Modeling Variability

Main ingredient of Simulation models are

Random Numbers.
Random numbers refer to a sequence of
numbers that appear in random order.
Random numbers follow the properties of
uniformity and independence.
Random numbers are represented as real
numbers from 0 to 1 and are converted to
random integers

Generating Random Numbers

Tables of Random Numbers
RAND function in Excel
Random Numbers are rarely stored due to
inefficient use of computer memory
Random Number are generated when
required
Pseudo Random Numbers are created to
represent random numbers

Linear Congruential Method

A pseudo random number generator

X i 1 aX i c(mod m)
Where:
Xi = stream of pseudo random numbers integers from the
interval (0, m-1)
a = multiplier constant
c = additive constant
m = modulus or remainder of m

Using Random Numbers to

generate events
Example: Service Frequency Data
Service Time
(minutes)

Observed
Frequency

Cumulative
Frequency

Random Digit
Assignment

.10

.1

00 09

.25

.35

10 34

.40

.75

35 74

.15

.90

75 89

.05

.95

90 94

.05

95 00

If RN = 47, then Service Time = 3 minutes

Random Variates
Random variates are randomly sampled
information which will be used as inputs to
the simulation model.
Random numbers are together with
empirical or statistical distributions to
generate random variates.

Conceptual Modeling

Conceptual Modeling
Most critical part of the simulation
modeling process.
Model design can impact the following:
Data requirements
Speed and ease of model development
Validity of the model
Speed of experimentation
Level of confidence on the simulation results

Conceptual Modeling
It expects the modeler to have a thorough
understanding of the operations of the
system being modeled.
Often the least understood and removed
from the modeling process
It is considered as an art due to the lack of
defined methods and procedures

What is conceptual modeling?

A non-software specific description of the
simulation model that is to be developed
(Robinson, 2004)
It describes the input, output, content,
assumptions, and simplifications of the
model in relation to the system problem
and objectives

Elements of Conceptual Modeling

Problem and Objectives purpose of the
model and the simulation project
Inputs elements that can be altered to
create an improvement (experimental
factors)
Outputs results of the simulation model
Content components in the model and
their interactions

Elements of Conceptual Modeling

Assumptions uncertainties or beliefs
about the real world being modeled
Simplifications ways of reducing the
complexity of the model

Representing the Conceptual

Model
System Component List Description of
the components in the model
Ex. Supermarket Payment System
Entities = Customer Inter-arrival time
Attribute = Paying customers
Activity = Coding of purchased items,
payment, and packing
Etc.

Representing the Conceptual

Model
Process Flow Diagram process map of
the flow of the entities across processes

Customers
(inter arrival
time)
Queue
Capacity

Service
(Service time
distribution)

Representing the Conceptual

Model Customer
Arrives

Logic Flow Diagram

process map
involving logical
decisions across the
process flow.

Space in
Queue?

No

Yes

Queue for
Service

No

Server
Available?
Yes
Customer
Served

Customer
Leaves

Framework for Conceptual

Modeling
Inputs
Experimental
Factors

Outputs
Simulation
Model

Model
Objectives

Problem
Situation

Source: Simulation by Robinson, 2004

Responses

Methods of Model Simplification

Model simplification Way of handling the
complexity of the model.
Done by:
Removing of components and
interconnections that have little effect on
model accuracy
Representing more simply the components
and interconnections while maintaining a
satisfactory level of model accuracy

Simplification Approaches
Aggregation of components
Black box modeling
Grouping of entities

Excluding component details

Replacing components with random variables
Excluding infrequent events
Reducing set rules
Splitting models

Guidelines for simplification

Use judgment whether simplification will have a
significant effect on model accuracy. Get
agreement with client. Aim is faster development
time
Do a comparison between with and without
simplification and compare performance. Better
certainty on the simplification, but longer
development time.
Simplification should not compromise
transparency and result to a loss of confidence
by the client or decision maker

Data Collection
Uses of Data in the simulation modeling
process:
Preliminary or contextual data
Qualitative information leading to understanding of
the problem and its situation

Model realization data

Quantitative data for developing and running the
model

Model validation data

Quantitative and qualitative data of the real world
system for comparison to the output of the
simulation model

Types of Data
Data that is readily available
Layout, throughput, staffing levels, schedules,
service times

Data that is NOT available but collectible

Arrival patterns, machine failure rates, repair
times, nature of decision making

Data that is NOT available and NOT

collectible
Rare failure times, availability of personnel for
data collection, machine failures, lost
transactions

Dealing with Unobtainable Data

Data may estimated from other sources.
Use surrogate data from similar systems.
Example: predetermined time and motion
information, standard times, etc
Consider data as an experimental factor.
Example: if machine failure is not
available, what should the acceptable
machine failure to achieve desired
throughput?

Other Data Issues

Data Accuracy historical data is not
necessarily a good indicator of future patterns.
Example: historical breakdown patterns and
arrival patterns may not occur in the future
Data Format contextual meaning of the data
should be explicit. Example: time between
failures (TBF)
Machine down time

TBF1
Time
TBF2

Data Representing Unpredictable

Variability (Random)
Traces Stream of data based actual sequence
of events of the real world system
Empirical Distributions Summarize Trace data
converted into a frequency distribution
Statistical Distributions known probability
density functions
Bootstrapping re-sampling from a small data
set

Verification and Validation

Verification process of ensuring that the
conceptual model has been successfully
transformed into a computer model
Validation process of ensuring that the
model is sufficiently accurate to represent
the real world system being modeled.