的几率位于外带（深蓝色）。I Page 11Crystal Ball I Page 12Crystal Ball Project ManagementGlobal Oil工程项目管理环球石油Global Oil is planning to move their credit card operation to Des Moines, Iowa from their home office in Dallas. The move involves many different divisions within the company. Real estate must select one of three available office sites. Personnel has to determine which employees from Dallas will move, how many new employees to hire, and who will train them. The systems group and treasurers office must organize the new operating procedure and make financial arrangements. The architects will have to design the interior space, and oversee needed structural improvements. Each site is an existing building with sufficient open space, but office partitions, computer facilities, furnishings, and so on, must all be provided.环球石油公司计划将信用卡的经营从达拉斯搬到爱阿华州的第蒙。搬迁涉及到公司许多不同的部门。人事部要决定哪些员工要从达拉斯调离，需要雇佣多少新的员工，谁来负责新员工的培训。系统小组和财务部必须制定新的操作程序并确定财政安排。设计师要进行室内设计并监管需要的结构改善工程。每个场所都是有着足够开放空间的既存建筑物，必须拥有写字间，计算机设施，设备等。A complicating factor is that there is an interdependence of activities. In other words, some parts of the project cannot be started until other parts are completed. For example, Global cannot construct the interior of an office before it has been designed. Neither can it hire new employees until it has determined its personnel requirements.一个复杂的因素是各项活动是相互关联的。换句话说，项目的一些部分必须在另一部分结束之后开始。例如，全球公司不能在室内设计之前就进行办公室内部的建造。在人事需求没有确定之前，不可能雇佣新的员工。The necessary activities and their necessary predecessors (due to interdependence) are listed below. Three estimates are made for the completion time of each activitythe minimum time, most likely time, and maximum time.下面列出了一些必要的工作和必须的准备工作（根据相互关联）。对每项活动给出了 3 个评估量最小时间，最可能时间和最大时间。Immediate Time Estimates (days)Activity Description Predecessor Minimum Most Likely MaximumA Select Office Site 21 21 21B Create Org. & Fin. Plan 20 25 30C Determine Personnel Req. B 15 20 30D Design Facility A, C 20 28 42E Construct Facility D 40 48 66F Select Personnel to Move C 12 12 12G Hire New Employees F 20 25 32H Move Key Employees F 28 28 28I Train New Personnel E, G, H 10 15 24I Page 13Crystal Ball AB CDFGHIEStart EndI Page 14Crystal Ball Global Oil Simulation with Crystal BallStep #1 (Setup Spreadsheet)第一步（建立工作表）123456789101112131415A B C D E F G H I JGlobal Oil Relocation ProjectActivity Time (Triangular)Immediate Most Start Activity FinishActivity Description Predecessors Minimum Likely Maximum Time Time TimeA Select Site - 21 21 21 0 21 21B Create Org. & Fin. Plan - 20 25 30 0 25 25C Determine Personnel Req. B 15 20 30 25 20 45D Design Facility A, C 20 28 42 45 28 73E Construct Facility D 40 48 66 73 48 121F Select Personnel to Move C 12 12 12 45 12 57G Hire New Employees F 20 25 32 57 25 82H Move Key Employees F 28 28 28 57 28 85I Train New Personnel E, G, H 10 15 24 121 15 136Project Completion Time = 136.003456789101112131415H I JStart Activity FinishTime Time Time0 21 =H5+I50 25 =H6+I6=J6 20 =H7+I7=MAX(J5,J7) 28 =H8+I8=J8 48 =H9+I9=J7 12 =H10+I10=J10 25 =H11+I11=J10 28 =H12+I12=MAX(J9,J11,J12) 15 =H13+I13Project Completion Time = =J13Step #2 (Define Assumptionsi.e., random variables)第二步（定义假设例如，随机变量）Each of the random activity times (B, C, D, E, G, and I) is assumed to follow the triangular distribution.每次随机活动的次数(B, C, D, E, G, 和 I)服从三角分布。I Page 15Crystal Ball I Page 16Crystal Ball Global Oil Simulation with Crystal BallStep #3 (Define Forecasti.e., output)第三步（确定预测例如，输出量）Cell J15 is the forecast cell: 15 G H I JProject Completion Time = 136.0J15 单元格为预测单元格Step #4 (Choose Number of Trials)第四步 （选择试验次数）500 trials were run. In addition, Sensitivity Analysis was enabled in the Options of the Run Preferences dialogue box. This allows for the generation of sensitivity analysis results later.运行 500 次。另外，选择优先运行对话框可以进行敏感度分析，之后可以生成敏感度分析的结果。Step #5 (Run Simulation)第五步（进行模拟）Step #6 (View Results)第六步（查看结果）I Page 17Crystal Ball Additional Results Available with Crystal Ball用水晶球得到另外的结果Slide the triangles below the histograms to determine the probability that the output (project duration) is less than a certain value (e.g., a deadline), greater than a certain value, or between any two values (by sliding both triangles).滑动直方图下方的三角块可以确定在输出结果小于某特定值的概率，或者大于某值的概率，或者在两值之间的概率（滑动两侧的三角块）Alternatively, you can type in values for the lower bound or upper bound to determine the probability. You can also type in a probability (in “Certainty”), and it will determine the range that has that probability.另外，可以通过键入上限和下限确定概率。也可以键入概率（在“Certainty”中），确定概率所包含的范围。There is a 79% chance the project will be completed within 150 days. There is a 2.4% chance that the project will take more than 160 days.项目在 150 天内完成的可能性为 79%。在 160 多天内完成的概率为 2.4%。Sensitivity Chart敏感度图Choose “Open Sensitivity Chart” in the Run menu. Note that this chart is only available if you selected the “Sensitivity Analysis” option under Run Preferences. This chart gives an indication as to which random variables (activity times) have the greatest impact on the output cell (project completion time).选择运行菜单下的“打开敏感度分析图”。注意只有在选择了优先运行下的“敏感度分析”时敏感度图是可用的。敏感度图给出了随机变量（活动次数）对输出结果（项目完成时间）的最大影响。I Page 18Crystal Ball Variability in activity E has the greatest impact on overall project duration, followed by activity D, C, I, and B. Variability in activity G has almost no impact. 活动 E 的变化对整个项目的持续时间影响最大，然后依次是活动 D,C,I 和 B。活动 G 的变化对项目几乎没有影响。I Page 19Crystal Ball Fitting a Distribution拟合分布Crysta