离散系统仿真复习

1、仿真兀素之间关系：system,model,simulationSystem-A collection of entitiesModel-set of assumptions about how the system works仿真模型分类-Classification of simulation modelsStatic- dynamicDeterministic-stochasticContinuous-discrete离散事件仿真模型-Most operational models are dynamic,stochastic,and discreteWill the system wo

2、rk as intended? (Evaluation and prediction)Why doesnt it work? (Bottleneck determination and optimization)Which is the best alternative? (Comparison and sensitivity analysis) 目的-O bjectives:must define the kind of decisions that must be questions.仿真研究的步骤-Steps In A Simulation StudyProblemFormulation

3、-ModelBuilding-DataCollection-Coding-Verification-Validation-Experimental Design-Production Runs-Analysis Of Results-Document Program and report results-Implementation离散事件仿真系统-DESS (Discrete-event simulation system) Modeling of a system as it evolves over time by a representation where the state var

4、iables change instantaneously at separated points in time事件-Event: Instantaneous occurrence that may change the state of the system仿真模型的组成兀素-entity/attribute/state/event/activity/processType of entities:Temporary(临时的)entities,Permanent(永久的)entitiesActivity(活动)The duration of an entity to maintain be

5、tween 2 events.The start and are caused by event.Process(进程)整个过程，涵盖两个活动事件表-Event ListEvent type of the future eventsEvent timeRelated parametersSimulation Clock： TNOW事件优先机制-Event-advance MechanismEvent scheduling（事件调度法）Activity scanning（活动扫描法）Process interaction（进程交互法）流程图模块：创建creat，清除dispose,操作proce

6、ss，决策decide,批量batch，分离separate,赋值 assign,记录 record数据模块：entity,queue,resource,variable,schedule,set稳态统计分析：Steady-state statistical analysis重复删除法-Truncated ReplicationsAdvantages:Simple aside from warmup, the same as for terminatingsimulationsGet truly IID observations 一 important not only for varianc

7、e estimation and confidence-interval constructionDisadvantages:No completely reliable method to identify an appropriate warmupToo long: wasteful of dataToo short: point-estimator bias,which can have serious consequencesBatching in a Single Run（批 平均法）Just one REALLY long runBreak each output record f

8、rom the run into a few largebatchesTake averages over batches as basic statisticsfor estimation: Batch meansTreat batch means as IIDKey: batch size must be enough for low correlation between successive（相继的）batches如何选择分析策略：模型预热期很短，重复删除法，还可使用PAN和OptQuest中更加复杂和强大的分析能力预热太慢，批平均值法方差衰减分类-Variance Reduction

9、common random numbers,antithetic（对偶）variates, control variates, indirect estimation三种事件到达 arrival,离开 departure，终止 end统计报告中的三个统计量:tally,time-persistent,counter在每次重复仿真结束时，Arena都会用批平均（batch means）为每个统计量的稳态期望值计算出一个置信度为95%的置信区间 四个资源状态：idle-busy-inactive-failed调度规则-schedule rule:wait, ignore,preempt（优先占用）

10、敏感性分析：评估输入数据的变化对模型输出结果的影响连续理论分布都可以返回任何实数值，通常用于描述时间；泊松分布是离散理论分布，只能 返回整数值，用于描述一段时间间隔内发生的事件数量。分布类型：指数分布-Exponential :常用于模拟随即到达间隔时间和故障间隔时间，但不太适合模拟加 工时间对数正态分布-lognormal:表示某个随机变量为许多随机变量的乘积的情形正态分布-normal :某个随机变量为其他许多随机变量之和泊松分布-poisson:模拟在一个固定时间段内发生的随机事件数三角分布-triangular:用于分布的准确形式不知道，但可以估计出该分布的最小值、众数和最 大值的情况

11、均匀分布-uniform:用于在有限的区间上所有值出现的可能性都一样在没有经验数据的情况下，常用的分布：指数，三角，正态，均匀如果时间数据代表活动，而且存在一个最可能出现的时间，其他时间在其上下波动，使用三 角分布集合set可实现一对多变量variable模块允许用户定义自己的全局变量并赋初始值，而且可以按照他们的名称加以 引用；表达式expression模块允许用户定义各类表达式和他们所关联的值保持实体的模块-hold,signal终态仿真terminating simulation是模型规定了特定的开始和结束条件的仿真，这些条件是对 实际系统需求的真实反映稳态仿真steady-state

12、simulation则是通过长时间仿真运行来对某些性能指标加以估计的仿真 形式，理论运行时间趋于无穷建模：定义数据-创建子模型-生成预约呼叫-进行预约-服务活动-更新性能指标变量-控制逻辑NQ-队列中的实体数目（队长）MR-资源容量NR-资源中处于忙态的服务单元的数目四种排队规则：FIFO，LIFO（last），LVF（low value first）, HVF（high）半长-half width随着n的增加，置信区间会缩至一个单点，而预测区间不会，因为每次重复仿真的变化都会 影响到后者PAN-过程分析器两个备选方案：基准方案(base case),多预约方案(more-booking ca

13、se)用OptQuest寻找最佳备选方案模型验证(verification)是确保模型能根据建模假设以预期的方式运行的过程模型确认(validation)是确定模型是否与真实的系统的运行规律一样实体中途退出：受阻离开(balking),中途退出(r eneging)VBA事件：run beginArena checks and inltializes the modelrun begin simulationrun begin replicationArena runs replication OnKeystroke,Userfunctionrun end replication(6 至 4)

14、run end simulationArena terminates the simulation runrun end1-2:module data available3-7:simulation run data available8-9:module data available方差衰减技术公共随机数 CRN-common random numbers对偶变量法-antithetic variates控制变量法-c ontrol variates间接估计-indirect estimation序贯抽样-sequential sampling：精度检查，例如检查新的置信区间半长是否已经够小

15、，如果 是，结束；如果不是，则继续进行下一步仿真运行相关的内部变量-Related internal Arena variables:ORUNHALF-half width of 95% using confidence interval completed replicationsMREP= total number of replications asked forNREP= replication number now in progress分析类型：筛选分析(candidate analysis)，比较(comparative),预测(predictive)RIRO-Random input leads to random output需要统计分析的输出数据-Need statistical analysis of output data From a single model configurationCompare two or more different configurationsSearch for an optimal configurationindependent and identically dist