Simulation with Arena

Fifth Edition

W. David Kelton

Professor
Department of Quantitative Analysis and Operations Management
University of Cincinnati
Randall P. Sadowski
Retired

Nancy B. Swets
Requirements Analyst
Simulation
Rockwell Automation

TECHN1SCHE
INFORMATION

SB! BUOTHEK

UNIVERSITATS8IBLIOTHEK
HANNOVER

Higher Education
Boston

Bangkok
Milan

Burr Ridge, IL

Bogota

Montreal

Caracas
New Delhi

Dubuque, IA
Lumpur

Kuala

Santiago

New York

Lisbon

Seoul

San Francisco

London

Singapore

St. Louis

Madrid

Sydney

Mexico

Taipei

City

Toronto

vii

Contents

Chapter

1: What Is Simulation?
1.1

Modeling
Being Modeled?
How About Just Playing with the System?
Sometimes You Can't (or Shouldn't) Play with

1.1.1

What's

1.1.2
1.1.3
1.1.4

Physical

1.1.6

1.3

What Do You Do with

Computer Simulation
1.2.1
Popularity and Advantages

2.3

4
5
5

Different Kinds of Simulations

7
8
8

By Hand
in

General-Purpose Languages

1.3.3

Programming
Simulation Languages

1.3.4

High-Level

Simulators

1.3.5

Where Arena Fits In

When Simulations Are Used

10
10

10
10
12

1.4.1

The

Early Years

12

1.4.2

The Formative Years

12

1.4.3

The Recent Past

13

1.4.4

The Present

13

1.4.5

The Future

13

Chapter 2: Fundamental Simulation Concepts

2.2

1.2.3

How Simulations Get Done

An

The Bad News

1.3.2

2.1

System

1.2.2

1.3.1

1.4

3
the

Logical (or Mathematical) Models

a Logical Model?

1.1.5

1.2

Models

15
15

Example
2.1.1

The System

2.1.2

Goals of the

15

Study

17
18

Analysis Options

18

2.2.1

Educated Guessing

2.2.2

Queueing Theory

19

2.2.3

Mechanistic Simulation

20

Pieces of

Simulation Model

20

2.3.1

Entities

20

2.3.2

Attributes

21

2.3.3

(Global) Variables

21

2.3.4

Resources

22

2.3.5

Queues

22

2.3.6

Statistical Accumulators

23

2.3.7

Events

23

2.3.8

Simulation Clock

2.3.9

Starting

and

Stopping

24
24

2.4

Event-Driven Hand Simulation

Outline of the Action

25

2.4.2

Keeping Track of Things

Carrying It Out
Finishing Up

26

2.4.3
2.4.4

28
32

2.5

Event- and Process-Oriented Simulation

32

2.6

Randomness in Simulation

34

2.6.1

2.7

Chapter

25

2.4.1

Input, Random Output

2.6.2
Replicating the Example
2.6.3
Comparing Alternatives
Simulating with Spreadsheets
Random

36
37

A News Vendor Problem

37

2.7.2

43

2.7.3

Extensions and Limitations

Overview of

2.9

Exercises

Single-Server Queue

Simulation

47

Study

47
48

3: A Guided Tour
3.1

Starting Up

3.2

Exploring

Arena

Through

53
53

the Arena Window

55

3.2.1

Opening a Model

3.2.2

Basic Interaction and Pieces of the Arena Window

3.2.3

Panning, Zooming, Viewing,

3.2.4

Modules

3.2.5

Internal Model Documentation

Browsing Through

an

55

and

Aligning

in the Flowchart View

56

58
60

Existing

Model: Model 3-1

61
62

3.3.1

The Create Flowchart Module

62

3.3.2

The

63

3.3.3

The Process Flowchart Module

64

3.3.4

The Resource Data Module

66

3.3.5

67

3.3.7

The Queue Data Module

Animating Resources and Queues
The Dispose Flowchart Module

3.3.8

Connecting

3.3.9

Dynamic Plots

69

3.3.10

Dressing Things Up

71

3.3.11

Setting the Run Conditions

Running It
Viewing the Reports

72

3.3.6

3.3.12

3.3.13
3.4

35

2.7.1

2.8

3.3

34

Building

Entity

Data Module

Flowchart Modules

Model 3-1 Yourself

67
67
68

73
74

79

3.4.1

New Model Window and Basic Process Panel

80

3.4.2

Place and Connect the Flowchart Modules

81

3.4.3

The Create Flowchart Module

81

3.4.4

Displays

82

3.4.5

The

3.4.6

The Process Flowchart Module

83

3.4.7

The Resource and Queue Data Modules

84

3.4.8

Resource Animation

84

3.4.9

The Dispose Flowchart Module

Dynamic Plots

85

3.4.10

Entity

Data Module

83

85

ix

3.4.11

Window Dressing

88

3.4.12

The Run

89

3.4.13
3.5

Setup Dialog Boxes

Establishing Named Views
>

89

Case

Study: Specialized Serial Processing vs. Generalized Parallel Processing

3.5.1
Model 3-2: Serial Processing
Specialized Separated Work
3.5.2
Model 3-3: Parallel Processing
Generalized Integrated Work
3.5.3
Models 3-4 and 3-5: The Effect of Task-Time Variability
More on Menus, Toolbars, Drawing, and Printing
-

3.6

90
93

95
98

3.6.1

Menus

3.6.2

Toolbars

103

3.6.3

Drawing
Printing

106

3.6.4

Chapter

90

3.7

Help!

3.8

More

98

107
108
109

3.9

Running Models
Summary and Forecast

3.10

Exercises

110

4:
4.1

on

Modeling

Basic

4.3

Operations and Inputs

117

Model 4-1: An Electronic Assembly and Test System

4.1.1
Developing a Modeling Approach

119

4.1.3

Running
Viewing

the Model

130

the Results

132

Model 4-2: The Enhanced Electronic Assembly and Test System

4.2.1
Expanding Resource Representation: Schedules and States

135

Resource Schedules

136

4.2.3

Resource Failures

140

4.2.4

Frequencies

142

4.2.5

Results of Model 4-2

145

Model 4-3:

4.3.3

Enhancing the Animation

Changing Animation Queues
Changing Entity Pictures
Adding Resource Pictures

149
150
152

154

4.3.4

4.6

134

4.2.2

4.3.2

4.5

118

Building the Model

4.3.1

4.4

117

4.1.2

4.1.4
4.2

110

Adding Variables and Plots

Model 4-4: The Electronic Assembly and Test System with Part Transfers
Some New Arena Concepts: Stations and Transfers
4.4.1
4.4.2
Adding the Route Logic
4.4.3
Altering the Animation
Finding and Fixing Errors
Input Analysis'. Specifying Model Parameters and Distributions

156
158
158

160
163
167
174

4.6.1

Deterministic

4.6.2

176

4.6.4

Collecting Data
Using Data
Fitting Input Distributions via the Input Analyzer

4.6.5

No Data?

185

4.6.6

Nonstationary Arrival Processes

Multivariate and Correlated Input

4.6.3

4.6.7
4.7

Summary and Forecast

4.8

Exercises

vs. Random

175

Inputs

177
178
188

Data

189
189
190

Chapter

5:

Modeling Detailed Operations

5.1

Model 5-1: A

5.2

New

Simple
Modeling Issues

5.2.1

5.2.3

5.2.4
5.2.5

203

Storages
Terminating

205
or

204
204

205

Steady-State

5.4

Building

206

Modeling Approach
the Model

208

5.4.1

Create Arrivals and Direct

5.4.2

Arrival Cutoff Logic

214

5.4.3

Technical

216

5.4.4

Sales Calls

5.4.5

Order-Status Calls

5.4.6

System

5.4.7

Animation

Support

to

208

Service

Calls

219
220

Exit and Run

226

Setup

228

Model 5-2: The Enhanced Call Center System

5.5.1
The New Problem Description

231
233

5.5.3

Concepts
Defining the Data

5.5.4

Modifying

231

New

235

the Model

239

5.6

Model 5-3: The Enhanced Call Center with More

5.7

Model 5-4: An (s, S) Inventory Simulation

5.7.1
System Description
5.7.2

5.8

Summary

5.9

Exercises

6: Statistical

Output

Performance Measures

244

251
251

Simulation Model

253

and Forecast

264
265

Analysis

of

Output

from

Terminating

Simulations

273

6.1

Time Frame of Simulations

274

6.2

Strategy for Data

274

6.3

Confidence Intervals for

6.4

Comparing

6.5

285

6.7

Evaluating Many Scenarios with the Process Analyzer (PAN)

Searching for an Optimal Scenario with OptQuest
Summary and Forecast

6.8

Exercises

296

6.6

Chapter

203

Rejections and Balking

Three-Way Decisions
Variables and Expressions

5.3

5.5.2

Chapter

202

System

Customer

5.2.2

5.5

201

Call Center

7: Intermediate
7.1

Collection and

Analysis
Terminating Systems

Modeling

and

281

Steady-State

Model 7-1: A Small Manufacturing System

7.1.1
New Arena Concepts
7.1.2

276

Two Scenarios

Statistical

Analysis

290
295

301
301

302
3 04

7.1.3

The Modeling Approach

The Data Modules

7.1.4

The

307

7.1.5

Animation

314

7.1.6

Verification

316

Logic

Modules

305

xi

7.2

Statistical Analysis of Output from Steady-State Simulations

7.2.1
Warm-Up and Run Length
7.2.2

Truncated

7.2.3

Batching

7.2.4

What To Do?

7.2.5

Chapter

320
320

324

Replications

in a

Single Run

325
328

Other Methods and Goals for Steady-State Statistical Analysis

and Forecast

Summary

7.4

Exercises

329

Entity Transfer

335

8:
8.1
8.2

8.3

8.4

329

of Entity Transfers
335
Model 8-1: The Small Manufacturing System with Resource-Constrained Transfers. 337
The Small Manufacturing System with Transporters
341

Types

8.3.1

Model 8-2: The Modified Model 8-1 for Transporters

342

8.3.2

Model 8-3: Refining the Animation for

349

Transporters

Conveyors

355

8.4.1

Model 8-4: The Small Manufacturing System with Nonaccumulating

8.4.2

Model 8-5: The Small

358

Conveyors

Manufacturing System

with

Accumulating

Conveyors

363

8.5

Summary and Forecast

364

8.6

Exercises

364

Chapter 9: A Sampler of Further Modeling

9.1

9.2
9.3

9.4

9.5

9.6

9.7

Techniques

369
369

9.1.1

Model 9-1: Finite Buffers at Stations

370

9.1.2

Model 9-2: Parts

374

More

Stay

on

Conveyor During Processing

375

Transporters
Entity Reneging
on

376

9.3.1

Entity Balking

9.3.2

Model 9-3: A Service Model with

Holding

and

Batching

and

Modeling Options

9.4.2

Model 9-4: A

Overlapping

376

Reneging
Balking

and

Reneging

Entities

9.4.1

377
385

385

Batching

Process

Example

Resources

386
392

9.5.1

System Description

392

9.5.2

Model 9-5: A

394

9.5.3

Model 9-6:

A Few Miscellaneous

Tightly Coupled Production System

Adding Part-Status Statistics

Modeling

9.6.1

Guided

9.6.2

Parallel Queues
Decision Logic

Issues

Transporters

Integration and Customization

Model 10-1:
10.1.1
10.1.2

400
403
404

404
405
46

Exercises

10: Arena
10.1

Issues and

the Advanced Transfer Panel

Modeling Conveyors Using

9.6.3

Chapter

329

7.3

and Writing Data Files

Model tO-2: Reading Entity Arrivals from a Text File
Model 10-3 and Mode! 10-4: Reading and Writing Access and
Excel Files

Reading

413
413
415
419

xii

10.2

10.1.3

Advanced

10.1.4

Model 10-5:

432

Overview of ActiveX Automation and VBA

432

10.2.2

Built-in Arena VBA Events

434

10.2.3

Arena's Object Model

Arena's Macro Recorder

438

Presenting Arrival Choices to the User

Modifying the Creation Logic
Designing the VBA UserForm
Displaying the Form and Setting Model

444

Model 10-6:
10.3.2
10.3.3

10.5

Chapter

430

10.2.1

10.3.1

10.4

426

VBA in Arena

10.2.4
10.3

Reading and Writing

Reading in String Data

441
444
446
448

Data

Model 10-7:

Recording and Charting Model Results in Microsoft Excel

10.4.1
Setting Up Excel at the Beginning of the Run
10.4.2
Storing Individual Call Data Using the VBA Module
10.4.3
Charting the Results and Cleaning Up at the End of the Run
Creating Modules Using the Arena Professional Edition: Template 10-1

463
464

10.5.3

The Panel Icon and User View

464

10.5.4

The Module

465

10.5.5

Uses of

Template

Source File:

Logic

and

Template 10-01.tpl

Operands

Templates

470

Forecast

471
471

11: Continuous and Combined Discrete/Continuous Models

Modeling Simple Discrete/Continuous Systems

11.1.1
Model 11 -1: A Simple Continuous
11.1.2

Model 11-2:

Interfacing
Coal-Loading Operation

Continuous and Discrete

474

Logic

Model 11 -5: A

11.3.2

Soaking-Pit Furnace
Modeling Continuously Changing Rates

11.3.3

Arena's

11.3.4

Building

the Model

11.3.5

Defining

the Differential

11.4

Summary and

11.5

Exercises

Approach

for

Forecast

Solving Differential Equations

482
483
485
495
499
499
500
501
502

Equations Using VBA

506

508
508

12: Further Statistical Issues

12.1

Random-Number Generation

12.2

Generating

12.3

477
481

System Description
11.2.2
Modeling Approach
11.2.3
Model 11-3: Coal Loading with Continuous Approach
11.2.4
Model 11-4: Coal Loading with Flow Process
Continuous State-Change Systems
11.3.1

473
474

System

11.2.1

Chapter

462

The

Exercises

11.3

461

10.5.2

10.7

459

The Create from File Module

Summary and

11.2

456

10.5.1

10.6

11.1

455

Random Variates

513
513
519

12.2.1

Discrete

519

12.2.2

Continuous

521

Nonstationary

Poisson Processes

523

xiii

12.4

Variance Reduction
12.4.1
Common Random Numbers
12.4.2

12.5

Other Methods

12.7

Chapter

13:

525
531

Sequential Sampling
12.5.1
Terminating Models

532
533

12.5.2

12.6

524

Steady-State Models
Designing and Executing Simulation Experiments

537

Exercises

540

Conducting Simulation Studies

539

543

13.1

A Successful Simulation

13.2

Problem Formulation

13.3
13.4

Solution Methodology
System and Simulation

Specification

548

13.5

Model Formulation and Construction

552

13.6

Verification and Validation

554

13.7

557

13.8

Experimentation and Analysis

Presenting and Preserving the Results

13.9

Disseminating the Model

559

Appendix

A:

A.l

543

546
547

A Functional Specification for The Washington Post

Introduction
A. 1.1

558

561
561

Document

A. 1.3

Organization
Simulation Objectives
Purpose of the Functional Specification

A. 1.4

Use of the Model

A. 1.5

Hardware and Software

A. 1.2

A.2

Study

561

561
562
562

Requirements

System Description and Modeling Approach

A.2.1
Model Timeline

563

563
563

A.2.2

Presses

563

A.2.3

Product Types
Press Packaging Lines

565

A.2.4
A.2.5

Tray System

565

A.2.6

Truck Arrivals

566

A.2.7

Docks

567

A.2.8

Palletizers

567

A.2.9

Manual Insertion Process

568

565

A.3

Animation

569

A.4

Summary of Input and Output

569

A.4.1

Model

Input

A.4.2
A.5

A.6

Project

Model Output
Deliverables

569
570
572

A.5.1

Simulation Model Documentation

572

A.5.2

User's Manual

572

A.5.3

Model Validation

572

A.5.4

Animation...

572

Acceptance

572

xiv

Appendix

B: A Refresher on

Probability

and Statistics

575

B.l

Probability

Basics

575

B.2

Random Variables

577

B.2.1

Basics

577

B.2.2

Discrete

578

B.2.3

Continuous

580

B.2.4

Joint

Distributions, Covariance, Correlation, and Independence

582

B.3

Sampling

B.4

Point Estimation

587

B.5

Confidence Intervals

587

B.6

Hypothesis

B.7

Exercises

Appendix

C: Arena's

and

Sampling

Distributions

Tests

Probability Distributions

Arena's Probability Distributions

Beta

Appendix

D.2

D.3

589
591

593
593
595

Continuous

596

Discrete

598

Erlang
Exponential

599

Gamma

601

Johnson

602

600

Lognormal

603

Normal

604

Poisson

605

Triangular

606

Uniform

607

Weibull

608

D: Academic Software Installation Instructions

D. 1

585

Authorization

to Copy Software
Installing the Arena Software
System Requirements

609
609
609
610

References

611

Index

615