2019-2020 1st term, IERG 3050

Simulation and Statistical Analysis

Course Overview

The course presents basic techniques of systems simulation concentrating on both theoretical and modeling aspects. It aims to provide students with the ability to model, simulate, and analyze real-world systems. This course focuses on discrete-event simulation, basic statistics and distributions, confidence interval and hypothesis analysis, random variable generation, basic queueing theory, input-output analysis, variance reduction, and experimental design.

Announcements

August 23, 2019: Piazza signup

Students please sign up Piazza to receive all the course relevant information and assignments.

Course Schedule

Week Topic Materials
Week 1: Sept 3, 4 Course Overview and Introduction of Simulation Slide 1
Week 2: Sept 10, 11 Review of Basic Probability and Statistics Slide 2
Week 3: Sept 17, 18 Introduction to Queueing Systems
Week 4: Sept 24, 25 Selecting Input Distributions 1
Week 5: Oct 1, 2 Selecting Input Distributions 2
Week 6: Oct 8, 9 Random Number Generators
Week 7: Oct 15, 16 Random Process and Output Analysis 1
Week 8: Oct 22, 23 Random Process and Output Analysis 2
Week 9: Oct 29, 30 Rescheduled due to conference travel
Week 10: Nov 5, 6 System comparison
Week 11: Nov 12, 13 System comparison
Week 12: Nov 19, 20 System comparison
Week 13: Nov 26, 27 Project Presentation

Course Information

Instructor

Teaching Assistant

Time and Classroom

Lecture:
Tuesday 2:30 pm - 3:15 pm, William M W Mong Eng Bldg 803
Wednesday 3:30 pm - 5:15 pm, Fung King Hey Bldg Swire Hall 2
Tutorial:
Thursday: 15:30 - 16:15 at SHB 801
Friday: 14:00 - 14:45 at SHB 801 except 9.20, 11.1
9.20: 14:00 - 14:45 at SHB 835
11.1: 14:00 - 14:45 TBD

Office Hour

Lecturer: Tuesday 4:30 pm - 6:00 pm, SHB 717
TA: Thursday: 14:15 - 15:30, SHB 801

Textbook (recommended)

Averill M. Law, Simulation Modeling and Analysis, 5th Edition, McGraw–Hill, 2014

Grading Policy

Five sets of homework or quizzes: 20%
Project: 30%
Final exam: 50%