課程資訊
課程名稱
模擬分析
Simulation Analysis 
開課學期
112-1 
授課對象
工學院  工業工程學研究所  
授課教師
洪英超 
課號
IE5060 
課程識別碼
546 U4060 
班次
 
學分
3.0 
全/半年
半年 
必/選修
選修 
上課時間
星期一6,7,8(13:20~16:20) 
上課地點
國青101 
備註
總人數上限:40人 
 
課程簡介影片
 
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課程概述

Simulation is an effective and popular tool that can be applied to almost all scientific disciplines. This course introduces the practical aspects and principles of constructing computerized simulation studies to analyze and interpret real-world systems and phenomena. It is mainly designed for engineering and computer science students who are interested in research problems in computing technology. Specific emphases are put on (i) stochastic simulation approaches, i.e., computer simulation driven by random numbers; and (ii) statistical analysis of the output studies, including analysis of simulated data and validation of simulation model. It should be noted that programming is not the focus of this course - it may be used in some exercises. However, students may be asked to express explicit steps of an algorithm when solving a problem. 

課程目標
After successfully completing the course, students should be able to do the following:
1. Critically evaluate the output of simulation and approaches used in simulation
2. Appraise random number generation techniques for simulation of a particular stochastic system
3. Evaluate and apply the simulation modelling technique with the aim of modeling a real- world system
4. Design a computer simulation and select the most appropriate tool for implementation
5. Analyze the behavior or performance of a computer simulation using statistical techniques
 
課程要求
Fundamental probability and statistics 
預期每週課後學習時數
 
Office Hours
另約時間 備註: Appoints by email 
指定閱讀
 
參考書目
Simulation (5th Ed), Sheldon Ross. 
評量方式
(僅供參考)
 
No.
項目
百分比
說明
1. 
Midterm 
40% 
Take-home exam/report 
2. 
Final 
50% 
Group report 
3. 
Occasional HWs 
10% 
Assigned in class 
 
課程進度
週次
日期
單元主題
第1週
  Introduction 
第2週
  Review for elements of probability and random variables  
第3週
  Review for elements of probability and random variables  
第4週
  Generating Discrete Random Variables/Vectors  
第5週
  Generating Discrete Random Variables/Vectors  
第6週
  Holiday - No class 
第7週
  Generating Continuous Random Variables/Vectors  
第8週
  Midterm Exam 
第9週
  Generating Continuous Random Variables/Vectors  
第10週
  Discrete Event Simulation Approach 
第11週
  Monte Carlo and Quasi-Monte Carlo Methods  
第12週
  Statistical Analysis of Simulated Data  
第13週
  Variance Reduction Techniques  
第14週
  Advanced Variance Reduction Techniques  
第15週
  Markov Chains and Monte Carlo (MCMC) Methods 
第16週
  Final Exam