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Modelyuvannya Economy - Vіtlіnsky VV

3.5. Butt іmіtatsіynogo modelyuvannya

Budіvnitstvo pіdpriєmstva

Pіdpriєmets zbiraєtsya vklasti in Costa budіvnitstvo new pіdpriєmstva, Cauterets vipuskatime Pevnyi produktsіyu scho koristuєtsya popitom on market analysis. Analogіchnu produktsіyu vipuskayut i INSHI fіrmi, to bring in the minds dіyati konkurentsії.

Іsnuє mozhlivіst priblizno otsіniti maybutnі ekspluatatsіynі vitrati s Key infrastructure produktsії, tobto vvazhati vіdomimi ically mathematical spodіvannya (chi serednє value) i serednokvadratichne vіdhilennya ochіkuvanih vitrat. Mozhna takozh pripustiti gіpotezu for yakoyu vitrati matimut normal law rozpodіlu іz job parameters.

Pripuskaєtsya scho mіstkіst market analysis (vipadkova value) Got, napriklad, normal law rozpodіlu (s vіdomimi parameters - ically mathematical spodіvannyam i serednokvadratichnim vіdhilennyam).

Gіrshі right - stosovno to Informácie for viznachennya characteristics tієї chastki market analysis, Cauterets Mauger zaynyati tse pіdpriєmstvo pіslya Introduction yogo in ekspluatatsіyu. Pripustimo scho єdine scho vdastsya peredbachiti - tse serednya magnitude chastki tsogo market analysis. View rozpodіlu zdebіlshogo nevіdomy, i Absent dostatnіh pіdstav for dwellers vvazhati rozpodіl normal.

In tsomu vipadku dorechno vikoristati rozpodіli s іnshogo їh class (napriklad, rіvnomіrny іntervalno chi-rіvnomіrny). Dotsіlno rozglyanuti kіlka varіantіv rozpodіlu that proanalіzuvati reaktsіyu modelі on zmіni yak obranih funktsіy rozpodіlu so i їhnіh parametrіv.

For pokaznik efektivnostі robots pіdpriєmstva dorechno reversible, zokrema, Prybutok od realіzatsії produktsії, znahodyachi maximum garantovanogo pributku Quest stage one s kіlkіsnih pokaznikіv riziku. Yakscho to tsogo pіdstavi Yea, it takes gіpoteza, scho Got pributku vipadkova value of the normal law rozpodіlu.

Otzhe, sformuєmo conceptual model, yak vrahovuє TAKE:

1. Key infrastructure produktsії pov'yazany s ekspluatatsіynimi vitratami (vipadkova magnitude Rrach), kotrі toil (for gіpotezoyu) normal law rozpodіlu іz job parameters: ically mathematical spodіvannyam vitrat (mrach) i serednokvadratichnim vіdhilennyam vitrat (s rach);

2. Mіstkіst market analysis, de Got realіzuvatis Produkciya pіdpriєmstva, takozh Je vipadkovoyu the size (Rryn), yak Got (for poached) normal law rozpodіlu іz job parameters: ically mathematical spodіvannyam mіstkostі market analysis (mryn) i serednokvadratichnim vіdhilennyam mіstkostі Rinku (s ryn);

3. Chastka pіdpriєmstva on market analysis neviznachenoyu Yea i Mauger Buti given the size deyakoyu vipadkovoyu s Pevnyi funktsієyu rozpodіlu (napriklad іntervalno-rіvnomіrnoyu funktsієyu);

4. Vvazhatimemo scho Prybutok pіdpriєmstva Je vipadkovoyu the size (Rprof), KOTRA viznachaєtsya s virazu:

(3.9)

de Rprof - Vipadkova magnitude pributku pіdpriєmstva; Rryn - Vipadkova mіstkostі value of market analysis; dryn - Vipadkova magnitude chastki pіdpriєmstva market analysis; Rrach - Vipadkova magnitude ekspluatatsіynih vitrat pіdpriєmstva.

Rezultuyuchimi characteristics modelі vvazhatimemo:

• bag of values vipadkovoї quantities Rprof realіzatsіy for Np (іmіtatsіynih progonіv):

(3.10)

• scrip kvadratіv values vipadkovoї quantities pributku realіzatsіy for Np (іmіtatsіynih progonіv):

(3.11)

Pokaznikom efektivnostі funktsіonuvannya pіdpriєmstva oberemo garantovany Prybutok Quest rіvnya riziku, yaky viznachatimemo of the formula:

de Gprof - garantovany obsyag pributku zgіdno іz reference value pokaznika riziku a; mprof - otsіnka ically mathematical spodіvannya pributku

;

s prof - otsіnka serednokvadratichnogo vіdhilennya pributku:

(3.12)

k a - quantile of the normal law rozpodіlu vіdpovіdno to set the value of components (a) riziku vector napriklad, Yakscho a = 0,1, then k a = 1,28 (Table schіlnostі viznachaєtsya for normal rozpodіlu law).

Vpliv skin s urahovanih chinnikіv іmіtuєtsya for Relief spetsіalno organіzovanogo zherebkuvannya (rozіgruvannya). So rank buduєtsya one vipadkova realіzatsіya modelovanogo yavischa, KOTRA yavlyaє him one result doslіdzhennya (one run). For velikoї kіlkostі realіzatsіy doslіdzhen (progonіv) serednі characteristics (ically mathematical spodіvannya, fashion, medіana), scho їh viroblyaє (generuє) model, carols stіykih vlastivostey.

For modelyuvannya neperervnih i vipadkovih discrete quantities x s vіdomimi funktsіyami rozpodіlu mozhna vikoristati generator vipadkovih numbers scho generuє vipadkove number? And pіslya tsogo, zdіysnyuyuchi obchislennya for vіdpovіdnimi formulas otrimati realіzatsіyu vipadkovoї x the value of x.

Napriklad, modelyuvannya vipadkovoї magnitude s dovіlnim rozpodіlom mozhna zdіysniti for with such a scheme.

Nekhay Je pіdstavi taxes (nablizheno) funktsіyu rozpodіlu vipadkovoї value of x, yak given on vіdrіzku [a 0, an], іntervalno-postіynoyu funktsієyu schіlnostі rozpodіlu f (x). Oznachaє Tse, scho vіdrіzok rozpodіlyaєtsya by n chastkovih vіdrіzkіv so dwellers іmovіrnіst rozpodіlu on dermal s are Bula (nablizheno) odnakovoyu (Fig. 3.5).

Fig. 3.5. Nablizhena іntervalno-postіyna funktsіya schіlnostі rozpodіlu vipadkovoї magnitude s dovіlnim rozpodіlom

Pay Dotsіlno quantities ak, k = 0, 1, ..., n so dwellers іmovіrnostі (Pk) potraplyannya vipadkovoї largest in whether yaky chastkovy vіdrіzok boule odnakovimi, tobto:

(3.13)

W minds scho f (x) = const = ck on skin chastkovomu іntervalі, viplivaє scho vipadkova variable X Mauger Buti viznachena of the formula:

(3.14)

de x - realіzatsіya vipadkovoї quantities rіvnomіrno rozpodіlenoї іntervalі on (0, 1); ak -1 - lіva boundary chastkovogo vіdrіzka; ak - right boundary chastkovogo vіdrіzka.

Potraplyannya at whether yaky chastkovy іnterval mozhna rozglyadati podіyu yak, scho to enter the warehouse povnoї groupies nesumіsnih podіy. Tom procedure modelyuvannya in polyagaє zagalnomu vipadku at this:

1. For Relief generator vipadkovih numbers (HFO), scho viroblyaє value modelyuєmo vipadkovu discrete value - number іntervalu k.

2. Re-rozіgruєmo vipadkovu value? i viznachaєmo value (realіzatsіyu) vipadkovoї quantity x of formula (3.14). A block diagram of the algorithm shown in Fig. 3.6.

Fig. 3.6. Flowchart modelyuvannya vipadkovoї quantities, yak Got dovіlnu funktsіyu rozpodіlu

Uzagalneny algorithm modelі

Zagalny viglyad (layout) startovoї form (yak zrazok) imposed in Fig. 3.7.

Fig. 3.7. Layout startovoї FORMS

In the layout vklyuchenі takі ob'єkti upravlіnnya: kіlka mіtok іz titles ob'єktіv; golf koriguvannya vihіdnih danih and takozh golf vivodu rezultatіv modelyuvannya.

Uzagalnena scheme algorithm obchislennya Gprof magnitude is induced in Fig. 3.8.

FILED sutnіst operatorіv uzagalnenoї scheme navedenoї in Fig. 3.8.

Operator 1 INTRODUCTION zdіysnyuє vhіdnih danih that vsіh neobhіdnih parametrіv.

Operator 2 Je cob cycle progonіv vipadkovih realіzatsіy. Cycle zavershuєtsya, if I = Np.

Operator 3 zvertaєtsya before the procedure, scho generuє mozhlive values ​​normovanih (normalіzovanih) i Centering vipadkovih values ​​SSMSC rozpodіlenі zgіdno s normal law rozpodіlu.

Fig. 3.8. Uzagalneny algorithm obchislennya quantities Gprof

Operator 4 obchislyuє vipadkove values ​​ekspluatatsіynih vitrat.

5 Operators 6 i analogіchno poperednomu viznachayut vipadkovu value mіstkostі market analysis.

The operator 7 zvertaєtsya before the procedure, KOTRA viznachaє realіzatsіyu vipadkovogo values ​​chastki pіdpriєmstva on market analysis. Tsya vipadkova magnitude generuєtsya, zokrema, zgіdno s description vische PROCEDURE modelyuvannya vipadkovih values ​​h dovіlnim rozpodіlom.
Operator 8 viznachaє of formula (3.9) obsyag vipadkovogo quantity value for pributku odnієї realіzatsії modelovanogo processes.

In operatorі 9 zdіysnyuєtsya nakopichennya sumi sumi pributkіv i kvadratіv pributkіv for vsіh progonіv i vіdpovіdnih realіzatsіy Tsikh vipadkovih values ​​(formula (3.10), (3.11)).

Pіslya completion vipadkovih realіzatsіy operator 10 zdіysnyuє for guidance vische formulas obchislennya values mprof, s prof, Gprof.

The operator 11 vivodit result modelyuvannya on monіtor (chi to the printer).

numeric butt

Nekhay vіdomі takі danі:

mrach - serednє values ekspluatatsіynih vitrat (in USD): mrach = 11,000;

s rach - serednokvadratichne vіdhilennya ekspluatatsіynih vitrat: s rach = 11,000;

mryn - Serednє values mіstkostі market analysis: mryn = 2780000;

s ryn - serednokvadratichne vіdhilennya mіstkostі market analysis: s ryn = 250,000;

Np - Quantity vipadkovih realіzatsіy: Np = 1000.

Zmіnyuvanimi parameters vvazhatimemo parameters of the law rozpodіlu chastki pіdpriєmstva on market analysis.

Rozglyanmo three varіanti rozpodіlu.

For Persha varіanta pripustimo scho Quantity of boundary tochok n = 2 (dіapazon zmіni tsієї vipadkovoї quantities skladaєtsya odnієї dіlyanki s). Law rozpodіlu Je rіvnomіrnim. Nekhay serednє values ​​chastki dorіvnyuє market analysis 0.1. Oberemo takі coordinate values of boundary tochok: a 0 = 0.099; and 1 = 0.101. Otzhe for Perche varіanta stupіn neviznachenostі dosit small. Chastka pіdpriєmstva on practical postіyna market analysis (10% yogo becoming zagalnoї mіstkostі).

For another varіanta pripustimo scho Quantity of boundary tochok becoming n = 6 (dіapazon skladaєtsya p'yati dіlyanok s). Nekhay maєmo those sama serednє value (0.1). Granichnі point roztashovanі symmetrically vіdnosno serednogo values. Oberemo takі values ​​їhnіh coordinates:

Іmovіrnostі rozpodіlu on okremih dіlyankah viznachatimemo for minds, scho OOO All stink odnakovі th dorіvnyuyut . Todі easily know vіdpovіdnі values ​​schіlnostі rozpodіlu on kozhnіy іz p'yati dіlyanok:

View rozpodіlu filed in Fig. 3.9.

Fig. 3.9.Іntervalno-rіvnomіrny law rozpodіlu chastki on market analysis (other varіant)

Otzhe for another varіanta chastka pіdpriєmstva on market analysis harakterizuєtsya digit stage neviznachenostі th zumovlenogo CIM riziku. Vipadkova magnitude tsієї chastki nerіvnomіrno rozpodіlena in dіapazonі od 0.035 to 0.165.

For the third varіanta vіdomo scho Quantity of boundary tochok n dorіvnyuє six (dіapazon skladaєtsya p'yati dіlyanok s). Serednє value (ically mathematical spodіvannya) tsієї vipadkovoї quantities let them, yak i in poperednіh varіantah, becoming 0.1. Granichnі point roztashovanі asymmetry indices vіdnosno ically mathematical spodіvannya. Vіdomі takі values ​​їhnіh coordinates:

Schіlnostі rozpodіlu on kozhnіy іz p'yati dіlyanok stanovlyat vіdpovіdno:

Danі schodo Tsikh troh varіantіv stosovno chastki pіdpriєmstva on market analysis mozhna tribute table (Table 3.2.).

table 3.2

Parameters chastkovo-rіvnomіrnih rozpodіlіv

Result modelyuvannya podanі in tablitsі 3.3.

table 3.3

result modelyuvannya

Analіz danih Table. 3.3 pokazuє scho Zi zbіlshennyam neviznachenostі that zumovlenogo CIM stage riziku schodo chastki pіdpriєmstva on market analysis garantovany Prybutok zmenshuєtsya through bіlshy rozkid (varіatsіyu) vipadkovoї pributku quantities.

Yakscho vіdsutnya dodatkova іnformatsіya then maintained upstream Je Purshia varіant. Mozhlivі th INSHI strategії rіshennya of acceptance in the minds riziku.