COURSE UNIT TITLE

: BUSINESS PROCESS SIMULATION

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
DBA 6174 BUSINESS PROCESS SIMULATION ELECTIVE 3 0 0 9

Offered By

Business Administration (English)

Level of Course Unit

Third Cycle Programmes (Doctorate Degree)

Course Coordinator

PROFESSOR SABRI ERDEM

Offered to

Business Administration (English)

Course Objective

This course aims at gainin the fundamental knowledge and esperience about modeling and analyzing business processes using simulation techniques; providing use of various simulation packages and languages for business analysis; integrating simulation to different decision and forecasting models, i.e., heuristic models, response surface methodology, design ofexperiments).

Learning Outcomes of the Course Unit

1   recognize the usability of simulation models for business processes.
2   apply business modeling concepts on a simulation model.
3   conduct a complete simulation study by integrating simulation results to detailed statistical analysis.
4   develop alternative models and scenarios for process improvement.
5   redesign the processes with respect to the goals of the enterprise and changing environmental factors.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Introduction Simulation Systems, Business Process Simulation
2 Generating Random Numbers Pseudorandom Number Generation, Linear and Combined Linear Congruential Generators Computer Application: Random number generation in R and Python
3 Generating Random Variables - Discrete Inverse Transform, Composition, Convolution, Acceptance-Rejection
4 Generating Random Variables Continuous and Multivariate Inverse Transform, Rejection, Poisson Process, Copulas Computer Application: Random Variate Generation algorithm implementations in Python and direct implementation in R.
5 Input Data Modeling Data Collection, Distribution Fitting, Parameter Estimation, Goodness-of-Fit Tests Computer Applications: Statistical Analyses in R
6 Output Analysis Single Variable Point and Interval Estimation, Initialization Bias, Error Estimation, Replication, Batch Means, Bootstrapping Computer Applications: Statistical Analyses in R
7 Comparison of Alternative Models Common Random Numbers, Benferroni Approach, Metamodeling Computer Applications: Statistical Analyses in R
8 Simulation Using Petri-Nets Manufacturing Applications Computer Applications: Term project applications
9 Variance Reduction Techniques Antithetic Variables, Control Variates, Conditioning, Importance Sampling Computer Applications: Term project applications
10 Markov Chain Monte Carlo Methods The Hasting-Metropolis Algorithm, The Gibbs Sampler, Simulated Annealing Computer Applications: Term project applications
11 Experimental Design and Optimization Factorial Designs, Response Surfaces, Simulation-Based Optimization Computer Applications: Term project applications
12 Agent-Based Simulation and System Dynamics Agent-Based Simulation, Continuous Simulation, System Dynamics Computer Applications: Term project applications

Recomended or Required Reading

Books:
Ross, S. M. (2012), Simulation, 5th Edition, Academic Press Publication
Banks, J. & Carson II, J. S., 2009, Discrete-Event System Simulation, 5th Edition, Pearson
Law, A. M., (2013), Simulation Modeling and Analysis, 5th Edition, McGraw-Hill
Nelson, B. (2013). Foundations and Methods of Stochastic Simulation. Springer
Jones, O., Maillardet, R., & Robinson, A. (2014). Introduction to Scientific Programming and Simulation Using R. CRC Press.
Grolemund, G. (2014). Hands-On Programming with R: Write Your Own Functions and Simulations. O Reilly.
Matloff, N. (2009). The Art of R Programming. No Starch Press.

MOOCs:
edX Course: Introduction to Computational Thinking and Data Science https://www.edx.org/course/introduction-computational-thinking-data-mitx-6-00-2x-0 (Simulation with Python)
Coursera Course: R Programming https://www.coursera.org/course/rprog (Simulation with R)

Web Sites:
Simpy Discrete Event Simulation Package documentation: https://simpy.readthedocs.org/en/latest/

Articles:
L'ecuyer, P. (1988). Efficient and portable combined random number generators. Communications of the ACM, 31(6), 742-751.
L'ecuyer, P. (1999). Good parameters and implementations for combined multiple recursive random number generators. Operations Research, 47(1), 159-164.
Box, G. E., & Muller, M. E. (1958). A note on the generation of random normal deviates. The annals of mathematical statistics, (29), 610-611.
Kronmal, R. A., & Peterson Jr, A. V. (1979). On the alias method for generating random variables from a discrete distribution. The American Statistician, 33(4), 214-218.
Brysbaert, M. (1991). Algorithms for randomness in the behavioral sciences: A tutorial. Behavior Research Methods, Instruments, & Computers, 23(1), 45-60.
Charnes, J. M. (1991, December). Multivariate simulation output analysis. In Proceedings of the 23rd conference on Winter simulation (pp. 187-193). IEEE Computer Society.
Chen, E. J., & Kelton, W. D. (2008). Estimating steady-state distributions via simulation-generated histograms. Computers & Operations Research, 35(4), 1003-1016.
Goldsman, D., Kim, S. H., & Nelson, B. (2005, December). Statistical selection of the best system. In Simulation Conference, 2005 Proceedings (pp. 10-pp). IEEE.
Angün, E., Kleijnen, J. P., Hertog, D. D., & Gürkan, G. (2002, December). Recent advances in simulation optimization: response surface methodology revisited. In Proceedings of the 34th conference on Winter simulation: exploring new frontiers (pp. 377-383). Winter Simulation Conference.
Zhou, M. (1998). Modeling, analysis, simulation, scheduling, and control of semiconductor manufacturing systems: A Petri net approach. Semiconductor Manufacturing, IEEE Transactions on, 11(3), 333-357.

Planned Learning Activities and Teaching Methods

Lecture, group work, presentations, class discussions.

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 STT TERM WORK (SEMESTER)
3 FIN FINAL EXAM
4 FCG FINAL COURSE GRADE MTE * 0.30 + STT * 0.20 + FIN* 0.50
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.30 + STT * 0.20 + RST* 0.50


*** Resit Exam is Not Administered in Institutions Where Resit is not Applicable.

Further Notes About Assessment Methods

None

Assessment Criteria

1. Midterm Exam
Students will be assessed on their knowledge of concepts and theories through an essay-type written exam. Long text case studies will be handled.
2. Term Project
Groups will do a research in a real business environment about business architectures and models and prepare a written report based on the format given by the instructor. They are expected to share their observation and experience with their class-mates through oral presentations.
3. Class Discussions and Presentation
Students will be given certain cases or questions related to the concepts covered in the class. Groups will debate on the topics and present their opinions. Students are expected to contribute to class discussions.

Language of Instruction

English

Course Policies and Rules

1. Attending at least 70 percent of lectures is mandatory.
2. Plagiarism of any type will result in disciplinary action.
3. Students are expected to participate actively in class discussions.
4. Students are expected to attend to classes on time.
5. Students are expected to prepare ahead of time for class.

Contact Details for the Lecturer(s)

Email: sabri.erdem@deu.edu.tr
Phone: (232) 301 82 57

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 12 3 36
Preparation for final exam 1 30 30
Preparation for midterm exam 1 30 30
Preparing assignments 2 30 60
Preparing presentations 1 15 15
Preparations before/after weekly lectures 12 3 36
Final 1 3 3
Midterm 1 3 3
TOTAL WORKLOAD (hours) 213

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7
LO.1521221
LO.2521221
LO.31531221
LO.44551225
LO.54555525