-
风险管理软件
Crystal-Ball
使用指
导
(
中英文
)
Monte-Carlo Simulation with Crystal
Ball
用水晶球软件进行蒙特卡洛模拟
To run a simulation using Crystal
Ball
?
:
1.
Setup
Spreadsheet
1
．设定数据表
?
Build a
spreadsheet that will calculate the performance
measure (e.g., profit) in terms of the
inputs (random or not). For random
inputs, just enter any number.
通过建立数据表可
以对输入数据（随机的，非随机）进行评估。随机数据的
输入，输入任意数即可。
2. Define
Assumptions
—
i.e., random
variables
Define which cells are
random, and what distribution they should follow.
2
．定义假设的前提—例如，随机变量
确定那些单元格的数据时随机的，这些数据应该服从什么样的分布
3. Define
Forecast
—
i.e., output or
performance measure
Define which
cell(s) you are interested in forecasting
(typically the performance measure,
e.g., profit).
3
．
预测结果的确定—例如，数据输出或者性能的测定
确定哪些单
元格的数据是你想预测的（典型的性能指标，例如，利润）
4. Choose Number of Trials
Select the number of trials. If you
would later like to generate the Sensitivity
Analysis chart,
choose
“Sensitivity
Analysis”
under
Options
in
Run
Preferences.
4.
选择试验的次数
选择试验的次数。如果
要生成敏感度分析图表，选择优先运行下的“敏感度分析”
5. Run Simulation
Run the simulation. If you would like
to change parameters and re-run the simulation,
you
should “reset” the simulation
(click on the “Reset Simulation” button on the
toolbar or in
the Run menu) first.
运行模拟
运行模拟。如果要改变参数
重新进行模拟，需要首先重置模拟（点击运行菜
单工具栏或者运行菜单下的“重置模拟”
按钮）。
1 / 23
风险管理软件
Crystal-Ball
使用指导
(
中英文
)
6. View Results
The forecast
window showing the results of the simulation
appears automatically after (or
during)
the
simulation.
Many
different
results
are
available
(frequency
chart,
cumulative
chart, statistics, percentiles,
sensitivity analysis, and trend chart). The
results can be copied
into the
worksheet.
查看结果
在
模拟最后或者运行的过程中，预测窗口会自动显示模拟的结果。可以获得
不同的结果（频
率图，累计图，统计图，百分比图，模拟分析图和趋势
图），结果可以复制到工作表中。
Crystal Ball
Toolbar:
（水晶球的工具栏）
Define
Define
Assumptions
Forecast
Run
Start
Preferences
Simulation
Reset
Forecast
Simulation
Window
Trend
Chart
（确定假设）确定预测结果
优先运行
开始模拟
模拟重置
预测窗口
趋势图
2 / 23
风险管理软件
Crystal-Ball
使用指导
(
中英文
)
Walton Bookstore Simulation with
Crystal Ball
?
水晶球
在
Walton
书店模拟中的应用
Recall the Walton Bookstore example: It
is August, and they must decide how
many
of
next
year’s
nature
calendars
to
order.
Each
calendar
costs
the
bookstore $$7.50 and is
sold for $$10. After February, all unsold calendars
are
returned to the publisher for a
refund of $$2.50 per calendar. Suppose Walton
predicts demand will be somewhere
between 100 and 300 (discrete uniform).
回想
Walton
书店的例子。在八月份，书店需要确定订购
的明年的日历的数
量。单个日历的进价是
7.5
美元，售价是
10
美元。二月份之后，所有未售的
日历将会以
2.5
美元的价格退还给出版商
。假设
Walton
日历的销售量在
100~300
之间（离散型均匀分布）
Demand
= d ~
Uniform[100, 300]
Order Quantity
= Q (decision variable)
Revenue
= $$10 *
Min(
Q
,
d
)
Cost
= $$7.50 *
Q
Refund
= $$2.50 * Max(
Q
–
d
, 0)
Profit
= Revenue
–
Cost + Refund
需求量
= d ~ Uniform[100, 300]
订购量
= Q
(
随决定变化
)
收入
= $$10 *
Min(
Q
,
d
)
成本
=$$7.50 *
Q
退款
=
$$2.50 * Max(
Q
–
d
, 0)
利润
=
收入
-
成本
+
退款
Step #1 (Setup
Spreadsheet)
第一步（制作电子表格）
3 / 23
风险管理软件
Crystal-Ball
使用指导
(
中英文
)
A
1
2
3
< br>4
5
6
7
8
9
10
11
12
13
14
15
< br>16
17
B
C
< br>D
E
F
Simulation
of Walton's Bookstore
D
ata
U
ni
t C
ost
=
U
ni
t
P
rice
=
U
ni
t
R
ef
und =
$$7.50
$$10.00
$$2.50
D
emand D
is
tribution (Unifor
m)
M
inim
um
< br> =
100
M
axi
mum
=
300
D
ecis
ion
Variable
Order Quantity =
Simu
lation
D
em
and
200
C
R
evenue
=C5*M
IN
(C
< br>13,B17)
200
R
eve
nue
$$2,000.00
D
C
ost
=C4*C13
C
ost
$$1,500.00
E
R<
/p>
efund
$$0.00
P
rof
i
t
$$500.00<
/p>
F
P
rofi
t
=C17-D
17+E
17
B
15
Simulat
ion
16
D
em
and
17
200
R
efund
=C6*M
A
X
(C13-B17,0)
4 /
23
风险管理软件
Crystal-Ball
使用指导
(
中英文
)
Walton Bookstore Simulation with
Crystal Ball
用水晶球对
Walton
书店进行模拟
Step #2 (Define
Assumptions
—
i.e., random
variables)
第二步（定义假设
-
< br>例如，随机变量）
Select the cell
that contains the random variable (B17)
—
color code (blue):
选择包含随机变量的单元（
B17
）—色标（蓝色）<
/p>
16
17
B<
/p>
D
em
and
2
00
?
and click on the “Define Assumptions”
button in toolbar
(or in the Cell
menu):
、
点击在工具栏中（单元格菜单）的“定义假设”按钮
选择分布类型
Select type of distribution:
提供分布的参数
Provide parameters of distributions:
5 / 23
风险管理软件
Crystal-Ball
使用指导
(
中英文
)
B
C
8
D
emand
Distribution (U
niform)
9
M
inim
um
=
100
10
M
ax
i
mum
=
300
6 / 23
风险管理软件
Crystal-Ball
使用指导
(
中英文
)
Walton Bookstore Simulation
with Crystal Ball
?
Step #3 (Define
Forecast
—
i.e., output)
第三步（确定预测—例如，输出量）
Select the cell that contains the
output variable to forecast (F17):
选择包含
输出变量的单元格进行预测（
F17
）
16
17
F
P
rof
i
t
$$
500.00
点击工具栏（单元格菜单）中的“确定预测”按钮
click on the “Define Forecast” button
in toolbar (or in the Cell menu),
在确定预测对话框中输入
and fill in the Define Forecast
dialogue box.
Step #4 (Choose Number of Trials)
第四步（选择试验的次数）
Click on the “Run Preferences” button
in toolbar (or in the Run menu):
点击工具栏（或者运行菜单）中的“优先运行”按钮
然后选择运行的次数并运行
and
select the number of trials to run.
7 / 23
风险管理软件
Crystal-Ball
使用指导
(
中英文
)
8 / 23
风险管理软件
Crystal-Ball
使用指导
(
中英文
)
Walton Bookstore Simulation with
Crystal Ball
Step #5 (Run
Simulation)
第五步（进行模拟）
Click on the “Start Simulation” button
in toolbar (or Run in the Run menu):
点击工具栏（或者运行菜单栏）中的“开始模拟”按钮
?
Step #6 (View Results)
第六步（查看结果）
可以通过不同的
方法观察模拟结果（频率图，累计图，统计图及百分比
图）。在预测窗口中的查看菜单中
进行不同的选择。
The
results of the simulation can be viewed in a
variety of different ways (frequency chart,
cumulative chart, statistics, and
percentiles). Choose different options under the
View menu
in the forecast window.
9 / 23
风险管理软件
Crystal-Ball
使用指导
(
中英文
)
The
results
can
be
copied
into
a
worksheet
or
Word
document
(choose
Copy
under
the
Edit
menu in the simulation
output window.
结果可以复制到工作表或者
W
ord
文档中（选择模拟输出窗口中编辑菜单下的复制）
10 / 23
风险管理软件
Crystal-Ball
使用指导
(
中英文
)
Using Trend Charts to Find the Impact
of Order Quantity
on Potential Profit
用趋势图找到订货量对利润的影响
Define several forecast cells (G14:G18)
for several possible order quantities (Q=100, 150,
200,
250, 300). Use the same random
order quantity for each to compare them more
equally (i.e.,
one assumption cell for
demand
—
C14
—
with the rest set equal to C14).
针对不同可能的订货量
(Q=100, 150,
200,
250,
300)
，定义一些预测单元格（
G14:G18
），
为
了更为公平的对比，每次都使用相同的随机订货量
A
1
2
3
4
5
6
7
< br>8
9
10
11
< br>12
13
14
15
16
17
18
B
C
D
E
F
G
Simulation of Walton's Bookstore
D
ata
U
ni<
/p>
t C
ost
=
U
ni
t
P
rice
=
U
ni
t
R
ef
und =
$$7.50
$$10.00
$$2.50
D
emand D
is
tribution (Unifor
m)
M
inim
um
< br> =
100
M
axim
um
=
300
Sim
ulation
Order Quantity
100
150
200
250
3
00
D
em
and
200
200
200
200
200
R
evenue
$$1,000.00
$$1,500.00
$$2,000.00
$$2,000.00
$$2,000.00
C
ost
$$750.00
$$1,12
5.00
$$1,500.00
$$1,875.00
$$2,250.00
R
efund
< br>$$0.00
$$0.00
$$0.00
$$125.00
$$250.00
P
r
of
it
$$250.00
$$375.0
0
$$500.00
$$250.00
$$0
.00
12
13
14
15
16
17
18
B
Simulation
Order Quantity
100
150
< br>200
250
300
C
D
em
and
200<
/p>
=$$C
$$14
=$$C
$$14
=$$C
$$14
=$$C
$$14
D
R
even
ue
=$$C
$$5*M
IN
(B14,C
14)
=$$C
$$5*M
IN
(B15,C
15)
=$$C
$$5*M
IN
(B16,C
16)
=$$C
$$5*M
IN
(B17,C
17)
=$$C
$$5*M
IN
(B1
8,C
18)
E
C
ost
=$$C
$$4*B14
=$$C
$$4*B15
=$$C
$$4*B16
=$$C
$$4*B17
=$$C
$$4*B18
F
R
efund
=$$C
$$6*M
AX(B14-C
14,0)
=$$C
$$6*M
AX(B15-C
15,0)
=$$C
< br>$$6*M
AX(B16-C
16,0)
< br>=$$C
$$6*M
AX(B17-C
17,0)
=$$C
$$6*M
AX(B
18-C
18,0)
G
P
rofi
t
=D14-E
14+F14
=D15-E
15+F1
5
=D16-E
16+F16
=D17
-E
17+F17
=D18-E
18+
F18
After
running the simulation, choose “Open Trend Chart”
in the Run menu. This chart gives
“certainty bands” for the forecast
cells. 10% of the time, the project duration will
fall within
the inner band (light
blue), 25% of the time within the
2
nd
band (red), 50% of the
time within
the third band (green), and
90% of the time within the outside band (dark
blue).
运行模拟之后，选择运行菜单下的“打开趋势图”。趋势图针对预测单元
格给出了确定的频
带。项目执行期间有
10%
< br>的几率位于内带（浅蓝色），
25%
位于第二带（红色）
，
50%
位于
第三带（绿色），
90%
的几率位于外带（深蓝色）。
11 / 23
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