风险管理软件Crystal-Ball使用指导(中英文)

..Monte-CarloSimulationwithCrystalBall®用水晶球软件进行蒙特卡洛模拟TorunasimulationusingCrystalBall®:SetupSpreadsheet1．设定数据表Buildaspreadsheetthatwillcalculatetheperformancemeasure<e.g.,profit>intermsoftheinputs<randomornot>.Forrandominputs,justenteranynumber.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.DefineAssumptions—i.e.,randomvariablesDefinewhichcellsarerandom,andwhatdistributiontheyshouldfollow.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.DefineForecast—i.e.,outputorperformancemeasureDefinewhichcell<s>youareinterestedinforecasting<typicallytheperformancemeasure,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.ChooseNumberofTrialsSelectthenumberoftrials.IfyouwouldlaterliketogeneratetheSensitivityAnalysischart,choose"SensitivityAnalysis"underOptionsinRunPreferences.

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.RunSimulationRunthesimulation.Ifyouwouldliketochangeparametersandre-runthesimulation,youshould"reset"thesimulation<clickonthe"ResetSimulation"buttononthetoolbarorintheRunmenu>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.ViewResultsTheforecastwindowshowingtheresultsofthesimulationappearsautomaticallyafter<orduring>thesimulation.Manydifferentresultsareavailable<frequencychart,cumulativechart,statistics,percentiles,sensitivityanalysis,andtrendchart>.Theresultscanbecopiedintotheworksheet.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。CrystalBallToolbar:〔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WaltonBookstoreSimulationwithCrystalBall®水晶球在Walton书店模拟中的应用RecalltheWaltonBookstoreexample:ItisAugust,andtheymustdecidehowmanyofnextyear’snaturecalendarstoorder.Eachcalendarcoststhebookstore$7.50andissoldfor$10.AfterFebruary,allunsoldcalendarsarereturnedtothepublisherforarefundof$2.50percalendar.SupposeWaltonpredictsdemandwillbesomewherebetween100and300<discreteuniform>.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100~300之间〔离散型均匀分布Demand =d~Uniform[100,300]OrderQuantity =Q<decisionvariable>Revenue =$10*Min<Q,d>Cost =$7.50*QRefund =$2.50*Max<Q–d,0>Profit =Revenue–Cost+Refund需求量=d~Uniform[100,300]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<Q–d,0>利润=收入-成本+退款Step#1<SetupSpreadsheet>第一步〔制作电子表格

WaltonBookstoreSimulationwithCrystalBall®用水晶球对Walton书店进行模拟Step#2<DefineAssumptions—i.e.,randomvariables>第二步〔定义假设-例如,随机变量Selectthecellthatcontainstherandomvariable<B17>—colorcode<blue>:选择包含随机变量的单元〔B17—色标〔蓝色andclickonthe"DefineAssumptions"buttonintoolbar<orintheCellmenu>:、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Selecttypeofdistribution:提供分布的参数Provideparametersofdistributions:WaltonBookstoreSimulationwithCrystalBall®Step#3<DefineForecast—i.e.,output>第三步〔确定预测—例如,输出量Selectthecellthatcontainstheoutputvariabletoforecast<F17>:选择包含输出变量的单元格进行预测〔F17点击工具栏〔单元格菜单中的"确定预测"按钮clickonthe"DefineForecast"buttonintoolbar<orintheCellmenu>,在确定预测对话框中输入andfillintheDefineForecastdialoguebox.Step#4<ChooseNumberofTrials>第四步〔选择试验的次数Clickonthe"RunPreferences"buttonintoolbar<orintheRunmenu>: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andselectthenumberoftrialstorun.

WaltonBookstoreSimulationwithCrystalBall®Step#5<RunSimulation>第五步〔进行模拟Clickonthe"StartSimulation"buttonintoolbar<orRunintheRunmenu>:点击工具栏〔或者运行菜单栏中的"开始模拟"按钮Step#6<ViewResults>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。Theresultsofthesimulationcanbeviewedinavarietyofdifferentways<frequencychart,cumulativechart,statistics,andpercentiles>.ChoosedifferentoptionsundertheViewmenuintheforecastwindow.TheresultscanbecopiedintoaworksheetorWorddocument<chooseCopyundertheEditmenuinthesimulationoutputwindow.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

UsingTrendChartstoFindtheImpactofOrderQuantityonPotentialProfit用趋势图找到订货量对利润的影响Defineseveralforecastcells<G14:G18>forseveralpossibleorderquantities<Q=100,150,200,250,300>.Usethesamerandomorderquantityforeachtocomparethemmoreequally<i.e.,oneassumptioncellfordemand—C14—withtherestsetequaltoC14>.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Afterrunningthesimulation,choose"OpenTrendChart"intheRunmenu.Thischartgives"certaintybands"fortheforecastcells.10%ofthetime,theprojectdurationwillfallwithintheinnerband<lightblue>,25%ofthetimewithinthe2ndband<red>,50%ofthetimewithinthethirdband<green>,and90%ofthetimewithintheoutsideband<darkblue>.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。

ProjectManagement—GlobalOil工程项目管理—环球石油GlobalOilisplanningtomovetheircreditcardoperationtoDesMoines,IowafromtheirhomeofficeinDallas.Themoveinvolvesmanydifferentdivisionswithinthecompany.Realestatemustselectoneofthreeavailableofficesites.PersonnelhastodeterminewhichemployeesfromDallaswillmove,howmanynewemployeestohire,andwhowilltrainthem.Thesystemsgroupandtreasurer’sofficemustorganizethenewoperatingprocedureandmakefinancialarrangements.Thearchitectswillhavetodesigntheinteriorspace,andoverseeneededstructuralimprovements.Eachsiteisanexistingbuildingwithsufficientopenspace,butofficepartitions,computerfacilities,furnishings,andsoon,mustallbeprovided.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。Acomplicatingfactoristhatthereisaninterdependenceofactivities.Inotherwords,somepartsoftheprojectcannotbestarteduntilotherpartsarecompleted.Forexample,Globalcannotconstructtheinteriorofanofficebeforeithasbeendesigned.Neithercanithirenewemployeesuntilithasdetermineditspersonnelrequirements.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。Thenecessaryactivitiesandtheirnecessarypredecessors<duetointerdependence>arelistedbelow.Threeestimatesaremadeforthecompletiontimeofeachactivity—theminimumtime,mostlikelytime,andmaximumtime.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。ImmediateTimeEstimates<days>ActivityDescriptionPredecessorMinimumMostLikelyMaximumASelectOfficeSite—212121BCreateOrg.&Fin.Plan—202530CDeterminePersonnelReq.B152030DDesignFacilityA,C202842EConstructFacilityD404866FSelectPersonneltoMoveC121212GHireNewEmployeesF202532HMoveKeyEmployeesF282828ITrainNewPersonnelE,G,H101524

GlobalOilSimulationwithCrystalBall®Step#1<SetupSpreadsheet>第一步〔建立工作表Step#2<DefineAssumptions—i.e.,randomvariables>第二步〔定义假设—例如,随机变量Eachoftherandomactivitytimes<B,C,D,E,G,andI>isassumedtofollowthetriangulardistribution.每次随机活动的次数<B,C,D,E,G,和I>服从三角分布。

GlobalOilSimulationwithCrystalBall®Step#3<DefineForecast—i.e.,output>第三步〔确定预测—例如,输出量CellJ15istheforecastcell:J15单元格为预测单元格Step#4<ChooseNumberofTrials>第四步〔选择试验次数500trialswererun.Inaddition,SensitivityAnalysiswasenabledintheOptionsoftheRunPreferencesdialoguebox.Thisallowsforthegenerationofsensitivityanalysisresultslater.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<RunSimulation>第五步〔进行模拟Step#6<ViewResults>第六步〔查看结果

AdditionalResultsAvailablewithCrystalBall®用水晶球得到另外的结果Slidethetrianglesbelowthehistogramstodeterminetheprobabilitythattheoutput<projectduration>islessthanacertainvalue<e.g.,adeadline>,greaterthanacertainvalue,orbetweenanytwovalues<byslidingbothtriangles>.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,youcantypeinvaluesforthelowerboundorupperboundtodeterminetheprobability.Youcanalsotypeinaprobability<in"Certainty">,anditwilldeterminetherangethathasthatprobability.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。Thereisa79%chancetheprojectwillbecompletedwithin150days.Thereisa2.4%chancethattheprojectwilltakemorethan160days.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%。SensitivityChart敏感度图Choose"OpenSensitivityChart"intheRunmenu.Notethatthischartisonlyavailableifyouselectedthe"SensitivityAnalysis"optionunderRunPreferences.Thischartgivesanindicationastowhichrandomvariables<activitytimes>havethegreatest