Facilitated modelling with discrete-event simulation: Reality or myth?

Is it possible for discrete-event simulation to be used in a facilitated workshop environment? Over the last decade there have been various attempts to use simulation in this way, but we argue here that none have been successful in achieving a fully facilitated mode where the model is both developed and used in the workshop. We attempt to use a discrete-event simulation in a facilitated mode as part of a lean improvement workshop in a hospital setting. The model was successfully developed and used within the 3 day period of the workshop. Although the intervention was successful, we still had to build the model in the ‘back-office’, meaning that a fully facilitated mode was not achieved. The paper concludes by discussing how fully facilitated modelling with discrete-event simulation might be made possible; the answer is more about changing mind-sets than about technological challenge.     

Upper bounds on Poisson tail probabilities

Upper bounds on the left and right tails of the Poisson distribution are given. These bounds can be easily computed in a numerically stable way, even when the Poisson parameter is large. Such bounds can be applied to variate generation schemes and to numerical algorithms for computing terminal rewards of uniformizable continuous-time Markov chains.     

General concepts of quality for discrete-event simulation

With the exception of validity, discrete-event simulation quality is a little understood concept. To improve this situation, a model of simulation quality is presented that aims to develop an understanding of the quality concept across a range of approaches to performing discrete-event simulation studies. The model consists of three separate, but related, quality concepts concerning the (i) content, (ii) process, and (iii) outcome of a simulation study. These concepts, their relationships, and their importance are discussed. The concepts are explored further, and a set of dimensions of simulation quality are proposed, through an empirical investigation within a business simulation context. Methods of assessing simulation quality are also discussed, although few approaches exist for evaluating process and outcome quality, since the extant methods concentrate on the technical content of the work. The model presented here may not only be of interest to simulation modellers, but also to the wider management science/operational research community.     

Implementing a discrete-event simulation software selection methodology for supporting decision making at Accenture

For large international companies with their own simulation team, it is often hard to make a decision related to selection of new discrete-event simulation software. This paper presents a comprehensive discrete-event simulation software selection methodology that has been successfully used for decision making at Accenture consulting company. Accenture already used a simulation tool at the start of the project, but wanted to find out whether the current tool used still was the most appropriate one for its needs, and to evaluate the latest discrete-event simulation tools. The developed methodology consists of two phases: phase 1 quickly reduces the long list to a short list of packages, and phase 2 matches the requirements of the company with the features of the simulation package in detail. Successful application of the proposed methodology indicates its possible application for decision making in other large organisations, provided that the study is performed by a third party to avoid risks of influencing the outcome of the selection process.     

On-line identification of language measure parameters for discrete-event supervisory control

The discrete-event dynamic behavior of physical plants is often represented by regular languages that can be realized as deterministic finite state automata (DFSA). The concept and construction of signed real measures of regular languages have been recently reported in literature. Major applications of the language measure are: quantitative evaluation of the discrete-event dynamic behavior of unsupervised and supervised plants; and analysis and synthesis of optimal supervisory control algorithms in the discrete-event setting. This paper formulates and experimentally validates an on-line procedure for identification of the language measure parameters based on a DFSA model of the physical plant. The recursive algorithm of this identification procedure relies on observed simulation and/or experimental data. Efficacy of the parameter identification procedure is demonstrated on the test bed of a mobile robotic system, whose dynamic behavior is modelled as a DFSA for discrete-event supervisory control.     

Bivariate Distributions with Pearson Type VII Conditionals

In this article the most general class of bivariate distributions such that both conditional densities are Pearson Type VII, with fixed shape parameter, is fully characterized. Some of its properties and relations with other distributions are explored. The estimation of parameters is considered by the methods of maximum likelihood and pseudolikelihood and a method for random variate generation is presented along with a simulation experiment. Bivariate and multivariate extensions of the Pearson Type VII conditionals distribution are also discussed.     

An extended event graph-based modelling method for parallel and distributed discrete-event simulation

The developing logical process (LP)-based parallel and distributed discrete-event simulation (PDES) in the existing PDES programming environments is a difficult and time-consuming process. Event graph is a simple and powerful modelling formalism of discrete-event simulation, whereas this formalism does not support PDES. This article proposes an extension of the event graph to consider the communication of LPs via the events sent, which is called ‘extended event graph (EEG)’, and proposes an EEG-based modelling method for PDES. This modelling method shifts the focus of PDES development from writing code to building models, and the system implementation can be automatically and directly generated from EEG model. The experimental results show that EEG models can successfully execute in the parallel simulator, and this framework can effectively improve the PDES modelling activities.     

Optimization via simulation: A review

We review techniques for optimizing stochastic discrete-event systems via simulation. We discuss both the discrete parameter case and the continuous parameter case, but concentrate on the latter which has dominated most of the recent research in the area. For the discrete parameter case, we focus on the techniques for optimization from a finite set: multiple-comparison procedures and ranking-and-selection procedures. For the continuous parameter case, we focus on gradient-based methods, including perturbation analysis, the likelihood ratio method, and frequency domain experimentation. For illustrative purposes, we compare and contrast the implementation of the techniques for some simple discrete-event systems such as the (s, S) inventory system and theGI/G/1 queue. Finally, we speculate on future directions for the field, particularly in the context of the rapid advances being made in parallel computing.     

Representing and Learning Distributions with the Aid of a Neural Network

This paper describes a method by which a neural network learns to fit a distribution to sample data. The neural network may be used to replace the input distributions required in a simulation or mathematical model and it allows random variates to be generated for subsequent use in the model. Results are given for several data sets which indicate the method is robust and can represent different families of continuous distributions. The neural network is a three-layer feed-forward network of size (1-3-3-1). This paper suggests that the method is an alternative approach to the problem of selection of suitable continuous distributions and random variate generation techniques for use in simulation and mathematical models.     

Modeling uncertain activity duration by fuzzy number and discrete-event simulation

This paper introduces how to incorporate fuzzy set theory and a fuzzy ranking measure with discrete-event simulation in order to model uncertain activity duration in simulating a real-world system, especially when insufficient or no sample data are available. Fuzzy numbers are used to describe uncertain activity durations, reflecting vagueness, imprecision and subjectivity in the estimation of them. A fuzzy ranking measure is merged with an activity scanning simulation algorithm for performing fuzzy simulation time advancement and event selection for simulation experimentation. The uses of the fuzzy activity duration and the probability distribution-modeled duration are compared through a series of simulation experiments. It is observed that the fuzzy simulation outputs are arrived at through only one cycle of fuzzy discrete-event simulation, still they contain all the statistical information that are produced through multiple cycles of simulation experiments when the probability distribution approach is adopted.     

Application of discrete-event simulation in health care clinics: A survey

In recent decades, health care costs have dramatically increased, while health care organisations have been under severe pressure to provide improved quality health care for their patients. Several health care administrators have used discrete-event simulation as an effective tool for allocating scarce resources to improve patient flow, while minimising health care delivery costs and increasing patient satisfaction. The rapid growth in simulation software technology has created numerous new application opportunities, including more sophisticated implementations, as well as combining optimisation and simulation for complex integrated facilities. This paper surveys the application of discrete-event simulation modeling to health care clinics and systems of clinics (for example, hospitals, outpatient clinics, emergency departments, and pharmacies). Future directions of research and applications are also discussed.     

Cyclic regenerative method of simulation

In this paper we develop a cyclic regenerative method of simulation. As an example of its application, we consider a single server queuing system with N-control policy of Heyman. Numerical results are presented to illustrate the ability of this method to reduce the variance of the estimate over that of the traditional regenerative method of simulation.     

Regenerative simulation of TES processes

Regenerative simulation has become a familiar and established tool for simulation-based estimation. However, many applications (e.g., traffic in high-speed communications networks) call for autocorrelated stochastic models to which traditional regenerative theory is not directly applicable. Consequently, extensions of regenerative simulation to dependent time series is increasingly gaining in theoretical and practical interest, with Markov chains constituting an important case. Fortunately, a regenerative structure can be identified in Harris-recurrent Markov chains with minor modification, and this structure can be exploited for standard regenerative estimation. In this paper we focus on a versatile class of Harris-recurrent Markov chains, called TES (Transform-Expand-Sample). TES processes can generate a variety of sample paths with arbitrary marginal distributions, and autocorrelation functions with a variety of functional forms (monotone, oscillating and alternating). A practical advantage of TES processes is that they can simultaneously capture the first and second order statistics of empirical sample paths (raw field measurements). Specifically, the TES modeling methodology can simultaneously match the empirical marginal distribution (histogram), as well as approximate the empirical autocorrelation function. We explicitly identify regenerative structures in TES processes and proceed to address efficiency and accuracy issues of prospective simulations. To show the efficacy of our approach, we report on a TES/M/1 case study. In this study, we used the likelihood ratio method to calculate the mean waiting time performance as a function of the regenerative structure and the intrinsic TES parameter controlling burstiness (degree of autocorrelation) in the arrival process. The score function method was used to estimate the corresponding sensitivity (gradient) with respect to the service rate. Finally, we demonstrated the importance of the particular regenerative structure selected in regard to the estimation efficiency and accuracy induced by the regeneration cycle length.     

Multi-criteria robust design of a JIT-based cross-docking distribution center for an auto parts supply chain

We present a solution framework based on discrete-event simulation and enhanced robust design technique to address a multi-response optimization problem inherent in logistics management. The objective is to design a robust configuration for a cross-docking distribution center so that the system is insensitive to the disturbances of supply uncertainty, and provides steady parts supply to downstream assembly plants. In the proposed approach, we first construct a simulation model using factorial design and central composite design (CCD), and then identify the models that best describe the relationship between the simulation responses and system factors. We employ the response surface methodology (RSM) to identify factor levels that would maximize system potential.     

Linking Discrete-Event Simulation Models with Expert Systems

This paper describes experiments designed to test the feasibility of linking discrete-event simulation models with expert systems. Two microcomputer systems are used: one contains the simulation model, while the other contains the expert system. The paper shows that by linking a simulation model with an expert system, it is possible to use the combination for simulation parameter learning, expert system development and expert system control of a simulation model.     

Soft with a hard centre: discrete-event simulation in facilitation

Discrete event simulation is normally described as a ‘hard’ OR technique. This may not, however, always be the case. An example of a simulation of a user support helpline is described which, it is argued, has many of the traits of a ‘soft’ OR intervention. In particular, the study involved a facilitated discussion around a simulation model about possible improvements to a problem situation. The nature of the intervention is considered from both a methodological and paradigmatic perspective, and conclusions are drawn about where the intervention lies on a ‘hard’ to ‘soft’ continuum. It is argued that ‘soft’ issues need to be subsumed into the prescribed methodology for discrete-event simulation.     

Application of Computer Simulation to Freight Transport Systems

Selecting an appropriate simulation-model structure for complicated, large-scale transport systems is a non-trivial and challenging task. This paper reports practical research which evaluates a number of alternative model structures for the Arizona state-highway network system based on the immediate dependency on input data obtained from a multistage mail survey. The most appropriate topology structure selected is a data-driven, link-based, discrete-event simulation model using conditional probability branching logic. Separating model and data makes the simulation model a generic traffic-routeing logic processor that is easy to use and does not require simulation skills. Different transport systems can easily be accommodated by simply changing input data. The model is validated by comparative analysis of input data using statistical techniques. An upper bound on the size of the valid network is thus obtained.     

Regenerative structure of Markov chains simulated via common random numbers

A standard strategy in simulation, for comparing two stochastic systems, is to use a common sequence of random numbers to drive both systems. Since regenerative output analysis of the steady-state of a system requires that the process be regenerative, it is of interest to derive conditions under which the method of common random numbers yields a regenerative process. It is shown here that if the stochastic systems are positive recurrent Markov chains with countable state space, then the coupled system is necessarily regenerative; in fact, we allow couplings more general than those induced by common random numbers. An example is given which shows that the regenerative property can fail to hold in general state space, even if the individual systems are regenerative.     

A Language for Teaching Discrete-event Simulation

Courses which teach discrete-event simulation are based on many different simulation languages. The requirements for a language to support teaching simulation are discussed. In particular, it is recommended that such languages separate into distinct modules those aspects of simulation which are taught as separate topics. Implementation of the separation is discussed. The SEESIM language, developed as a teaching aid, is described, and examples of its use are given. Straightforward use of SEESIM can be learned quickly, yet the language provides facilities for a staged introduction to advanced concepts of simulation.     

A CHARACTERIZATION OF N-DIMENSIONAL DAUBECHIES TYPE TENSOR PRODUCT WAVELET

1. IntroductionSince the iniroduction by Daubechiesl1l of compactly supported orthogonal waveletbases in R with arbitrary high smoothness, various new wavelet bases have been constructedand aPplied successfully in image processing, numerical computation, statistics, etc. Manyof these applications, such as image compression, empIoy wavelet bases in R2. Virtuallyall of these bases are separable, that is, the bivariate functions are simply tensor productsof univariate basis functions. A separab…