Simulation Modelling

Course Objectives

1. To introduce data collection and analysis
2. To develop simulation models
3. To test and analyze simulation models
4. To introduce statistical experimenth programming

Topics

• Why Simulation
• Data collection techniques
• Probability and statistics. Analysis of random input variables: Correlogram, scatter diagram, runs I tests
• Analysis of random input variables: Goodness of fit tests: Chi-square test, KS test
• Definitions of Random numbers, random variate.
• Random numbers, random variate. Inverse transfer functions.
• Output Analysis: Confidence interval. Terminating simulations
• Output Analysis: Warm-up period, autocorrelation. Non-terminating simulations
• Variance Reduction Techniques: Indirect measures, control variates.
• Variance Reduction Techniques: Common random numbers, antithetic random numbers
• Validation and verification of simulation models