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Simulation Modeling and Analysis with ARENA

  • 1st Edition - June 22, 2007
  • Latest edition
  • Authors: Tayfur Altiok, Benjamin Melamed
  • Language: English

Simulation Modeling and Analysis with Arena is a highly readable textbook which treats the essentials of the Monte Carlo discrete-event simulation methodology, and does so in the… Read more

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Description

Simulation Modeling and Analysis with Arena is a highly readable textbook which treats the essentials of the Monte Carlo discrete-event simulation methodology, and does so in the context of a popular Arena simulation environment.” It treats simulation modeling as an in-vitro laboratory that facilitates the understanding of complex systems and experimentation with what-if scenarios in order to estimate their performance metrics. The book contains chapters on the simulation modeling methodology and the underpinnings of discrete-event systems, as well as the relevant underlying probability, statistics, stochastic processes, input analysis, model validation and output analysis. All simulation-related concepts are illustrated in numerous Arena examples, encompassing production lines, manufacturing and inventory systems, transportation systems, and computer information systems in networked settings.

Key features

  • Introduces the concept of discrete event Monte Carlo simulation, the most commonly used methodology for modeling and analysis of complex systems
  • Covers essential workings of the popular animated simulation language, ARENA, including set-up, design parameters, input data, and output analysis, along with a wide variety of sample model applications from production lines to transportation systems
  • Reviews elements of statistics, probability, and stochastic processes relevant to simulation modeling

Readership

Junior and Senior undergraduate students taking required courses in “Simulation,” and related courses in “Simulation and Modeling,” and “Modeling and Analysis,” often mandated for majors in Industrial and Mechanical engineering programs, as well as offered for students in other engineering disciplines, including civil, electrical, and chemical engineering, among others.
Graduate students in business programs taking courses in industrial management, and related areas in quality control, modeling of complex systems.

Table of contents

Chapter 1
Introduction to Simulation Modeling

1.1 Systems and Models

1.2 Analytical Versus Simulation Modeling

1.3 Simulation Modeling and Analysis

1.4 Simulation Worldviews

1.5 Model Building

1.6 Simulation Costs and Risks

1.7 Example: A Production Control Problem

1.8 Project Report
Exercises
Chapter 2
Discrete Event Simulation

2.1 Elements of Discrete Event Simulation

2.2 Examples of DES Models

2.2.1 Single Machine

2.2.2 Single Machine with Failures

2.2.3 Single Machine with an Inspection Station and Associated Inventory

2.3 Monte Carlo Sampling and Histories

2.3.1 Example: Work Station Subject to Failures and Inventory
Control

2.4 DES Languages
Exercises
Chapter 3
Elements of Probability and Statistics

3.1 Elementary Probability Theory

3.1.1 Probability Spaces

3.1.2 Conditional Probabilities

3.1.3 Dependence and Independence

3.2 Random Variables

3.3 Distribution Functions

3.3.1 Probability Mass Functions

3.3.2 Cumulative Distribution Functions

3.3.3 Probability Density Functions

3.3.4 Joint Distributions

3.4 Expectations

3.5 Moments

3.6 Correlations

3.7 Common Discrete Distributions

3.7.1 Generic Discrete Distribution

3.7.2 Bernoulli Distribution

3.7.3 Binomial Distribution

3.7.4 Geometric Distribution

3.7.5 Poisson Distribution

3.8 Common Continuous Distributions

3.8.1 Uniform Distribution

3.8.2 Step Distribution

3.8.3 Triangular Distribution

3.8.4 Exponential Distribution

3.8.5 Normal Distribution

3.8.6 Lognormal Distribution

3.8.7 Gamma Distribution

3.8.8 Student´s t Distribution

3.8.9 F Distribution

3.8.10 Beta Distribution

3.8.11 Weibull Distribution

3.9 Stochastic Processes

3.9.1 Iid Processes

3.9.2 Poisson Processes

3.9.3 Regenerative (Renewal) Processes

3.9.4 Markov Processes

3.10 Estimation

3.11 Hypothesis Testing
Exercises
Chapter 4
Random Number and Variate Generation

4.1 Variate and Process Generation

4.2 Variate Generation Using the Inverse Transform
Method

4.2.1 Generation of Uniform Variates

4.2.2 Generation of Exponential Variates

4.2.3 Generation of Discrete Variates

4.2.4 Generation of Step Variates from Histograms

4.3 Process Generation

4.3.1 Iid Process Generation

4.3.2 Non-Iid Process Generation
Exercises
Chapter 5
Arena Basics

5.1 Arena Home Screen

5.1.1 Menu Bar

5.1.2 Project Bar

5.1.3 Standard Toolbar

5.1.4 Draw and View Bars

5.1.5 Animate and Animate Transfer Bars

5.1.6 Run Interaction Bar

5.1.7 Integration Bar

5.1.8 Debug Bar

5.2 Example: A Simple Workstation

5.3 Arena Data Storage Objects

5.3.1 Variables

5.3.2 Expressions

5.3.3 Attributes

5.4 Arena Output Statistics Collection

5.4.1 Statistics Collection via the Statistic Module

5.4.2 Statistics Collection via the Record Module

5.5 Arena Simulation and Output Reports

5.6 Example: Two Processes in Series

5.7 Example: A Hospital Emergency Room

5.7.1 Problem Statement

5.7.2 Arena Model

5.7.3 Emergency Room Segment

5.7.4 On-Call Doctor Segment

5.7.5 Statistics Collection

5.7.6 Simulation Output

5.8 Specifying Time-Dependent Parameters via a
Schedule
Exercises
Chapter 6
Model Testing and Debugging Facilities

6.1 Facilities for Model Construction

6.2 Facilities for Model Checking

6.3 Facilities for Model Run Control

6.3.1 Run Modes

6.3.2 Mouse-Based Run Control

6.3.3 Keyboard-Based Run Control

6.4 Examples of Run Tracing

6.4.1 Example: Open-Ended Tracing

6.4.2 Example: Tracing Selected Blocks

6.4.3 Example: Tracing Selected Entities

6.5 Visualization and Animation

6.5.1 Animate Connectors Button

6.5.2 Animate Toolbar

6.5.3 Animate Transfer Toolbar

6.6 Arena Help Facilities

6.6.1 Help Menu

6.6.2 Help Button
Exercises
Chapter 7
Input Analysis

7.1 Data Collection

7.2 Data Analysis

7.3 Modeling Time Series Data

7.3.1 Method of Moments

7.3.2 Maximal Likelihood Estimation Method

7.4 Arena Input Analyzer

7.5 Goodness-of-Fit Tests for Distributions

7.5.1 Chi-Square Test

7.5.2 Kolmogorov-Smirnov (K-S) Test

7.6 Multimodal Distributions
Exercises
Chapter 8
Model Goodness: Verification and Validation

8.1 Model Verification via Inspection of Test Runs

8.1.1 Input Parameters and Output Statistics

8.1.2 Using a Debugger

8.1.3 Using Animation

8.1.4 Sanity Checks

8.2 Model Verification via Performance Analysis

8.2.1 Generic Workstation as a Queueing System

8.2.2 Queueing Processes and Parameters

8.2.3 Service Disciplines

8.2.4 Queueing Performance Measures

8.2.5 Regenerative Queueing Systems and Busy Cycles

8.2.6 Throughput

8.2.7 Little´s Formula

8.2.8 Steady-State Flow Conservation

8.2.9 PASTA Property

8.3 Examples of Model Verification

8.3.1 Model Verification in a Single Workstation

8.3.2 Model Verification in Tandem Workstations

8.4 Model Validation
Exercises
Chapter 9
Output Analysis

9.1 Terminating and Steady-State Simulation Models

9.1.1 Terminating Simulation Models

9.1.2 Steady-State Simulation Models

9.2 Statistics Collection from Replications

9.2.1 Statistics Collection Using Independent
Replications

9.2.2 Statistics Collection Using Regeneration Points and Batch Means

9.3 Point Estimation

9.3.1 Point Estimation from Replications

9.3.2 Point Estimation in Arena

9.4 Confidence Interval Estimation

9.4.1 Confidence Intervals for Terminating Simulations

9.4.2 Confidence Intervals for Steady-State Simulations

9.4.3 Confidence Interval Estimation in Arena

9.5 Output Analysis via Standard Arena Output

9.5.1 Working Example: A Workstation with
Two Types of Parts

9.5.2 Observation Collection

9.5.3 Output Summary

9.5.4 Statistics Summary: Multiple Replications

9.6 Output Analysis via the Arena Output Analyzer

9.6.1 Data Collection

9.6.2 Graphical Statistics

9.6.3 Batching Data for Independent Observations

9.6.4 Confidence Intervals for Means and Variances

9.6.5 Comparing Means and Variances

9.6.6 Point Estimates for Correlations

9.7 Parametric Analysis via the Arena Process Analyzer
Exercises
Chapter 10
Correlation Analysis

10.1 Correlation in Input Analysis

10.2 Correlation in Output Analysis

10.3 Autocorrelation Modeling with TES Processes

10.4 Introduction to TES Modeling

10.4.1 Background TES Processes

10.4.2 Foreground TES Processes

10.4.3 Inversion of Distribution Functions

10.5 Generation of TES Sequences
Generation of TESþ Sequences
Generation of TES_ Sequences
Combining TES Generation Algorithms

10.6 Example: Correlation Analysis in Manufacturing
Systems
Exercises
Chapter 11
Modeling Production Lines

11.1 Production Lines

11.2 Models of Production Lines

11.3 Example: A Packaging Line

11.3.1 An Arena Model

11.3.2 Manufacturing Process Modules

11.3.3 Model Blocking Using the Hold Module

11.3.4 Resources and Queues

11.3.5 Statistics Collection

11.3.6 Simulation Output Reports

11.4 Understanding System Behavior and Model Verification

11.5 Modeling Production Lines via Indexed Queues and Resources

11.6 An Alternative Method of Modeling Blocking

11.7 Modeling Machine Failures

11.8 Estimating Distributions of Sojourn Times

11.9 Batch Processing

11.10 Assembly Operations

11.11 Model Verification for Production Lines
Exercises
Chapter 12
Modeling Supply Chain Systems

12.1 Example: A Production/Inventory System

12.1.1 Problem Statement

12.1.2 Arena Model

12.1.3 Inventory Management Segment

12.1.4 Demand Management Segment

12.1.5 Statistics Collection

12.1.6 Simulation Output

12.1.7 Experimentation and Analysis

12.2 Example: A Multiproduct Production/Inventory
System

12.2.1 Problem Statement

12.2.2 Arena Model

12.2.3 Inventory Management Segment

12.2.4 Demand Management Segment

12.2.5 Model Input Parameters and Statistics

12.2.6 Simulation Results

12.3 Example: A Multiechelon Supply Chain

12.3.1 Problem Statement

12.3.2 Arena Model

12.3.3 Inventory Management Segment for Retailer

12.3.4 Inventory Management Segment
for Distribution Center

12.3.5 Inventory Management Segment for Output
Buffer

12.3.6 Production/Inventory Management Segment
for Input Buffer

12.3.7 Inventory Management Segment for Supplier

12.3.8 Statistics Collection

12.3.9 Simulation Results
Exercises
Chapter 13
Modeling Transportation Systems

13.1 Advanced Transfer Template Panel

13.2 Animate Transfer Toolbar

13.3 Example: A Bulk-Material Port

13.3.1 Ship Arrivals

13.3.2 Tug Boat Operations

13.3.3 Coal-Loading Operations

13.3.4 Tidal Window Modulation

13.3.5 Simulation Results

13.4 Example: A Toll Plaza

13.4.1 Arrivals Generation

13.4.2 Dispatching Cars to Tollbooths

13.4.3 Serving Cars at Tollbooths

13.4.4 Simulation Results for the Toll Plaza Model

13.5 Example: A Gear Manufacturing Job Shop

13.5.1 Gear Job Arrivals

13.5.2 Gear Transportation

13.5.3 Gear Processing

13.5.4 Simulation Results for the Gear Manufacturing
Job Shop Model

13.6 Example: Sets Version of the Gear Manufacturing
Job Shop Model
Exercises
Chapter 14
Modeling Computer Information Systems

14.1 Client/Server System Architectures

14.1.1 Message-Based Communications

14.1.2 Client Hosts

14.1.3 Server Hosts

14.2 Communications Networks

14.3 Two-Tier Client/Server Example: A Human Resources
System

14.3.1 Client Nodes Segment

14.3.2 Communications Network Segment

14.3.3 Server Node Segment

14.3.4 Simulation Results

14.4 Three-Tier Client/Server Example: An Online Bookseller
System

14.4.1 Request Arrivals and Transmission Network
Segment

14.4.2 Transmission Network Segment

14.4.3 Server Nodes Segment

14.4.4 Simulation Results
Exercises
Appendix A
Frequently Used Arena Constructs
A.1 Frequently Used Arena Built-in Variables
A.1.1 Entity-Related Attributes and Variables
A.1.2 Simulation Time Variables
A.1.3 Expressions
A.1.4 General-Purpose Global Variables
A.1.5 Queue Variables
A.1.6 Resource Variables
A.1.7 Statistics Collection Variables
A.1.8 Transporter Variables
A.1.9 Miscellaneous Variables and Functions
A.2 Frequently Used Arena Modules
A.2.1 Access Module (Advanced Transfer)
A.2.2 Assign Module (Basic Process)
A.2.3 Batch Module (Basic Process)
A.2.4 Create Module (Basic Process)
A.2.5 Decide Module (Basic Process)
A.2.6 Delay Module (Advanced Process)
A.2.7 Dispose Module (Basic Process)
A.2.8 Dropoff Module (Advanced Process)
A.2.9 Free Module (Advanced Transfer)
A.2.10 Halt Module (Advanced Transfer)
A.2.11 Hold Module (Advanced Process)
A.2.12 Match Module (Advanced Process)
A.2.13 PickStation Module (Advanced Transfer)
A.2.14 Pickup Module (Advanced Process)
A.2.15 Process Module (Basic Process)
A.2.16 ReadWrite Module (Advanced Process)
A.2.17 Record Module (Basic Process)
A.2.18 Release Module (Advanced Process)
A.2.19 Remove Module (Advanced Process)
A.2.20 Request Module (Advanced Transfer)
A.2.21 Route Module (Advanced Transfer)
A.2.22 Search Module (Advanced Process)
A.2.23 Seize Module (Advanced Process)
A.2.24 Separate Module (Basic Process)
A.2.25 Signal Module (Advanced Process)
A.2.26 Station Module (Advanced Transfer)
A.2.27 Store Module (Advanced Process)
A.2.28 Transport Module (Advanced Transfer)
A.2.29 Unstore Module (Advanced Process)
A.2.30 VBA Block (Blocks)
Appendix B
VBA in Arena
B.1 Arena’s Object Model
B.2 Arena’s Type Library
B.2.1 Resolving Object Name Ambiguities
B.2.2 Obtaining Access to the Application Object
B.3 Arena VBA Events
B.4 Example: Using VBA in Arena
B.4.1 Changing Inventory Parameters Just Before
a Simulation Run
B.4.2 Changing Inventory Parameters during
a Simulation Run
B.4.3 Changing Customer Arrival Distributions Just before
a Simulation Run
B.4.3 Writing Arena Data to Excel via VBA Code
B.4.4 Reading Arena Data from Excel via VBA Code
References
Index

Product details

  • Edition: 1
  • Latest edition
  • Published: June 22, 2007
  • Language: English

About the authors

TA

Tayfur Altiok

Affiliations and expertise
Professor Department of Industrial and Systems Engineering, Rutgers University, New Jersey

BM

Benjamin Melamed

Affiliations and expertise
Professor, Department of Management Science and Information Systems, Rutgers Business School, Rutgers University, New Jersey

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