Professional Documents
Culture Documents
By Dr.T.V.Subramanian
Distribution Of Demand
Cases demanded Frequency of per week, x Demand
14 15 16 17 18 20 40 20 10 10 100
x = 16
x = 15
60
15 Weeks Of Demand
Week 1 2 3 r 39 73 72 Demand (x) 15 16 16 Week 9 10 11 r 10 47 93 Demand (x) 14 15 18
4 5 6 7 8
75 37 02 87 98
16 15 14 17 18
12 13 14 15
21 95 97 69
15 18 18 16 S = 241
Inventory Simulation
Demand for VCRs
Probability
0 1 2 3 4
1 2 3
Demand 0 1 2 3 4
Lead time 1
2 3
5 6 7 8 9 10
4 3 0 5 3 7
25 93 46 34 22 79
1 4 2 2 1 3
1 3 0 2 1 3
3 0 0 3 2 *4 24
0 1 2 0 0 0 4
Yes No No Yes No No
53 21 -
2 0 0 1 0 0
Summary Statistics
Average lost sales = 4/10 = 0.4 units/week
Average ending inventory = 24/10 = 2.4 units/week
Steady-State* Conditions
Simulated time
IAT0 = IAT1 + (rand0 - cfreq1) x ( (IAT2 - IAT1) / (cfreq2 - cfreq1) ) if rand0 = 0.7414 = 12 + (0.7414 - .2) x ((18 - 12) / (.9 - .2) ) = 16.6
CAPITAL BANK
Data:
There are 5 teller positions of which only three will be staffed.
Ann Doss is the head teller, experienced, and fast. Bill Lee and Carla Dominguez are associate tellers less experienced and slower.
CAPITAL BANK
Data:
Service time distributions:
Anns Service Time Distribution Distribution
Service Time Probability
CAPITAL BANK
Data:
Customer inter-arrival time distribution inter-arrival time Probability .5 Minutes .65 1 .15 1.5 .15 2 .05 Service priority rule is first come first served
To reach a steady state the bank needs to employ all the three tellers (30+2(24) = 78 > 75).
1.5 1.5
1.5
1.5 1.5
3.5
3.5
5.5
1 2 3 4 5 6 7 8
0.87 1.5 0.96 1.5 5 0 3.5 Average inter-arrival Average waiting time in line (Wq) = 1.67 minutes 0.18 2.0 0.76 2 5 0 3.0 Average waiting time in the system W = 3.993 minutes 5.5 time =0.80 minutes. 0.49 2.5 0.78 2.5 3.0 0.86 4.0 7 1 3.0 To determine the 0.49 performance measures, we can use other 5 0.54 4.5 5 8.5 0.5 4.0 Littles formulas: 0.85 0.61 5.0 0.55 5.5 8 0.5 3.0
Average 6.5 number of customers in line Lq =(1/.80)(1.67) = 2.0875 3.5 0.91 0.90 7 10 0.5 customers 0.64 7.0 0.62 8 10.5 1 3.5 Average number of customers in the system = (1/.80)(3.993) = 4.99 customers.
Excel can generate continuously distributed random numbers for various distribution.
Normal =NORMINV Beta: =BETAINV Chi squared: =CHIINV Gamma: =GAMMAINV
Simulation of an M / M / 1 Queue
Applying the process interaction approach we have:
New arrival time = Previous arrival time + Random interarrival time.
Using simulation, Frank wants to determine the average time a customer must wait for service
ST = The service time. TSE = The time at which service end for the customer
Time Service Begins Service Time R#1 IAT AT TSB WT R#2 0.6506 2.10 2.10 2.10 0 0.7761 0.6170 1.92 4.02 4.02 0 0.8800 0.4211 1.09 5.11 6.14 1.03 0.7452 0.1182 0.25 5.36 7.51 2.15 0.4012 0.0335 0.07 5.43 2.59 0.6299 Average waiting time = 8.02 0.5482 1.59 7.02 9.01 1.99 0.1085 0 +1.03 + ... +2.04)7.39 = 1.59 1.73 / 10 9.12 0.1698 0.37 0.6969 0.1696 0.37 7.76 10.31 2.55 0.0267 0.3175 0.76 8.52 10.34 1.82 0.7959 0.4958 1.37 9.89 11.93 2.04 0.4281
Arrival Time
Time Service Ends ST TSE 1.5 3.6 2.12 6.14 1.37 7.51 0.51 8.02 0.99 9.01 0.11 9.12 1.19 10.31 0.03 10.34 1.59 11.93 0.56 12.49
The interarrival time = - ln(1-0.4211) / 30 = 0.0182 hours = 1.09 minutes End of service = 6.14+1.37 The explicit inverse method Waiting time = 6.14 - 5.11
Harbor Simulation
Initialize model Advance clock
ship arrivals unloading completions yes
Unload open?
yes
Stop
Harbor Simulation
Order Drawn 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Random 0-24 hrs Number IAT 0.2068 12.1 0.7295 16.5 0.3441 13.2 0.5436 14.9 0.3091 12.9 0.2276 12.2 0.4833 14.4 0.7414 16.6 0.7666 16.9 0.0273 1.6 0.0700 4.2 0.6489 15.8 0.9564 21.4 0.2389 12.3 12-16 hrs UNLOAD 12.8 14.9 13.4 14.2 13.2 12.9 13.9 15.0 15.1 12.1 12.3 14.6 15.8 13.0
Harbor Simulation
SCHEDULE
Queue Ship 0 0 0 1 0 2 1 1 0 3 0 2 1 4 0 3 1 5 0 4 1 6 0 5 1 7 Clock Event Arrival at Begin Unload 0.0 Initialize 12.1 12.1 Arrive 25.3 12.1 25.3 Arrive 40.2 27.0 Depart 27.0 40.2 Arrive 52.4 40.2 Depart 40.2 52.4 Arrive 69.0 54.1 Depart 54.1 69.1 Arrive 70.7 69.2 Depart 69.1 70.6 Arrive 86.4 81.5 Depart 81.5 86.4 Arrive 98.7 IAT Unload Depart Wait 12.1 14.9 13.2 27.0 0.0 14.9 13.2 40.2 1.7 12.2 13.9 54.1 0.0 16.6 15.1 69.2 1.7 1.6 12.3 81.4 0.1 15.8 15.8 97.3 10.8 12.3 Total waiting time 14.3 Average waiting time 2.4
08 - 11 12 - 27 28 - 67 68 - 87 88 - 93 94 - 97 98 - 99
If the current price per share of Probablistics is 23, use random numbers to simulate the price per share over the next 10 trades. Use the following stream of random numbers: 21, 84, 07, 30, 94, 57, 57, 19, 84, 84
Whenever an international plane arrives at the airport the two customs inspectors on duty set up operations to process the passengers. Incoming passengers must first have their passports and visas checked. This is handled by one inspector. The time required to check a passenger's passports and visas can be described by the probability distribution on the next slide.
20 seconds
40 seconds 60 seconds
.20
.40 .30
80 seconds
.10
When his service begins at the baggage inspection The length of time for this service
Time a passenger begins service by the baggage inspector ( If passenger does not wait in line for baggage inspection) = (Time passenger completes service with the passport control inspector) (If the passenger does wait in line for baggage inspection) = (Time previous passenger completes service with the baggage inspector)
Passport Control Baggage Inspections Pass. Time Rand. Service Time Time Rand. Service Time Num . Begin Num. Time 1 0:00 93 End Begin Num. Time 1:20 13 End 0:1:20
1:20
1:20
2 3 4 5
63 26 16 21
08 60 13 68
Passport Control Baggage Inspections Pass. Time Rand. Service Time Time Rand. Service Time Num . Begin Num. Time 6 4:00 26 End Begin Num. Time 5:00 40 End 1:6:00
:40
4:40
7 8 9 10
70 55 72 89
40 27 23 64
Passenger 2 begins service with passport inspector 1:20 minutes (80 seconds) after arriving there (as this is when passenger 1 is finished) and requires 1:00 minute (60 seconds) for passport inspection. He is waved through baggage inspection as well. This process continues in this manner.
Answer
Passenger 10 clears customs after 9 minutes and 20 seconds.
120/10 = 12 seconds per passenger. This is a biased estimate because we assume that the simulation began with the system empty. Thus, the results tend to underestimate the average