Week 3-4 Examples of data-driven simulations (4 hours)
This lecture provides several illustrating simulation example that will be used throughout the course, including queueing
examples, autoregressive order 1 surrogate model, stochastic activity network, etc.
Week 5-6 Basic Statistics and Probability (4 hours)
This lecture introduces another view of simulations: view simulation results as a stochastic processes to provide a
framework for designing simulation experiments and analyzing the results. It covers some basics of statistics and
probability theory including standard distributions, stochastic process, queueing models, etc.
Week 7-8 Input data analysis (4 hours)
This lecture gives an overview of input modeling and discusses data collection, inference, estimation and testing of
univariate and multivariate input models based on the collected data.
Week 9 midterm (2 hours)
Week 10~11 Output data analysis (4 hours)
This lecture introduces techniques for simulation output data analysis, including the point estimators, confidence
intervals, length of simulation, simulation replications for terminating and non-terminating simulations, warm-up period,
elimination of initial biases.
Week 12 Random number generation (2 hours)
This lecture introduces approaches to generate random numbers that are used in stochastic simulation, such as the
inverse transform approach and the acceptance rejection approach.
Week 13 Variance reduction (2 hours)
This lecture introduces several techniques for variance reduction, including importance sampling, control variates,
antithetic sampling, common random number, etc.
Week 14 Simulation optimization and data-driven decision making (2 hours)
This lecture discusses how to make data-driven decisions through simulation. We will introduce several simulation
optimization approaches such as Stochastic Approximation Algorithms, Ranking and Selection, surrogate-based
optimization.
Week 15 Other topics in simulation (2 hours)
This lecture discusses some advanced topics in simulation, especially how to use simulation to support basic research
in domains like optimization, queueing, financial engineering, production planning and logistics.
Week 16 Project presentation (2 hours)
Lab (32 hours)
Week 1 Introduction to AutoMod (2 hours)
This lecture introduces the installation of the AutoMod software and explains how to open, edit, and run a model.