Methods of modelling people using discrete-event simulation

Discrete-event simulation (DES) is a developed technology used to model manufacturing and service systems. However, although the importance of modelling people in a DES has been recognised, there is little guidance on how this can be achieved in practice. The results from a literature review were used in order to identify examples of the use of DES to model people. Each article was examined in order to determine the method used to model people within the simulation study. It was found that there are no common methods but a diverse range of approaches used to model human behaviour in DES. This paper provides an outline of the approaches used to model people in terms of their decision making, availability for work, task performance and arrival rate. The outcome brings together the current knowledge in this area and will be of interest to researchers considering developing a methodology for modelling people in DES and to practitioners engaged with a simulation project involving the model ling of people’s behaviour.

Discrete-event Simulation and Optimization to Improve the Performance of a Healthcare System

Thesis (Ph.D.)--University of Washington, 2016-08

Investigating output accuracy for a discrete event simulation model and an agent based simulation model

In this paper, we investigate output accuracy for a Discrete Event Simulation (DES) model and Agent Based Simulation (ABS) model. The purpose of this investigation is to find out which of these simulation techniques is the best one for modelling human reactive behaviour in the retail sector. In order to study the output accuracy in both models, we have carried out a validation experiment in which we compared the results from our simulation models to the performance of a real system. Our experiment was carried out using a large UK department store as a case study. We had to determine an efficient implementation of management policy in the store’s fitting room using DES and ABS. Overall, we have found that both simulation models were a good representation of the real system when modelling human reactive behaviour.

A tutorial on the cross-entropy method

The cross-entropy (CE) method is a new generic approach to combinatorial and multi-extremal optimization and rare event simulation. The purpose of this tutorial is to give a gentle introduction to the CE method. We present the CE methodology, the basic algorithm and its modifications, and discuss applications in combinatorial optimization and machine learning. combinatorial optimization

Stochastic simulation of rare events

Stochastic simulation is an important and practical technique for computing probabilities of rare events, like the payoff probability of a financial option, the probability that a queue exceeds a certain level or the probability of ruin of the insurer's risk process. Rare events occur so infrequently, that they cannot be reasonably recorded during a standard simulation procedure: specifc simulation algorithms which thwart the rarity of the event to simulate are required. An important algorithm in this context is based on changing the sampling distribution and it is called importance sampling. Optimal Monte Carlo algorithms for computing rare event probabilities are either logarithmic eficient or possess bounded relative error.

Human Behavious Modelling for Discrete Event and Agent Based Simulation: A Case Study

This study is about the comparison of simulation techniques between Discrete Event Simulation (DES) and Agent Based Simulation (ABS). DES is one of the best-known types of simulation techniques in Operational Research. Recently, there has been an emergence of another technique, namely ABS. One of the qualities of ABS is that it helps to gain a better understanding of complex systems that involve the interaction of people with their environment as it allows to model concepts like autonomy and pro-activeness which are important attributes to consider. Although there is a lot of literature relating to DES and ABS, we have found none that focuses on exploring the capability of both in tackling the human behaviour issues which relates to queuing time and customer satisfaction in the retail sector. Therefore, the objective of this study is to identify empirically the differences between these simulation techniques by stimulating the potential economic benefits of introducing new policies in a department store. To apply the new strategy, the behaviour of consumers in a retail store will be modelled using the DES and ABS approach and the results will be compared. We aim to understand which simulation technique is better suited to human behaviour modelling by investigating the capability of both techniques in predicting the best solution for an organisation in using management practices. Our main concern is to maximise customer satisfaction, for example by minimising their waiting times for the different services provided.

Modelling and analysing human behaviour in a department store using discrete event and agent based simulation

Discrete Event Simulation (DES) is a very popular simulation technique in Operational Research. Recently, there has been the emergence of another technique, namely Agent Based Simulation (ABS). Although there is a lot of literature relating to DES and ABS, we have found less that focuses on exploring the capabilities of both in tackling human behaviour issues. In order to understand the gap between these two simulation techniques, therefore, our aim is to understand the distinctions between DES and ABS models with the real world phenomenon in modelling and simulating human behaviour. In achieving the aim, we have carried out a case study at a department store. Both DES and ABS models will be compared using the same problem domain which is concerning on management policy in a fitting room. The behaviour of staffs while working and customers’ satisfaction will be modelled for both models behaviour understanding.

Comparing simulation output accuracy of discrete event and agent based models: a quantitative approach

In our research we investigate the output accuracy of discrete event simulation models and agent based simulation models when studying human centric complex systems. In this paper we focus on human reactive behaviour as it is possible in both modelling approaches to implement human reactive behaviour in the model by using standard methods. As a case study we have chosen the retail sector, and here in particular the operations of the fitting room in the women wear department of a large UK department store. In our case study we looked at ways of determining the efficiency of implementing new management policies for the fitting room operation through modelling the reactive behaviour of staff and customers of the department. First, we have carried out a validation experiment in which we compared the results from our models to the performance of the real system. This experiment also allowed us to establish differences in output accuracy between the two modelling methods. In a second step a multi-scenario experiment was carried out to study the behaviour of the models when they are used for the purpose of operational improvement. Overall we have found that for our case study example both, discrete event simulation and agent based simulation have the same potential to support the investigation into the efficiency of implementing new management policies.

Hitting and returning to rare events for all alpha-mixing processes

We prove that for any a-mixing stationary process the hitting time of any n-string A(n) converges, when suitably normalized, to an exponential law. We identify the normalization constant lambda(A(n)). A similar statement holds also for the return time. To establish this result we prove two other results of independent interest. First, we show a relation between the rescaled hitting time and the rescaled return time, generalizing a theorem of Haydn, Lacroix and Vaienti. Second, we show that for positive entropy systems, the probability of observing any n-string in n consecutive observations goes to zero as n goes to infinity. (c) 2010 Elsevier B.V. All rights reserved.

A simulation-based evolutionary multiobjective approach to manufacturing cell formation

The purpose of this paper is to propose a multiobjective optimization approach for solving the manufacturing cell formation problem, explicitly considering the performance of this said manufacturing system. Cells are formed so as to simultaneously minimize three conflicting objectives, namely, the level of the work-in-process, the intercell moves and the total machinery investment. A genetic algorithm performs a search in the design space, in order to approximate to the Pareto optimal set. The values of the objectives for each candidate solution in a population are assigned by running a discrete-event simulation, in which the model is automatically generated according to the number of machines and their distribution among cells implied by a particular solution. The potential of this approach is evaluated via its application to an illustrative example, and a case from the relevant literature. The obtained results are analyzed and reviewed. Therefore, it is concluded that this approach is capable of generating a set of alternative manufacturing cell configurations considering the optimization of multiple performance measures, greatly improving the decision making process involved in planning and designing cellular systems. (C) 2010 Elsevier Ltd. All rights reserved.

Mutations in exon 3 of the beta-catenin gene are rare in melanoma cell lines

Mutations in exon 3 of the CTNNB1 gene encoding beta-catenin have been reported in colorectal cancer cell lines and tumours. Although one study reported mutations or deletions affecting beta-catenin in 20% of melanoma cell lines, subsequent reports detected a much lower frequency of aberrations in uncultured melanomas. To determine whether this difference in mutation frequency reflected an in vitro culturing artefact, exon 3 of CTNNB1 was screened in a panel of 62 melanoma cell lines. In addition, reverse transcription-polymerase chain reaction (RT-PCR) was performed to detect intragenic deletions affecting exon 3. One out of 62 (1.6%) cell lines was found to carry a mutation, indicating that aberration of the Wnt-l/wingless pathway through activation of beta-catenin is a rare event, even in melanoma cell lines. (C) 2002 Lippincott Williams Wilkins.

From simulation to statistical analysis: timeliness assessment of ethernet/IP-based distributed systems

A number of characteristics are boosting the eagerness of extending Ethernet to also cover factory-floor distributed real-time applications. Full-duplex links, non-blocking and priority-based switching, bandwidth availability, just to mention a few, are characteristics upon which that eagerness is building up. But, will Ethernet technologies really manage to replace traditional Fieldbus networks? Ethernet technology, by itself, does not include features above the lower layers of the OSI communication model. In the past few years, it is particularly significant the considerable amount of work that has been devoted to the timing analysis of Ethernet-based technologies. It happens, however, that the majority of those works are restricted to the analysis of sub-sets of the overall computing and communication system, thus without addressing timeliness at a holistic level. To this end, we are addressing a few inter-linked research topics with the purpose of setting a framework for the development of tools suitable to extract temporal properties of Commercial-Off-The-Shelf (COTS) Ethernet-based factory-floor distributed systems. This framework is being applied to a specific COTS technology, Ethernet/IP. In this paper, we reason about the modelling and simulation of Ethernet/IP-based systems, and on the use of statistical analysis techniques to provide usable results. Discrete event simulation models of a distributed system can be a powerful tool for the timeliness evaluation of the overall system, but particular care must be taken with the results provided by traditional statistical analysis techniques.

The effect of demand information sharing in a supply chain under demand uncertainty: a simulation study

Dissertação para obtenção do Grau de Mestre em Engenharia e Gestão Industrial

Variations régionales du recours aux soins: quelques problèmes méthodologiques. [Regional variations in health services: various methodological problems].

Many studies show strong variation of health consumption between regions, suggesting that theses variations are related to the uncertainty of medical practice or to other factors related to health services or patients attitude. However the statistical interpretation of these variations is far from easy: apart from usual and specific information bias, there are statistical problems when observing incidence of events like health care consumption: it is in fact a rare event, which is observed within small population, and among regions with unequal number of person. Therefore, most of the variation reported might be well explained by a purely statistical phenomenon. This paper presents some aspects of this variability for three common indicators of variation, and suggest the use of ad hoc simulation to get statistical criteria.

Simulation methods with extended stability for stiff biochemical kinetics

Background: With increasing computer power, simulating the dynamics of complex systems in chemistry and biology is becoming increasingly routine. The modelling of individual reactions in (bio)chemical systems involves a large number of random events that can be simulated by the stochastic simulation algorithm (SSA). The key quantity is the step size, or waiting time, τ, whose value inversely depends on the size of the propensities of the different channel reactions and which needs to be re-evaluated after every firing event. Such a discrete event simulation may be extremely expensive, in particular for stiff systems where τ can be very short due to the fast kinetics of some of the channel reactions. Several alternative methods have been put forward to increase the integration step size. The so-called τ-leap approach takes a larger step size by allowing all the reactions to fire, from a Poisson or Binomial distribution, within that step. Although the expected value for the different species in the reactive system is maintained with respect to more precise methods, the variance at steady state can suffer from large errors as τ grows. Results: In this paper we extend Poisson τ-leap methods to a general class of Runge-Kutta (RK) τ-leap methods. We show that with the proper selection of the coefficients, the variance of the extended τ-leap can be well-behaved, leading to significantly larger step sizes.Conclusions: The benefit of adapting the extended method to the use of RK frameworks is clear in terms of speed of calculation, as the number of evaluations of the Poisson distribution is still one set per time step, as in the original τ-leap method. The approach paves the way to explore new multiscale methods to simulate (bio)chemical systems.