Daniel J Epstein Department of Industrial and Systems Engineering ISE 580: Performance Modeling and Simulation (3 units) Fall 2014 Syllabus Instructor Dr. S. Parisay Office location ISE Department, GER 216C Office phone (213) 740-0867 Office hours Tues and Wed 4:30-6:00; extended office hour through Email Email parisay@usc.edu Web site http://ise.usc.edu/directory/sima-parisay.htm Class sessions Wednesday 6:30-9:10 pm, KAP 144 Prerequisite Probability and statistics, including hypothesis testing, and introductory computer programming Text book Required: Simulation Modeling & Analysis with Expertfit Software, 4th Edition, Averill M. Law, McGraw-Hill, 2007. ISBN: 0073294411 ISBN-13 9780073294414 Required software: Arena Software can be downloaded from their web site http://www.arenasimulation.com/ Will use software for Markov Chain and Queuing Theory. Required: Course Handouts (Included in Course Reader, course Black Board, and in class) by Dr. Parisay Reference: Simulation with Arena, 6th Edition, W. David Kelton, Randall P Sadowski, Nancy B. Zupick, McGraw-Hill, 2015, ISBN: 978-0-07340131-7 Reference: Discrete Systems Simulation, B. Khoshnevis, McGraw-Hill, Inc., 1994 or Discrete Systems Simulation, B. Khoshnevis and K. Palmer, ISE, USC, 2013 Teaching Assistant TBA TA Email TA Office Hours 1 Course Objectives: This course is an introduction to modeling and analysis of stochastic systems, with an emphasis on analytic methods for Markovian systems and discrete-event simulation of non-Markovian systems. This course emphasizes the development of modeling skills, analysis skills, and communication skills. These skills lead to information mining that provides in-depth understanding of a system and assists with a better decision making regarding system design and operation. This course includes: Markovian systems, especially queuing systems Simulation models and animation Model verification and validation Input modeling, statistical output analysis Random-number generators and their impact, generating Random Variables Statistical Design and analysis of simulation experiments Commercial simulation software (ARENA) Course Execution: The course consists of: Midterm I will be in-class based on the schedule, closed book, and 1.5 hours in length. Midterm II will be in-class based on the schedule, closed book, and 2.5 hours in length. The exam consists of two sections: one section on “theory”, which is 1.5 hours in length, and one section on “software”, which is 1 hour in length. Final Examination will be held at the completion of all classes based on the University schedule, closed book, and 2 hours in length. Homework are assigned each week, randomly collected at the start of the next class (unless otherwise indicated), graded and returned the following week. No late homework will be accepted. HW is expected to be typed, and professionally done. Quiz/Participation usually conducted at the beginning of each class and randomly collected. Project/Term paper: The project in this class is a team activity. Teams may select a topic according to the team members’ interest. The project requires a final report and presentation. 2 Grading Policy: Item Mid-Term 1 Mid-Term 2 Final Examination Homework (3 best out of 5) Quizzes (3 best out of 5) Project Total points Points (weights) 15 25 15 10 10 25 100 Total points will be curved for the final letter grade. Letter grade with minus and plus are also considered. Cellular phones should be turned off in class. No texting in class. Academic Integrity “The Viterbi School of Engineering adheres to the University's policies and procedures governing academic integrity as described in SCampus. Students are expected to be aware of and to observe the academic integrity standards described in SCampus, and to expect those standards to be enforced in this course”. Students with Disabilities "Any Student requesting academic accommodations based on a disability is required to register with Disability Services and Programs (DSP) each semester. A letter of verification for approved accommodations can be obtained from DSP. Please be sure the letter is delivered to me (or to TA) as early in the semester as possible. DSP is located in STU 301 and is open 8:30 a.m. - 5:00 p.m., Monday through Friday. The phone number for DSP is (213)740-0776”. 3 Class Schedule This is a tentative schedule and it is subject to change. Week 1, Aug 27 Subject Introduction to the course Reading, task Review of: Data Summary, Basic Probability and Statistics, Probability Distributions 2, Sep 3 Review of: Goodness-of-Fit Test, Hypothesis Testing Introduction to Input Analyzer of Arena 3, Sep 10 Markov Chain Markov Chain 4, Sep 17 Queuing Concept Queuing Theory 5, Sep 24 Midterm I (1.5 hour) 7, Oct 8 Introduction to simulation and Arena Simulation Concepts and Related Modeling Features of Arena Logical Model Simulation Concepts and Related Modeling Features of Arena 8, Oct 15 Verification, Analysis of Statistical Output and Writing Report Simulation Concepts and Related Modeling Features of Arena 6, Oct 1 9, Oct 22 10, Oct 29 11, Nov 5 12, Nov 12 13, Nov 19 15, Dec 3 Dec 10 Random Number and Radom Variable Generation Simulation Concepts and Related Modeling Features of Arena Transient and Steady State, Replications Output Analyzer of Arena Midterm II in two sections: theory(1.5 hour) and software(1 hour) Simulation Concepts and Related Modeling Features of Arena 2-D Animation Simulation Concepts and Related Modeling Features of Arena Material Handling Simulation Concepts and Related Modeling Features of Arena Experimentation, Variance Reduction, Validation Project presentation and final report Final exam Quiz, Homework Quiz, Homework Quiz, Homework Project teams and topic Quiz, Homework Quiz, Homework Quiz, Homework Initial Report Quiz, Homework Quiz, Homework Final Report 4