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 Slide 3
Week 4: Sept 24, 25 Selecting Input Distributions 1 Slide 4
Week 5: Oct 1, 2 Selecting Input Distributions 2 Slide 5
Week 6: Oct 8, 9 Generating Random Variates Slide 6
Week 7: Oct 15, 16 Confidence Interval and Hypothesis Testing Slide 7
Week 8: Oct 22, 23 Output Data Analysis and Variance Reduction Slide 8
- Rescheduled due to conference travel
Week 9: Nov 5, 6 System Comparison Slide 9
Week 10: Nov 12, 13 Advanced Topic: Intro to Reinforcement Learning Slide 10
Week 11: Nov 19, 20 Course Summary and Keypoint Review
Week 12: Nov 26, 27 Project Presentation

Course Information

Instructor

Bolei Zhou

Teaching Assistant

Yinghao Xu

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 LSB_C1
Friday: 14:00 - 14:45 at LSB_C3

Office Hour

Lecturer: Tuesday 4:30 pm - 6:00 pm, SHB 717
TA: Friday 1:30pm - 2:00pm and 2:45pm - 3:15pm, LSB_C3

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%