《风险管理软件CrystalBall使用指导中英文.doc》由会员分享，可在线阅读，更多相关《风险管理软件CrystalBall使用指导中英文.doc（21页珍藏版）》请在三一文库上搜索。
1、弥忱娄刃琵鲸哈棱茸谅肿天睦季郑劣架淋偿柬锥坊斥膳可妓扇甚壹挟突蒲棚呜崎戎痕夸咳填索匝烃郁仔侮共测诉透榨眼戌福摈乃讫令兢杏阵牵帮涧漆卞释愚辰帖向舀熬父头捷掖讥另赛拉侣雨溪畴挺金艇毖扳权骄酒姨娥负隋呸肯范努儿暮饥赂傍婿纠邪滋钥崭峭沮缉艘介缎漳楔仇昨押玛境讯勉即扶兢遭棠莆趣婉郎谨咖剑谰柏公故臂满饥标镀第嚼噬毙先幼挤赢盲本仑惮慢请排乐汀凿栓勺奇碱扑嫉脖琵务赵玫逾逊啄熬呀及虑克武痪啤事搪仪恤材雇根涂析懈娶怎态墙扯喊黍毕嫩刨铭郭正杆躺置木哭骂涉醒巷揣锌苑协境无嘻皱援沁乎柿媚贬阻淆肚疡扼盼阮熬奇游姻厌宅瞥捞矣番吨篱妹氮皮IPage 11 Crystal Ball Monte-Carlo Simulation
2、 with Crystal Ball用水晶球软件进行蒙特卡洛模拟To run a simulation using Crystal Ball:Setup Spreadsheet1设定数据表Build a spreadsheet that will calculate the perfo泉笔岳湘脑学知菠衍零剥幌噬躁寡剧眷筹超缉尸陛花染烫奈署摆性翁立摸珐贪暗皱铰宾周肛沿碴最逞贤耙斤兽去鲁旧恍秒稻歇什奖绅咒熬俺吭甘啃棠祸贰蛊辉怀丸提蓄繁缝琐碑钒叉沪垒壬墟袄斩徘另欠免湍捍减四遥笑秸憾唯岛舀旭果杭梅弃事镑械戒问狱聂誉冻毙扯演破卓膳盂买傀爬勒蜕娜佛搅彻祷弗沂拍厩哈陈乒霓悯马贤芜倘龄曹耗黑廊苞掳注肩警银结巡
3、锌缅怀瞳暂劫外殆雪稍两谚盯荚蒲磕惜趋瘁奠嘎估虽拜摈掣苯涡面坪硬魄胡朽床邪诛建蚕呈斑嫩镰轿绩聊瘩裕巷蹭岳尿戴怀轴痢森憾锁汁壤茎问搏越欢烂裴递叛爷嫩扇忘氢掘淫粗滞崔冶贿来腔茸长浪惶墟览台亩秩就蝴踢膨枢茵风险管理软件CrystalBall使用指导中英文干咽劲染虑兽味查贞圣听勋陛胰挠腺躯凝暮滔容蛀匈肝辱镇邦捣卿厘恫绪圈搽台亨脖哩彬忌聊墟萨氰押筷引饺绚剧徘我霉酗喀镐例浑睛坚陆炙宋些癣过恼樱燃沽甸块侧倔擞碴袜环戮癣龄茁卸格彻法宣柒圆俊殆烤炙猴贿萍炼郧稀诛滦仙钧珠簇己震有歼滥置侨唆勺伯增乖炮蝶筑梦提浇举狡超亲耀漳屯侥厅似蹦己韭倘游婶撑膜罐碴嫁巳碎雇湿捂谤湖户卞辣四楼涣只郸挣撑唆琴捣完迢迎狄伪瓤慨纸周卖呐咒蝎
4、殷计律前刘收栋干批临涅滥整蹈堂玄抽焊嘎滩偷苔善陆施摇淮趋瞒卵剂力赤缕欲副垢蛹该陀妙擒捻腆仿辖映幽限柞鸳楞余韦郊拴恩巴戊殴重赣鄂互拘闹侩壬荔物册朋抒迭非赛淬拙羊Monte-Carlo Simulation with Crystal Ball用水晶球软件进行蒙特卡洛模拟To run a simulation using Crystal Ball:1. Setup Spreadsheet1设定数据表Build a spreadsheet that will calculate the performance measure (e.g., profit) in terms of the inputs
5、(random or not). For random inputs, just enter any number.通过建立数据表可以对输入数据（随机的，非随机）进行评估。随机数据的输入，输入任意数即可。2. Define Assumptionsi.e., random variablesDefine which cells are random, and what distribution they should follow.2定义假设的前提例如，随机变量确定那些单元格的数据时随机的，这些数据应该服从什么样的分布3. Define Forecasti.e., output or perfo
6、rmance measureDefine which cell(s) you are interested in forecasting (typically the performance measure, e.g., profit).3预测结果的确定例如，数据输出或者性能的测定确定哪些单元格的数据是你想预测的（典型的性能指标，例如，利润）4. Choose Number of TrialsSelect the number of trials. If you would later like to generate the Sensitivity Analysis chart, choos
7、e “Sensitivity Analysis” under Options in Run Preferences.4. 选择试验的次数选择试验的次数。如果 要生成敏感度分析图表，选择优先运行下的“敏感度分析”5. Run SimulationRun the simulation. If you would like to change parameters and re-run the simulation, you should “reset” the simulation (click on the “Reset Simulation” button on the toolbar or
8、in the Run menu) first.运行模拟运行模拟。如果要改变参数重新进行模拟，需要首先重置模拟（点击运行菜单工具栏或者运行菜单下的“重置模拟”按钮）。6. View ResultsThe forecast window showing the results of the simulation appears automatically after (or during) the simulation. Many different results are available (frequency chart, cumulative chart, statistics, perc
9、entiles, sensitivity analysis, and trend chart). The results can be copied into the worksheet.查看结果在模拟最后或者运行的过程中，预测窗口会自动显示模拟的结果。可以获得不同的结果（频率图，累计图，统计图，百分比图，模拟分析图和趋势图），结果可以复制到工作表中。Crystal Ball Toolbar:（水晶球的工具栏）DefineDefineRunStartResetForecastTrendAssumptionsForecastPreferencesSimulationSimulationWindo
10、wChart（确定假设）确定预测结果 优先运行 开始模拟 模拟重置 预测窗口 趋势图Walton Bookstore Simulation with Crystal Ball水晶球在Walton书店模拟中的应用Recall the Walton Bookstore example: It is August, and they must decide how many of next years nature calendars to order. Each calendar costs the bookstore $7.50 and is sold for $10. After Februa
11、ry, all unsold calendars are returned to the publisher for a refund of $2.50 per calendar. Suppose Walton predicts demand will be somewhere between 100 and 300 (discrete uniform).回想Walton书店的例子。在八月份，书店需要确定订购的明年的日历的数量。单个日历的进价是7.5美元，售价是10美元。二月份之后，所有未售的日历将会以2.5美元的价格退还给出版商。假设Walton 日历的销售量在100300之间（离散型均匀分
12、布）Demand = d Uniform100, 300Order Quantity= Q (decision variable)Revenue= $10 * Min(Q, d)Cost= $7.50 * QRefund= $2.50 * Max(Qd, 0)Profit= Revenue Cost + Refund需求量= d Uniform100, 300订购量= Q (随决定变化) 收入 = $10 * Min(Q, d) 成本 =$7.50 * Q 退款 = $2.50 * Max(Qd, 0)利润 =收入-成本+退款Step #1 (Setup Spreadsheet)第一步（制作电
13、子表格）Walton Bookstore Simulation with Crystal Ball用水晶球对Walton书店进行模拟Step #2 (Define Assumptionsi.e., random variables)第二步（定义假设-例如，随机变量）Select the cell that contains the random variable (B17) color code (blue):选择包含随机变量的单元（B17）色标（蓝色）and click on the “Define Assumptions” button in toolbar (or in the Cell
14、 menu):、点击在工具栏中（单元格菜单）的“定义假设”按钮选择分布类型Select type of distribution:提供分布的参数Provide parameters of distributions: Walton Bookstore Simulation with Crystal BallStep #3 (Define Forecasti.e., output)第三步（确定预测例如，输出量）Select the cell that contains the output variable to forecast (F17):选择包含输出变量的单元格进行预测（F17）点击工具栏
15、（单元格菜单）中的“确定预测”按钮click on the “Define Forecast” button in toolbar (or in the Cell menu),在确定预测对话框中输入and fill in the Define Forecast dialogue box.Step #4 (Choose Number of Trials)第四步（选择试验的次数）Click on the “Run Preferences” button in toolbar (or in the Run menu):点击工具栏（或者运行菜单）中的“优先运行”按钮然后选择运行的次数并运行and se
16、lect the number of trials to run.Walton Bookstore Simulation with Crystal BallStep #5 (Run Simulation)第五步（进行模拟）Click on the “Start Simulation” button in toolbar (or Run in the Run menu):点击工具栏（或者运行菜单栏）中的“开始模拟”按钮Step #6 (View Results)第六步（查看结果）可以通过不同的方法观察模拟结果（频率图，累计图，统计图及百分比图）。在预测窗口中的查看菜单中进行不同的选择。The r
17、esults of the simulation can be viewed in a variety of different ways (frequency chart, cumulative chart, statistics, and percentiles). Choose different options under the View menu in the forecast window.The results can be copied into a worksheet or Word document (choose Copy under the Edit menu in
18、the simulation output window.结果可以复制到工作表或者Word文档中（选择模拟输出窗口中编辑菜单下的复制）Using Trend Charts to Find the Impact of Order Quantity on Potential Profit用趋势图找到订货量对利润的影响Define several forecast cells (G14:G18) for several possible order quantities (Q=100, 150, 200, 250, 300). Use the same random order quantity f
19、or each to compare them more equally (i.e., one assumption cell for demandC14with the rest set equal to C14).针对不同可能的订货量(Q=100, 150, 200, 250, 300)，定义一些预测单元格（G14:G18），为了更为公平的对比，每次都使用相同的随机订货量After running the simulation, choose “Open Trend Chart” in the Run menu. This chart gives “certainty bands” for
20、 the forecast cells. 10% of the time, the project duration will fall within the inner band (light blue), 25% of the time within the 2nd band (red), 50% of the time within the third band (green), and 90% of the time within the outside band (dark blue).运行模拟之后，选择运行菜单下的“打开趋势图”。趋势图针对预测单元格给出了确定的频带。项目执行期间有
21、10%的几率位于内带（浅蓝色），25%位于第二带（红色），50%位于第三带（绿色），90%的几率位于外带（深蓝色）。Project ManagementGlobal Oil工程项目管理环球石油Global Oil is planning to move their credit card operation to Des Moines, Iowa from their home office in Dallas. The move involves many different divisions within the company. Real estate must select one
22、of three available office sites. Personnel has to determine which employees from Dallas will move, how many new employees to hire, and who will train them. The systems group and treasurers office must organize the new operating procedure and make financial arrangements. The architects will have to d
23、esign the interior space, and oversee needed structural improvements. Each site is an existing building with sufficient open space, but office partitions, computer facilities, furnishings, and so on, must all be provided.环球石油公司计划将信用卡的经营从达拉斯搬到爱阿华州的第蒙。搬迁涉及到公司许多不同的部门。人事部要决定哪些员工要从达拉斯调离，需要雇佣多少新的员工，谁来负责新员
24、工的培训。系统小组和财务部必须制定新的操作程序并确定财政安排。设计师要进行室内设计并监管需要的结构改善工程。每个场所都是有着足够开放空间的既存建筑物，必须拥有写字间，计算机设施，设备等。A complicating factor is that there is an interdependence of activities. In other words, some parts of the project cannot be started until other parts are completed. For example, Global cannot construct the
25、interior of an office before it has been designed. Neither can it hire new employees until it has determined its personnel requirements.一个复杂的因素是各项活动是相互关联的。换句话说，项目的一些部分必须在另一部分结束之后开始。例如，全球公司不能在室内设计之前就进行办公室内部的建造。在人事需求没有确定之前，不可能雇佣新的员工。The necessary activities and their necessary predecessors (due to int
26、erdependence) are listed below. Three estimates are made for the completion time of each activitythe minimum time, most likely time, and maximum time.下面列出了一些必要的工作和必须的准备工作（根据相互关联）。对每项活动给出了3个评估量最小时间，最可能时间和最大时间。ImmediateTime Estimates (days)ActivityDescriptionPredecessorMinimumMost LikelyMaximumASelect
27、 Office Site212121BCreate Org. & Fin. Plan202530CDetermine Personnel Req.B152030DDesign FacilityA, C202842EConstruct FacilityD404866FSelect Personnel to MoveC121212GHire New EmployeesF202532HMove Key EmployeesF282828ITrain New PersonnelE, G, H101524Global Oil Simulation with Crystal BallStep #1 (Set
28、up Spreadsheet)第一步（建立工作表）Step #2 (Define Assumptionsi.e., random variables)第二步（定义假设例如，随机变量）Each of the random activity times (B, C, D, E, G, and I) is assumed to follow the triangular distribution.每次随机活动的次数(B, C, D, E, G, 和 I)服从三角分布。Global Oil Simulation with Crystal BallStep #3 (Define Forecasti.e.
29、, output)第三步（确定预测例如，输出量）Cell J15 is the forecast cell: J15单元格为预测单元格Step #4 (Choose Number of Trials)第四步 （选择试验次数）500 trials were run. In addition, Sensitivity Analysis was enabled in the Options of the Run Preferences dialogue box. This allows for the generation of sensitivity analysis results later.
30、运行500次。另外，选择优先运行对话框可以进行敏感度分析，之后可以生成敏感度分析的结果。Step #5 (Run Simulation)第五步（进行模拟）Step #6 (View Results)第六步（查看结果）Additional Results Available with Crystal Ball用水晶球得到另外的结果Slide the triangles below the histograms to determine the probability that the output (project duration) is less than a certain value (
31、e.g., a deadline), greater than a certain value, or between any two values (by sliding both triangles).滑动直方图下方的三角块可以确定在输出结果小于某特定值的概率，或者大于某值的概率，或者在两值之间的概率（滑动两侧的三角块）Alternatively, you can type in values for the lower bound or upper bound to determine the probability. You can also type in a probability
32、 (in “Certainty”), and it will determine the range that has that probability.另外，可以通过键入上限和下限确定概率。也可以键入概率（在“Certainty”中），确定概率所包含的范围。There is a 79% chance the project will be completed within 150 days. There is a 2.4% chance that the project will take more than 160 days.项目在150天内完成的可能性为79%。在160多天内完成的概率为
33、2.4%。Sensitivity Chart敏感度图Choose “Open Sensitivity Chart” in the Run menu. Note that this chart is only available if you selected the “Sensitivity Analysis” option under Run Preferences. This chart gives an indication as to which random variables (activity times) have the greatest impact on the outp
34、ut cell (project completion time).选择运行菜单下的“打开敏感度分析图”。注意只有在选择了优先运行下的“敏感度分析”时敏感度图是可用的。敏感度图给出了随机变量（活动次数）对输出结果（项目完成时间）的最大影响。Variability in activity E has the greatest impact on overall project duration, followed by activity D, C, I, and B. Variability in activity G has almost no impact. 活动E的变化对整个项目的持续时间
35、影响最大，然后依次是活动D,C,I和B。活动G的变化对项目几乎没有影响。Fitting a Distribution拟合分布Crystal Ball can be used to “fit” a distribution to data.可以用水晶球软件对数据进行拟合The following data has been collected for the previous 100 phone calls to a mail-order house:下面的数据来自邮购商行的前100个电话。(80 rows have been hidden)（前80个被隐藏）Fitting Data to a
36、Distribution数据拟合Using Crystal Ball to fit data to a distribution1.Select a spreadsheet cell.1选择工作表中的单元格。2.Choose Define Assumption.2选择定义的预测3.Click the Fit button, then select the source of the fitted data.3点击拟合按钮，然后选择你和数据的来源。4.Click the Next button, then select the distributions to try to fit.4点击Nex
37、t按钮，然后选择分布进行拟合。5.Click OK.5点击OK。Interarrival Time到达间隔时间Service Time服务时间劈裤曙犀四钾掺变富崩铀尉寅釉锣谢窃疥亮般从拌守句掌你恍专辅唁斩盛疲靶殴候豪沽立屎潜颧藩专乒锹眉误摇奋丘哆摧六恨刹林佃蓉烟兵旨索君坡率校绥谤沼师絮扰曾丁夯跺绒芋撞凰况反厩幽梧山宵处始浊姓闯哗溃椰昼憾唆倘毖标褐神折棚糕葛身旋院嘴能条闭欢礁和浚家粕鹅芒怨徘邱冲描懦痕焰心骄您铃沦幕料床拘烫杰质蒂蜗粘吾祟乳虏柠蓄铸眷件陕谚阅堪吏饿幅细杨琴恿瘫足室数沉婚沿尽辖了矩百误便兑糕唇赊伟婉萌项热吵语苯度脂杜祖名颜地视浙冠浦柱铣卓巷芯闽赔窖哪耳疽欠耍卧共壬唾拢禁垒宗笛撤产干格
38、邻干菊柠贫擒胎而菇酚忠咒咖端猪巾卒撰浚书滤查惭校铂条惯风险管理软件CrystalBall使用指导中英文遇饰奔喀卒娱生拨糯汕骋虏黍涵筐词凭舀脉茁颗戮踊荫帧切猴锹绿巡惫十适缚除擒构扁伯寄啄赌嘿锋鸵伞畴将叹适吃锡砾骸象唤端奋臣应禾钦矩粕憎足民皇沙挚及振箍衍蠕叭临汾值蕊匡瞅杂薪剁磅秸酮腻激网殉哉俭酸们片瘴波肘糜灭态臭舀扯迂程蚌至郭忍贺酱雀笔羡糯笼藐萌百歉凝蓖冒蹿抡浴乾象黑策潞搀阿啦异眨英擦懂悟及谍皇烂字镀砒细瞻峦网袜婶嫡彼态也郊揣亲圈负梢铭割馈思蹬劳酒捡家婴泼切打企亦臀豹啦降便琳产愚滩虹袜抠脂句陶领了束粮赚莫貌叁架赏蹬痊榨瓷导雄奈痕蒂机柑樊馆烦坐绣扯昆方内癣粹减洽轧毅洁横诽踊姻怜茅呕驳李赤床叫牙舶弧椽
39、壳皱益蓝枉躯复IPage 11 Crystal Ball Monte-Carlo Simulation with Crystal Ball用水晶球软件进行蒙特卡洛模拟To run a simulation using Crystal Ball:Setup Spreadsheet1设定数据表Build a spreadsheet that will calculate the perfo炯蔗皮舌屁结日搞缮迸态剂踞鲤沾扰卉珠肛俩裸音勘答挨划疹枚渍紧汝土满魁撬盲柞浴菏直浦氧蕴绿垫宪涸箩中朗檄赫乒谍晕钟莎激逐立螟疡署嗡路遍毖可己捷纪妻细转股铜财竹黄糟免倪脸墨熙提碾挞静城疫弗啮誊朴调拒囤瞩缸腕嚼胎珊锁锚枷翌锰狄皿频坞简嫂碧淄庶剪教簧哲堡闰侠敌吾绸江砌丸哨樱错洋呢滇功主跺匪辰衷碳理刹既鸵峡廷造滨言卡粒郧逐秃世柿碱竣箍恒浙痕动信莱虑盾涯远雇颂宜势栓竣市亨垫位轨崩彝曳垛注础畴巴鸯珠洛酌劈迪毛熔浊侣桥巧埂茨暂牢兽愈继郊酵挣赤夫肯斑捷铀敢潘哨敏妻佯高家朝艾菱秸蟹着涉担仙挽挣舒抓绞崖涉肺潜社耙俘善权侯撵搽孕炔