Simulation of Industrial Systems: Discrete Event Simulation Using Excel/VBA

538 Pages·2007·7.95 MB·English

by  David Elizandro

SIMULATION OF
INDUSTRIAL SYSTEMS
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ENGINEERING AND MANAGEMENT INNOVATION SERIES
Hamid R. Parsaei and Ali K. Kamrani, Series Advisors
University of Houston, Houston, TX
Facility Logistics: Approaches and Solutions to Next Generation Challenges
Maher Lahmar
ISBN: 0-8493-8518-0
Simulation of Industrial Systems: Discrete Event Simulation Using Excel/VBA
David Elizandro and Hamdy Taha
ISBN: 1-4200-6744-3
Additional Titles in
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Rightsizing Inventory ERP: Tools, Techniques, and Applications
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Handbook for Building Sourcing Strategies A Learning Requirements Planning Approach
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The Small Manufacturer(cid:0)s Toolkit: A Guide to
Selecting the Techniques and Systems to Help Basics of Supply Chain Management
You Win by Lawrence D. Fredendall and Ed Hill
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SIMULATION OF
INDUSTRIAL SYSTEMS
Discrete Event Simulation Using Excel/VBA
David Elizandro (cid:127) Hamdy Taha
New York London
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Microsoft, Windows, and Excel are registered trademarks of Microsoft Corporation in the United States and/
or other countries.
DEEDS is a copyright of David Elizandro.
CRC Press
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Version Date: 20140313
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Dedication
To Marcia and Karen
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Contents
Preface ...........................................................................................................xv
Acknowledgments ........................................................................................xxi
Th e Authors ...............................................................................................xxiii
PART I SIMULATION FUNDAMENTALS
1 Simulation Modeling ..............................................................................3
1.1 Why Simulate? .....................................................................................3
1.2 Types of Simulation .............................................................................5
1.3 Th e Simulation Clock ..........................................................................5
1.4 Randomness in Simulation ..................................................................7
1.5 Discrete Simulation Languages ............................................................7
1.6 Design Environment for Event-Driven Simulation ...............................8
1.7 Th e Two Sides of Simulation ................................................................9
1.8 Organization of the Book ...................................................................10
For Further Reading ...................................................................................11
Problems .....................................................................................................11
2 Probability and Statistics in Simulation ...............................................13
2.1 Role of Probability and Statistics in Simulation .................................13
2.2 Characterization of Common Distributions in Simulation ................14
2.2.1 Properties of Common Distributions .....................................14
2.2.1.1 Uniform Distribution ..............................................14
2.2.1.2 Negative Exponential Distribution ..........................15
2.2.1.3 Gamma (Erlang) Distribution .................................16
2.2.1.4 Normal Distribution ................................................17
2.2.1.5 Lognormal Distribution ...........................................17
2.2.1.6 Weibull Distribution ................................................18
2.2.1.7 Beta Distribution .....................................................19
2.2.1.8 Triangular Distribution ...........................................19
2.2.1.9 Poisson Distribution ................................................20
vii
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viii ■ Contents
2.2.2 Identifying Distribution on the Basis of Historical Data ........21
2.2.2.1 Building Histograms ................................................21
2.2.2.2 Goodness-of-Fit Tests ..............................................23
2.2.2.3 Maximum Likelihood Estimates of Distribution
Parameters ...............................................................26
2.3 Statistical Output Analysis .................................................................27
2.3.1 Confi dence Intervals...............................................................27
2.3.1.1 Satisfying the Normality Assumption
in Simulation ...........................................................29
2.3.2 Hypothesis Testing .................................................................29
2.4 Summary ...........................................................................................32
References ...................................................................................................32
Problems .....................................................................................................33
3 Elements of Discrete Simulation ...........................................................37
3.1 Concept of Events in Simulation ........................................................37
3.2 Common Simulation Approaches.......................................................38
3.2.1 Event-Scheduling Approach ...................................................38
3.2.2 Activity-Scanning Approach .................................................44
3.2.3 Process-Simulation Approach ................................................46
3.3 Computations of Random Deviates ...................................................48
3.3.1 Inverse Method ......................................................................48
3.3.2 Convolution Method ..............................................................51
3.3.3 Acceptance–Rejection Method ...............................................53
3.3.4 Other Sampling Methods .......................................................55
3.3.5 Generation of (0, 1) Random Numbers ..................................56
3.4 Collecting Data in Simulation ...........................................................57
3.4.1 Types of Statistical Variables ..................................................57
3.4.2 Histograms .............................................................................59
3.4.3 Queue and Facility Statistics in Simulation ............................63
3.4.3.1 Queue Statistics .......................................................63
3.4.3.2 Facility Statistics ......................................................65
3.5 Summary ...........................................................................................68
References ...................................................................................................68
Problems .....................................................................................................68
4 Gathering Statistical Observations in Simulation ................................73
4.1 Introduction .......................................................................................73
4.2 Peculiarities of the Simulation Experiment .........................................73
4.2.1 Issue of Independence .............................................................74
4.2.2 Issue of Stationarity (Transient and
Steady-State Conditions) .........................................................74
4.2.3 Issue of Normality ..................................................................76
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Contents ■ ix
4.3 Peculiarities of the Simulation Experiment .........................................76
4.3.1 Normality and Independence ................................................77
4.3.2 Transient Conditions ..............................................................78
4.4 Gathering Simulation Observations ..................................................80
4.4.1 Subinterval Method ...............................................................80
4.4.2 Replication Method ................................................................83
4.4.3 Regenerative Method.............................................................84
4.5 Variance Reduction ............................................................................86
4.6 Summary ...........................................................................................87
References ...................................................................................................88
Problems .....................................................................................................88
5 Overview of DEEDS .............................................................................89
5.1 Introduction .......................................................................................89
5.2 DEEDS Modeling Philosophy ...........................................................89
5.3 Basic Elements of DEEDS .................................................................91
5.4 Basic Features of DEEDS ...................................................................93
5.4.1 Network Representation .........................................................93
5.4.2 Time Management (Simulation Clock) ..................................93
5.4.3 DEEDS Class Defi nitions ......................................................94
5.4.4 User’s Files Management ........................................................94
5.4.5 Generation of Random Samples .............................................96
5.4.6 Statistical Observations Gathering .........................................96
5.4.7 Interactive Debugging and Trace............................................96
5.4.8 Computations of Mathematical
Expressions .............................................................................98
5.4.9 Initialization Capabilities .......................................................98
5.4.10 Output Capabilities ................................................................98
5.4.11 Model Documentation ...........................................................99
5.5 Develop and Execute a DEEDS Model ..............................................99
5.6 Summary ...........................................................................................99
6 DEEDS Network Representation ........................................................101
6.1 Components of the DEEDS Model ..................................................101
6.1.1 DEEDS Nodes .....................................................................101
6.1.2 DEEDS Transactions ...........................................................102
6.1.3 DEEDS Lists ........................................................................102
6.1.4 DEEDS Classes and Procedures ...........................................103
6.1.5 DEEDS Simulation Program ...............................................104
6.2 Program Initial Conditions ..............................................................108
6.3 Summary .........................................................................................110
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