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风险管理工具——Crystal Ball在企业经营风险管理中的应用

风险管理工具——Crystal Ball在企业经营风险管理中的应用发表时间：2009-12-07T16:14:50.500Z 来源：《中小企业管理与科技》2009年11月上旬刊供稿作者：胡静波[导读] 但在中国，有完善的风险管理系统的企业却凤毛麟角，因此风险管理更是中国企业需要加强的一环。

胡静波（浙江长征职业技术学院）摘要：本文详细介绍了风险管理工具——Crystal Ball软件的功能，用一个制造企业的例子，构建了企业生产经营的风险分析模型，并用Crystal Ball对企业生产经营风险进行了分析。

论文说明，用Crystal Ball构建企业生产经营风险分析模型是可行的，分析结果对企业经营决策有重要的参考价值，是提高企业风险管理的有效工具。

关键词：Crystal Ball 企业经营风险管理0 引言自改革开放以来，中国的企业蓬勃发展，但大多数的企业由于没有经历大萧条的洗礼，风险管理意识比较薄弱，不少企业在经营过程中盲目扩张，一旦遇到外部环境逆向变化，常常在一夜之间轰然倒塌。

席卷全球的金融危机，正是源于对风险的失控，而在金融危机导致经济环境恶化的情形下，更使得成千上万的企业关门倒闭。

只有风险管理完善的企业不仅在此巨大的危机面前幸存，而且化危为机，又一次借千载难逢的机会壮大、发展了自己。

一个企业要基业长青，完善的风险管理是必要的一环。

据报道，在世界500强中有85%的公司，以及在美国50个顶尖MBA院校中有40个都使用Crystal Ball来进行风险管理分析或风险管理教学。

但在中国，有完善的风险管理系统的企业却凤毛麟角，因此风险管理更是中国企业需要加强的一环。

1 风险概述风险是对当事人不利的事件发生的可能性，风险的大小与三方面的因素有关：①不利事件发生的概率；②不利事件发生以后，所产生后果的严重性；③当事人对不利事件及其后果的态度。

风险的种类很多，如财务风险、时间风险、人身伤害风险、名誉风险等。

有的风险可以度量，有些则难以度量。

补充实验_CrystalBall连续型状态变量的风险型决策问题

第三步对话框用来制定决策表的选项。第一个输入方框记录了对于每一个决策变量的值所要运行模拟的次数。Crystal Ball会在定义决策变量对话框所制定的范围内平均分布数值。对于弗瑞迪报童问题，数值的范围是40到70，在第三步对话框中输入数字7 就会选择40、45、50、55、60、65、70这七个订单量的数值进行模拟。最后一步就是单击Start按钮。
首先建立一个概率模型或随机过程，使它的参数等于问题的解；
然后通过对模型或过程的观察或抽样试验来计算所求随机参数的统计特征；
最后给出所求解的近似值，解的精度可用估计值的标准误差来表示。
1 蒙特卡洛模拟方法
维数的灾难
研究的问题中，相关变量个数高达数百甚至数千，难度随维数的增加呈指数增长
蒙特卡罗方法的计算复杂性不依赖于维数
主要步骤
构造或描述概率过程实现从已知概率分布抽样建立各种估计量
2 模拟的步骤
利用Crystal Ball软件进行模拟的步骤
（1）建立电子表格模型（2）规定关于概率变量的假设（3）规定预测单元，即相关的输出变量（4）设定重复次数（5）运行模拟（6）解释结果
单位（4）点击确定。
4 示例－费瑞迪报童问题
设定运行参数：主要是为运行模拟选择试验次数，决定其他如
何执行模拟的参数。通过点击Crystal Ball工具条的运行参数按钮Run Preferences 图里所显示的数字500表示计算机模拟的最大运行次数。
4 示例－费瑞迪报童问题
运行模拟：点击Start Simulation按钮或者选择运
然而通过目前的模拟，还不能说明60是否是最大化其日均利润的最优定购量。利用Crystal Ball软件中的OptQuest最优化模型可以搜索最佳定购量。

风险管理软件CrystalBall使用指导

风险管理软件C r y s t a l B a l l使用指导 Ting Bao was revised on January 6, 20021Monte-Carlo Simulation with Crystal BallTo run a simulation using Crystal Ball:1. Setup SpreadsheetBuild a spreadsheet that will calculate the performance measure ., profit) in terms of the inputs (random or not). For random inputs, just enter any number.2. Define Assumptions—., random variablesDefine which cells are random, and what distribution they should follow.3. Define Forecast—., output or performance measureDefine which cell(s) you are interested in forecasting (typically the performance measure, ., profit).4. Choose Number of TrialsSelect the number of trials. If you would later like to generate the Sensitivity Analysis chart, choose “Sensitivity Analysis” under Options in Run Preferences.5. Run SimulationRun 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.6. View ResultsThe 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.Crystal Ball Toolbar:Define Define Run Start Reset Forecast Trend Assumptions Forecast Preferences Simulation Simulation Window ChartWalton Bookstore Simulation with Crystal BallRecall 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 $ and is sold for $10. After February, all unsold calendars are returned to the publisher for a refund of $ per calendar. Suppose Walton predicts demand will be somewhere between 100 and 300 (discrete uniform).Demand = d ~ Uniform[100, 300]Order Quantity = Q (decision variable)Revenue = $10 * Min(Q, d)Cost = $ * QRefund = $ * Max(Q–d, 0)Profit = Revenue – Cost + RefundStep #1 (Setup Spreadsheet)Walton Bookstore Simulation with Crystal BallStep #2 (Define Assumptions —., random variables)— color code (blue):and click on the “Define Assumptions” button in toolbar (or in the Cell menu):Select type of distribution:Provide parameters of distributions:Walton Bookstore Simulation with Crystal BallStep #3 (Define Forecast—., output)click on the “Define Forecast” button in toolbar (or in the Cell menu),and fill in the Define Forecast dialogue box.Step #4 (Choose Number of Trials)Click on the “Run Preferences” button in toolbar (or in the Run menu):and select the number of trials to run.Walton Bookstore Simulation with Crystal BallStep #5 (Run Simulation)Click on the “Start Simulation” button in toolbar (or Run in the Run menu):Step #6 (View Results)The results of the simulation can be viewed in a variety of different ways (frequency chart, cumulative chart, statistics, and percentiles). Choosedifferent options under the View menu in the forecast window.The results can be copied into a worksheet or Word document (choose Copy under the Edit menu in the simulation output window.Using Trend Charts to Find the Impact of Order Quantity on Potential ProfitDefine 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 ., one assumption cell for demand—C14—with the rest set equal to C14).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 2nd band (red), 50% of the time within the third band (green), and 90% of the time within the outside band (dark blue).Project Management—Global OilGlobal Oil is planning to move their credit card operation to Des Moines, Iowa from their home office in Dallas. The move involves many different divisions within the company. Real estate must select one of three available office sites. Personnel has to determine which employees from Dallas will move, how many new employees to hire, and who will train them. The systems group and treasurer’s office must organize the new operating procedure and make financial arrangements. The architects will have to design the interior space, and oversee needed structural improvements. Each site is an existing building with sufficient open space, but office partitions, computer facilities, furnishings, and so on, must all be provided.A complicating factor is that there is an interdependence of activities. In other words, some parts of the project cannot be started until other parts are completed. For example, Global cannot construct the interior of an office before it has been designed. Neither can it hire new employees until it has determined its personnel requirements.The necessary activities and their necessary predecessors (due to interdependence) are listed below. Three estimates are made for the completion time of each activity—the minimum time, most likely time, and maximum time.Start EndGlobal Oil Simulation with Crystal BallStep #1 (Setup Spreadsheet)Step #2 (Define Assumptions—., random variables)Each of the random activity times (B, C, D, E, G, and I) is assumed to follow the triangular distribution.Global Oil Simulation with Crystal BallStep #3 (Define Forecast—., output)Cell J15 is the forecast cell:Step #4 (Choose Number of Trials)500 trials were run. In addition, Sensitivity Analysis was enabled in the Options of the Run Preferences dialogue box. This allows for the generation of sensitivity analysis results later.Step #5 (Run Simulation)Step #6 (View Results)Additional Results Available with Crystal BallSlide the triangles below the histograms to determine the probability that the output (project duration) is less than a certain value ., a deadline), greater than a certain value, or between any two values (by sliding both triangles).Alternatively, you can type in values for the lower bound or upper bound to determine the probability. You can also type in a probability (in “Certainty”), and it will determine the range that has that probability.There is a 79% chance the project will be completed within 150 days.There is a % chance that the project will take more than 160 days.Sensitivity ChartChoose “Open Sensitivity Chart” in the Run menu. Note that this chart isonly available if you selected the “Sensitivity Analysis” option under Run Preferences. This chart gives an indication as to which random variables(activity times) have the greatest impact on the output cell (projectcompletion time).followed by activity D, C, I, and B. Variability in activity G has almost no impact.Fitting a DistributionCrystal Ball can be used to “fit” a distribution to data.The following data has been collected for the previous 100 phone calls to a mail-order house:(80 rows have been hidden)Fitting Data to a DistributionUsing Crystal Ball to fit data to a distribution1. Select a spreadsheet cell.2. Choose Define Assumption.3. Click the Fit button, then select the source of the fitted data.4. Click the Next button, then select the distributions to try tofit.5. Click OK.Interarrival TimeService Time。

风险管理软件CrystalBall使用指导

M o n t e-C a r l o S i m u l a t i o n w i t h C r y s t a l B a l l?To run a simulation using Crystal Ball?:1. Setup SpreadsheetBuild 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.2. Define Assumptions—i.e., random variablesDefine which cells are random, and what distribution they should follow.3. Define Forecast—i.e., output or performance measureWalton Bookstore Simulation with Crystal Ball?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).Demand = d ~ Uniform[100, 300]Order Quantity = Q (decision variable)Revenue = $10 * Min(Q, d)Cost = $7.50 * QRefund = $2.50 * Max(Q–d, 0)Step #2 (Define Assumptions—i.e., random variables)Select the cell that contains the random variable (B17) — color code (blue): and click on the “Define Assumptions” button in toolbar (or in the Cell menu): Select type of distribution:Provide parameters of distributions:Walton Bookstore Simulation with Crystal Ball?Step #3 (Define Forecast—i.e., output)Select the cell that contains the output variable to forecast (F17):click on the “Define Forecast” button in toolbar (or in the Cell menu),Step #5 (Run Simulation)Click on the “Start Simulation” button in toolbar (or Run in the Run menu):Step #6 (View Results)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 menuin the forecast window.The results can be copied into a worksheet or Word document (choose Copy under the Edit menu in the simulation output window.Using Trend Charts to Find the Impact of Order Quantity on Potential ProfitDefine 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).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 2nd band (red), 50% of the time within the third band (green), and 90% of the time within the outside band (dark blue).Project Management—Global OilGlobal Oil is planning to move their credit card operation to Des Moines, Iowa from their home office in Dallas. The move involves many different divisions within the company. Real estate must select one of three available office sites. Personnel has to determine which employees from Dallas will move, how many new employees to hire, a nd who will train them. The systems group and treasurer’s office must organize the new operating procedure and make financial arrangements. The architects will have to design the interior space, and oversee needed structural improvements. Each site is an existing building with sufficient open space, but office partitions, computer facilities, furnishings, and so on, must all be provided.A complicating factor is that there is an interdependence of activities. In other words, some parts of the project cannot be started until other parts are completed. For example, Global cannot construct theStep #1 (Setup Spreadsheet)Step #2 (Define Assumptions—i.e., random variables)Each of the random activity times (B, C, D, E, G, and I) is assumed to follow the triangular distribution.Step #3 (Define Forecast—Cell J15 is the forecast cell:500 trials were run. In addition, Sensitivity Analysis was enabled in the Options of the Run Preferences dialogue box. This allows for the generation of sensitivity analysis results later. Step #5 (Run Simulation)Step #6 (View Results)Additional Results Available with Crystal Ball?Slide the triangles below the histograms to determine the probability that the output (project duration) is less than a certain value (e.g., a deadline), greater than a certain value, or between any two values (by sliding both triangles).Alternatively, you can type in values for the lower bound or upper bound to determine the probability. You can also type in a probability (in “Certainty”), and it will determine the range that has that probability.There is a 79% chance the project will be completed within 150 days.There is a 2.4% chance that the project will take more than 160 days.Sensitivity Chartanon theFitting a DistributionCrystal Ball can be used to “fit” a distribution to data.The following data has been collected for the previous 100 phone calls to a mail-order house: (80 rows have been hidden)Fitting Data to a DistributionUsing Crystal Ball? to fit data to a distribution1. Select a spreadsheet cell.2. Choose Define Assumption.3. Click the Fit button, then select the source of the fitted data.4. Click the Next button, then select the distributions to try to fit.5. Click OK.Interarrival TimeService Time。

风险管理软件crystalball使用指导

Monte-Carlo Simulation with Crystal Ball®To run a simulation using Crystal Ball®:1. Setup SpreadsheetBuild a spreadsheet that will calculate the performance measure ., profit) in terms of the inputs (random or not). For random inputs, just enter any number.2. Define Assumptions—., random variablesDefine which cells are random, and what distribution they should follow.3. Define Forecast—., output or performance measureDefine which cell(s) you are interested in forecasting (typically the performance measure, ., profit).4. Choose Number of TrialsSelect the number of trials. If you would later like to generatethe Sensitivity Analysis chart, choose “Sensitivity Analysis” under Options in Run Preferences.5. Run SimulationRun 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.6. View ResultsThe 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.Crystal Ball Toolbar:Define Define Run Start Reset Forecast TrendAssumptions Forecast Preferences Simulation Simulation Window ChartWalton Bookstore Simulation with Crystal Ball®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 $ and is sold for $10. After February, all unsold calendars are returned to the publisher for a refund of $ per calendar. Suppose Walton predicts demand will be somewhere between 100 and 300 (discrete uniform).Demand = d ~ Uniform[100, 300]Order Quantity = Q (decision variable)Revenue = $10 * Min(Q, d)Cost = $ * QRefund = $ * Max(Q–d, 0)Profit = Revenue – Cost + RefundStep #1 (Setup Spreadsheet)Walton Bookstore Simulation with Crystal Ball ® Step #2 (Define Assumptions —., random variables)Select the cell that contains the random variable (B17) — color code (blue):and click on the “Define Assumptions” button in toolbar (or in the Cell menu):Select type of distribution:Provide parameters of distributions:Walton Bookstore Simulation with Crystal Ball®Step #3 (Define Forecast—., output)Select the cell that contains the output variable to forecast (F17):click on the “Define Forecast” but ton in toolbar (or in the Cell menu),and fill in the Define Forecast dialogue box.Step #4 (Choose Number of Trials)Click on the “Run Preferences” button in toolbar (or in the Run menu):and select the number of trials to run.Walton Bookstore Simulation with Crystal Ball®Step #5 (Run Simulation)Click on the “Start Simulation” button in toolbar (or Run in the Run menu):Step #6 (View Results)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.The results can be copied into a worksheet or Word document (choose Copy under the Edit menu in the simulation output window.Using Trend Charts to Find the Impact of Order Quantity on Potential ProfitDefine 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 ., one assumption cell for demand—C14—with the rest set equal to C14).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 2nd band (red), 50% of the time within the third band (green), and 90% of the time within the outside band (dark blue).Project Management—Global OilGlobal Oil is planning to move their credit card operation to Des Moines, Iowa from their home office in Dallas. The move involves many different divisions within the company. Real estate must select one of three available office sites. Personnel has to determine which employees from Dallas will move, how many new employees to hire, and who will train them. The systems group and treasurer’s office must organize the new operating procedure and make financial arrangements. The architects will have to design the interior space, and oversee needed structural improvements. Each site is an existing building with sufficient open space, but office partitions, computer facilities, furnishings, and so on, must all be provided.A complicating factor is that there is an interdependence of activities. In other words, some parts of the project cannot be started until other parts are completed. For example, Global cannot construct the interior of an office before it has been designed. Neither can it hire new employees until it has determined its personnel requirements.The necessary activities and their necessary predecessors (due to interdependence) are listed below. Three estimates are made for the completion time of each activity—the minimum time, most likely time, and maximum time.StartEndGlobal Oil Simulation with Crystal Ball®Step #1 (Setup Spreadsheet)Step #2 (Define Assumptions—., random variables)Each of the random activity times (B, C, D, E, G, and I) is assumed to follow the triangular distribution.Global Oil Simulation with Crystal Ball®Step #3 (Define Forecast—., output)Cell J15 is the forecast cell:Step #4 (Choose Number of Trials)500 trials were run. In addition, Sensitivity Analysis was enabled in the Options of the Run Preferences dialogue box. This allows for the generation of sensitivity analysis results later.Step #5 (Run Simulation)Step #6 (View Results)Additional Results Available with Crystal Ball®Slide the triangles below the histograms to determine the probability that the output (project duration) is less than a certain value ., a deadline), greater than a certain value, or between any two values (by sliding both triangles).Alternatively, you can type in values for the lower bound or upper bound to determine the probability. You can also type in a probability (in “Certainty”), and it will determine the range that has that probability.There is a 79% chance the project will be completed within 150 days. There is a % chance that the project will take more than 160 days.Sensitivity ChartChoose “Open Sensitivity Chart” in the Run menu. Note that thischart is only available if y ou selected the “Sensitivity Analysis” option under Run Preferences. This chart gives an indication as to which random variables (activity times) have the greatest impact on the output cell (project completion time).Variability in activity E has the greatest impact on overall project duration, followed by activity D, C, I, and B. Variability in activityG has almost no impact.Fitting a DistributionCrystal Ball can be used to “fit” a distribution to data.The following data has been collected for the previous 100 phone calls to a mail-order house:(80 rows have been hidden)Fitting Data to a DistributionUsing Crystal Ball® to fit data to a distribution1. Select a spreadsheet cell.2. Choose Define Assumption.3. Click the Fit button, then select the source of the fitteddata.4. Click the Next button, then select the distributions to try tofit.5. Click OK.Interarrival TimeService Time。

Crystall_Ball模拟软件

实验次数均值中数众数标准差方差偏度(描述变量取值分布对称性的统计量) 峰度(描述变量取值分布形态陡缓程度的统计量) 变异系数平均标准误差
4 示例－费瑞迪报童问题
通过前面的模拟，设定了弗瑞迪每天《金融日报》的定购数量为60份，因为这个定购量是一个能够满足需求又不会剩余大量未出售报纸的一个合理折中值
然而通过目前的模拟，还不能说明60是否是最大化其日均利润的最优定购量。利用Crystal Ball软件中的OptQuest最优化模型可以搜索最佳定购量。
4 示例－费瑞迪报童问题
用决策表制定决策
在40到70之间的哪个订购量能够最大化每天的平均利润呢？比较合理的做法是试验订购量的可能值的各个样本，如 40,45,…,70。
4 示例－费瑞迪报童问题
定义预测单元格：计算机模拟的电子表格模型并没有包括目
标单元格，但是预测单元格可以实现这一作用。定义预测单元格的步骤：
（1）选中一个单元格；（2）单击Crystal Ball工具条中的Define Forecast按钮，从而弹出
定义预测对话框（如图8-14所示）（3）这个对话框可以用来输入一个名字标签，并且定义预测单元格的
3 Crystal Ball工具条
Define Define
Run Start
Reset
Forecast Trend
Assumptions Forecast Preferences Simulation Simulation Windows Chart
4 示例－费瑞迪报童问题
问题描述
成本数据
每份报纸成本费用1.50美元售价2.50美元未出售的报纸退款0.50美元
第三步对话框用来制定决策表的选项。第一个输入方框记录了对于每一个决策变量的值所要运行模拟的次数。Crystal Ball会在定义决策变量对话框所制定的范围内平均分布数值。对于弗瑞迪报童问题，数值的范围是40到70，在第三步对话框中输入数字7 就会选择40、45、50、55、60、65、70这七个订单量的数值进行模拟。最后一步就是单击Start按钮。

Crystal Ball 模拟基础教程

Crystal Ball 模拟基础教程利用Crystal Ball 进行计算机仿真学习目标13.2个案研究：佛莱迪报童问题（13.1节） 13.3–13.19竞标建设计划（13.2节） 13.20–13.24项目管理：信用建设公司（13.3节）13.25–13.32现金流量管理：沼泽地黄金岁月公司（13.4节） 13.33–13.37财务风险分析：久大发展公司（13.5节）13.38–13.42运输业收入管理（13.6节）13.43–13.48选择合适的分配（13.7节）13.49–13.68利用决策表做决策（13.8节） 13.69–13.84学习目标在读完本章后，你应该能够：1. 描述Crystal Ball在计算机仿真中的角色。

2. 利用Crystal Ball来解决Excel软件包所无法执行的各类基本计算机仿真。

3. 解释利用Crystal Ball于计算机仿真中的结果。

4. 在获得预期的准确度水平后，利用Crystal Ball的特色来停止计算机仿真。

5. 描述当使用Crystal Ball时可以搭配计算机仿真的机率分配之特色。

6. 利用Crystal Ball程序辨识出符合历史数据的连续分配。

7. 利用Crystal Ball的特色来产生一些帮助决策的决策表和趋势图。

报童佛莱迪佛莱迪在某大城市里主要市区经营一家报摊。

佛莱迪贩卖各类的报纸和杂志，其中最贵的报纸为财经日报。

财经日报相关的成本资料：–每份报纸的成本为1.50美元–每份报纸的售价为2.50美元–没售出的报纸，每份报纸可以获得0.50美元的偿还金财经日报的销售资料：–佛莱迪每天的销售量介于40到70份之间。

–销售数量介于40到70份之间任何数值的频率相同。

运用仿真之电子表格模式Crystal Ball的应用利用Crystal Ball来进行计算机仿真有四个步骤：–定义随机输入栏。

–定义输出栏来预测。

–设定执行偏好。

–执行模拟。

crystal ball使用指导

crystal ball使用指导Crystal Ball使用指导Crystal Ball是一种常用的预测和决策支持工具，它基于蒙特卡洛仿真技术，可以对不确定性进行建模和分析。

下面将介绍一些使用Crystal Ball的指导，帮助您更好地利用这一工具进行预测和决策。

一、数据准备在使用Crystal Ball之前，首先要准备好相应的数据。

这些数据可以是历史数据、统计数据或者是专家意见。

确保数据的准确性和完整性非常重要，因为这些数据将直接影响到Crystal Ball的分析结果。

二、建立模型在Crystal Ball中，模型是指对问题进行描述和建模的过程。

模型的建立需要根据具体问题的特点来确定。

首先需要确定决策变量和随机变量，然后建立它们之间的关系。

在建立模型时，要保证模型的可靠性和合理性。

三、运行仿真在完成模型建立后，就可以进行仿真运行了。

Crystal Ball使用蒙特卡洛仿真技术，通过随机抽样来模拟不同可能的情况。

这样可以得到一系列可能的结果，并对其进行统计分析。

四、分析结果Crystal Ball提供了多种统计分析方法，可以帮助用户对仿真结果进行分析和解释。

常用的分析方法包括概率分布分析、敏感性分析和决策树分析等。

通过这些分析，可以得到关键决策变量的概率分布、敏感性程度以及最优决策方案等信息。

五、结果解释和应用在分析结果之后，需要对结果进行解释和应用。

Crystal Ball提供了可视化工具，可以将分析结果以图表的形式展示出来，帮助用户更好地理解和应用结果。

同时，还可以通过对结果的解释和讨论，对决策方案进行优化和调整。

六、风险管理Crystal Ball除了用于预测和决策支持，还可以用于风险管理。

通过对不确定性的建模和分析，可以帮助用户识别和评估潜在的风险，并采取相应的措施进行风险管理和控制。

七、案例分析以下是一个使用Crystal Ball进行预测和决策的案例分析。

假设某公司要决定是否投资于某个新项目。

第8章-Crystall-Ball模拟软件PPT课件

14
8.4 示例－费瑞迪报童问题
用决策表制定决策
在40到70之间的哪个订购量能够最大化每天的平均利润呢？比较合理的做法是试验订购量的可能值的各个样本，如 40,45,…,70。
利用决策表工具可以执行这个工作，具体的步骤如下：
（1）选择包含决策变量的单元格；（2）如果单元格中还没有数值，任意输入一个数值；（3）点击Crystal Ball工具条上的定义决策变量按钮，弹出定义
4481维数的灾难研究的问题中相关变量个数高达数百甚至数千难度随维数的增加呈指数增长蒙特卡罗方法的计算复杂性不依赖于维数主要步骤建立各种估计量5582利用crystalball软件进行模拟的步骤1建立电子表格模型2规定关于概率变量的假设3规定预测单元即相关的输出变量4设定重复次数5运行模拟6解释结果6683crystalballdefineassumptionsdefineforecastrunpreferencesstartsimulationresetsimulationforecastwindowstrendchart7784问题描述newsboy8884建立相关变量的工作表绿色单元格表示随机变量黄色单元格表示决策变量9984定义假设单元格
9
8.4 示例－费瑞迪报童问题
定义预测单元格：计算机模拟的电子表格模型并没有包括目
标单元格，但是预测单元格可以实现这一作用。定义预测单元格的步骤：
（1）选中一个单元格；（2）单击Crystal Ball工具条中的Define Forecast按钮，从而弹出
定义预测对话框（如图8-14所示）（3）这个对话框可以用来输入一个名字标签，并且定义预测单元格的
决策变量对话框；（4）为决策变量的模拟数值定义下限和上限；（5）选择连续分布或者离散分布，定义决策变量是连续的还是离

风险管理软件CrystalBall使用指导中英文-12页word资料

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 Spreadsheet1．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 variablesDefine 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 measureDefine 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 TrialsSelect 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。

风险管理软件crystalball使用指导

风险管理软件C r y s t a l B a l l使用指导(总14页)--本页仅作为文档封面，使用时请直接删除即可----内页可以根据需求调整合适字体及大小--Monte-Carlo Simulation with Crystal Ball®To run a simulation using Crystal Ball®:1. Setup SpreadsheetBuild a spreadsheet that will calculate the performance measure ., profit) in terms of the inputs (random or not). For random inputs, just enter any number.2. Define Assumptions—., random variablesDefine which cells are random, and what distribution they should follow.3. Define Forecast—., output or performance measureDefine which cell(s) you are interested in forecasting (typically the performance measure, ., profit).4. Choose Number of TrialsSelect the number of trials. If you would later like to generate the Sensitivity Analysis chart, choose “Sensitivity Analysis” under Options in Run Preferences.5. Run SimulationRun 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.6. View ResultsThe 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.Crystal Ball Toolbar:Define Define Run Start Reset Forecast Trend Assumptions Forecast Preferences Simulation Simulation Window ChartRecall 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 $ and is sold for $10. After February, all unsold calendars are returned to the publisher for a refund of $ per calendar. Suppose Walton predicts demand will be somewhere between 100 and 300 (discrete uniform).Demand = d ~ Uniform[100, 300]Order Quantity = Q (decision variable)Revenue = $10 * Min(Q, d)Cost = $ * QRefund = $ * Max(Q–d, 0)Profit = Revenue – Cost + RefundStep #1 (Setup Spreadsheet)Step #2 (Define Assumptions —., random variables)— color code (blue):and click on the “Define Assumptions” button in toolbar (or in the Cell menu):Select type of distribution:Provide parameters of distributions:Walton Bookstore Simulation with Crystal Ball®Step #3 (Define Forecast—., output)click on the “Define Forecast” button in toolbar (or in the Cell menu),and fill in the Define Forecast dialogue box.Step #4 (Choose Number of Trials)Click on the “Run Preferences” button in toolbar (or in the Run menu):and select the number of trials to run.Walton Bookstore Simulation with Crystal Ball ®Step #5 (Run Simulation)Click on the “Start Simulation” button in toolbar (or Run in the Run menu):Step #6 (View Results)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.The results can be copied into a worksheet or Word document (choose Copy under the Edit menu in the simulation output window.Using Trend Charts to Find the Impact of Order Quantityon Potential ProfitDefine 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 ., one assumption cell for demand—C14—with the rest set equal to C14).After running the simulation, choose “Open Trend Chart” in the Run menu. This chart gives “certainty bands” for the forecast cells. 10% of t he time, the project duration will fall within the inner band (light blue), 25% of the time within the 2nd band (red), 50% of the time within the third band (green), and 90% of the time within the outside band (dark blue).Project Management—Global OilGlobal Oil is planning to move their credit card operation to Des Moines, Iowa from their home office in Dallas. The move involves many different divisions within the company. Real estate must select one of three available office sites. Personnel has to determine which employees from Dallas will move, how many new employees to hire, and who will train them. The systems group and treasurer’s office must organize the new operating procedure and make financial arrangements. The architects will have to design the interior space, and oversee needed structural improvements. Each site is an existing building with sufficient open space, but office partitions, computer facilities, furnishings, and so on, must all be provided.A complicating factor is that there is an interdependence of activities. In other words, some parts of the project cannot be started until other parts are completed. For example, Global cannot construct the interior of an office before it has been designed. Neither can it hire new employees until it has determined its personnel requirements.The necessary activities and their necessary predecessors (due to interdependence) are listed below. Three estimates are made for the completion time of each activity—the minimum time, most likely time, and maximum time.Start EndGlobal Oil Simulation with Crystal Ball®Step #1 (Setup Spreadsheet)Step #2 (Define Assumptions—., random variables)Each of the random activity times (B, C, D, E, G, and I) is assumed to follow the triangular distribution.Global Oil Simulation with Crystal Ball®Step #3 (Define Forecast—., output)Cell J15 is the forecast cell:Step #4 (Choose Number of Trials)500 trials were run. In addition, Sensitivity Analysis was enabled in the Options of the Run Preferences dialogue box. This allows for the generation of sensitivity analysis results later.Step #5 (Run Simulation)Step #6 (View Results)Additional Results Available with Crystal Ball®Slide the triangles below the histograms to determine the probability that the output (project duration) is less than a certain value ., a deadline), greater than a certain value, or between any two values (by sliding both triangles).Alternatively, you can type in values for the lower bound or upper bound to determine the probability. You can also type in a probability (in “Certainty”), and it will determine the range that has that probability.There is a 79% chance the project will be completed within 150 days.There is a % chance that the project will take more than 160 days.Sensitivity ChartChoose “Open Sensitivity Chart” in the Run menu. Note tha t this chart is only available ifyou selected the “Sensitivity Analysis” option under Run Preferences. This chart gives an indication as to which random variables (activity times) have the greatest impact on theoutput cell (project completion time).Variability in activity E has the greatest impact on overall project duration, followed by activity D, C, I, and B. Variability in activity G has almost no impact.Fitting a DistributionCrystal Ball can be used to “fit” a distribution to data.The following data has been collected for the previous 100 phone calls to a mail-order house:(80 rows have been hidden)Fitting Data to a DistributionUsing Crystal Ball® to fit data to a distribution1. Select a spreadsheet cell.2. Choose Define Assumption.3. Click the Fit button, then select the source of the fitted data.4. Click the Next button, then select the distributions to try to fit.5. Click OK.Interarrival TimeService Time。

风险管理软件CrystalBall操作指南(英文版)

Monte-Carlo Simulation with Crystal Ball®To run a simulation using Crystal Ball®:1. Setup SpreadsheetBuild 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.2. Define Assumptions—i.e., random variablesDefine which cells are random, and what distribution they should follow.3. Define Forecast—i.e., output or performance measureDefine which cell(s) you are interested in forecasting (typically the performance measure, e.g., profit).4. Choose Number of TrialsSelect the number of trials. If you would later like to generate the Sensitivity Analysis chart, choose “Sensitivity Analysis” under Options in Run Preferences.5. Run SimulationRun 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.6. View ResultsThe 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.Crystal Ball Toolbar:Define Define Run Start Reset Forecast Trend Assumptions Forecast Preferences Simulation Simulation Window ChartWalton Bookstore Simulation with Crystal Ball®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).Demand = d ~ Uniform[100, 300]Order Quantity = Q (decision variable)Revenue = $10 * Min(Q, d)Cost = $7.50 * QRefund = $2.50 * Max(Q–d, 0)Profit = Revenue – Cost + RefundStep #1 (Setup Spreadsheet)Walton Bookstore Simulation with Crystal Ball ®Step #2 (Define Assumptions —i.e., random variables)— color code (blue):and click on the “DefineAssumptions” button in toolbar (or in the Cell menu):Select type of distribution:Provide parameters of distributions:Walton Bookstore Simulation with Crystal Ball®Step #3 (Define Forecast—i.e., output)click on the “Define Forecast” button in toolbar (or in the Cell menu),and fill in the Define Forecast dialogue box.Step #4 (Choose Number of Trials)Click on the “Run Preferences” button in toolbar (or in the Run menu):and select the number of trials to run.Walton Bookstore Simulation with Crystal Ball®Step #5 (Run Simulation)Click on the “Start Simulation” button in toolbar (or Run in the Run menu):Step #6 (View Results)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.The results can be copied into a worksheet or Word document (choose Copy under the Edit menu in the simulation output window.Using Trend Charts to Find the Impact of OrderQuantity on Potential ProfitDefine 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).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 2nd band (red), 50% of the time within the third band (green), and 90% of the time within the outside band (dark blue).Project Management—Global OilGlobal Oil is planning to move their credit card operation to Des Moines, Iowa from their home office in Dallas. The move involves many different divisions within the company. Real estate must select one of three available office sites. Personnel has to determine which employees from Dallas will move, how many new employees to hire, and who will train them. The systems group and treasurer’s office must organize the new operating procedure and make financial arrangements. The architects will have to design the interior space, and oversee needed structural improvements. Each site is an existing building with sufficient open space, but office partitions, computer facilities, furnishings, and so on, must all be provided.A complicating factor is that there is an interdependence of activities. In other words, some parts of the project cannot be started until other parts are completed. For example, Global cannot construct the interior of an office before it has been designed. Neither can it hire new employees until it has determined its personnel requirements.The necessary activities and their necessary predecessors (due to interdependence) are listed below. Three estimates are made for the completion time of each activity—the minimum time, most likely time, and maximum time.Start EndGlobal Oil Simulation with Crystal Ball®Step #1 (Setup Spreadsheet)Step #2 (Define Assumptions—i.e., random variables)Each of the random activity times (B, C, D, E, G, and I) is assumed to follow the triangular distribution.Global Oil Simulation with Crystal Ball®Step #3 (Define Forecast—i.e., output)Cell J15 is the forecast cell:Step #4 (Choose Number of Trials)500 trials were run. In addition, Sensitivity Analysis was enabled in the Options of the Run Preferences dialogue box. This allows for the generation of sensitivity analysis results later.Step #5 (Run Simulation)Step #6 (View Results)Additional Results Available with Crystal Ball®Slide the triangles below the histograms to determine the probability that the output (project duration) is less than a certain value (e.g., a deadline), greater than a certain value, or between any two values (by sliding both triangles).Alternatively, you can type in values for the lower bound or upper bound to determine the probability. You can also type in a probability (in “Certainty”), and it will determine the range that has that probability.There is a 79% chance the project will be completed within 150 days.There is a 2.4% chance that the project will take more than 160 days.Sensitivity ChartChoose “Open Sensitivity Chart” in the Run menu. Note that this chart isonly available if you selected the “Sensitivity Analysis” option under Run Preferences. This chart gives an indication as to which random variables (activity times) have the greatest impact on the output cell (project completion time).Variability in activity E has the greatest impact on overall project duration, followed by activity D, C, I, and B. Variability in activity G has almost no impact.Fitting a DistributionCrystal Ball can be used to “fit” a distribution to data.The following data has been collected for the previous 100 phone calls to a mail-order house:(80 rows have been hidden)Fitting Data to a DistributionUsing Crystal Ball® to fit data to a distribution1. Select a spreadsheet cell.2. Choose Define Assumption.3. Click the Fit button, then select the source of the fitteddata.4. Click the Next button, then select the distributions to try tofit.5. Click OK.Interarrival TimeService Time。

风险管理软件Crystal_Ball使用指导

they shouldBh9gO4D。

(typically theyou would later like Sensitivity Analysisto generate the under Options in Preferences.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 Ball1. Setup Spreadsheet1．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. Hwbpsm。

K 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 variablesDefine which cells are random, and what distribution follow. 274B0W。

R2．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 performancemeasureDefine which cell（s） you are interested in forecasting performance measure, e.g., profit）.biNjnie 。

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 TrialsSelect the number of trials. IfSensitivity Analysis chart, choose Run 4. 选择试验的次数5DJxkmF。

第8章Crystall-Ball模拟软件

8.4 示例－费瑞迪报童问题
运行模拟后，系统会在一张新的电子表格中创建一个决策表。表明最优订单量在50到60之间。为了更精确地得到这个数值，可以再制作一个决策表，考虑50和60之间的所有整数订单量。
8.4 示例—某建筑公司案例
某建筑公司案例——建筑工程投标

投标背景
科信+其他三家建筑公司参加投标项目总成本估计值：455万美元资深分析师估计竞争者的投标价
8.4 示例－费瑞迪报童问题
通过前面的模拟，设定了弗瑞迪每天《金融日报》的定购数量为60份，因为这个定购量是一个能够满足需求又不会剩余大量未出售报纸的一个合理折中值然而通过目前的模拟，还不能说明60是否是最大化其日均利润的最优定购量。利用Crystal Ball软件中的OptQuest最优化模型可以搜索最佳定购量。

竞争者1：三角分布，最小值95%，最可能值130%，最大值160% 竞争者2：三角分布，最小值110%，最可能值125%，最大值140% 竞争者3：均匀分布，120%到130%之间

Contract Bidding
8.4 示例—某建筑公司案例
应用计算机模拟的电子表格模型由于工序时间主要是可变的，除了单元格 H16外，单元格 H6:H19都需要作为假设单元格，服从三角分布，预测单元格：项目完成(I21)
8.4 示例—某建筑公司案例
在Run Preferences对话框中设定1000次作为模拟次数，下图分别以频率图、统计表和百分比图的形式显示了结果。
8.4 示例—某建筑公司案例
该建筑公司的管理层特别感兴趣的一个统计值是在目前项目计划下能够在47周的最后期限完成项目的概率。确定性方框中显示试验次数中的58.9%将会满足截止期的要求。

Crystal_Ball_蒙塔卡洛模拟教程

13-4
報童佛萊迪
➢ 佛莱迪在某大城市里主要市区经营一家报摊。
➢ 佛莱迪贩售各类的报纸和杂志，其中最贵的报纸为财经日报。 ➢ 财经日报相关的成本资料：每份报纸的成本为1.50美元每份报纸的售价为2.50美元没售出的报纸，每份报纸可以获得0.50美元的偿还金 ➢ 财经日报的销售资料：佛莱迪每天的销售量介于40到70份之间。销售数量介于40到70份之间任何数值的频率相同。
© The McGraw-Hill Companies, Inc., 2009
13-19
准确度控制：扩充的定义预测对话方块
© The McGraw-Hill Companies, Inc., 2009
13-20
準確度控制的結果
1,000 次試驗得出有95%信賴區間低於1美元。
© The McGraw-Hill Companies, Inc., 2009
© The McGraw-Hill Companies, Inc., 2009
13-15
佛萊迪利潤的頻率圖
© The McGraw-Hill Companies, Inc., 2009
13-16
佛萊迪利潤更多的結果
© The McGraw-Hill Companies, Inc., 2009
Certainty 栏位显示佛萊迪的模拟实验中
– 竞争者 2 则设定 25% 的边际利润以及他在估算计画成本时会比竞争者 1 来得准确；但是根据过去的竞标经验，他的边际利润也有可能在至多正负15% 间移动。
– 竞争者 3 估算计画成本极为精准，将其边际利润设在介于 20% 与30% 之间的任一数字。
問題：信用公司對於這個計畫的投資金額應該是多少？

水晶球软件使用CrystalBall

• How to deal with randomness?
➢ Ignore it ➢ Simplify problem to make it analytically
tractable, get solution, then ignore real-life complications ➢ Find a way to obtain an approximate solution to real-world problems
Let 1 represent “heads” and 2 represent “tails”. Consider the following RNG:
=IF(RAND( )<0.5,1,2)
Generating Random Numbers with Crystal Ball
Crystal Ball provides two different ways for creating Random Number Generators in spreadsheets
We can implement Random Number Generators for uncertain cells to allow us to sample from the distribution of values expected for different cells.
How Random Number Generators Work
This is easy to do and bounds the outcomes, but tells
us nothing about the distribution of possible
outcomes within the best and worst-case limits.

基于 Crystal Ball 软件对测量不确定度的评定

基于Crystal Ball 软件对测量不确定度的评定1240410114王颖测量结果与被测量真值的一致程度被定义为准确性。

但是实际上不存在完全准确无误的测量，因此通常在给出量值结果的同时通常给出适应于实际需要的不确定度。

如果没有对不确定度的表述，所进行的测量的被测量对象的质量就无从判断，从而导致测量的结果值不具备充分的实用价值。

测量的结果值的准确，是在一定的不确定度、误差允许误差范围内的准确。

一）基本概念测量不确定度的概念最早是有国外引入，一般译为：与测量结果相联系的参数，用来表示赋予被测量对象值的分散性的特征。

它最早跟我们熟悉的误差的概念相似。

测量不确定度的前提是当我们在重复性条件下，对具有稳定特征的被测量对象X独立的进行了n次重复测量实验，在这一系列测量实验过程中，通过n个结果按公式计算出的，第i次结果xi的实验标准差E（xi)，xi虽然是指第i 次测量的结果，但是它的实际含义是：任一次的测量结果。

表明不确定度s(xi)=u(xi)是这个测量序列中任意一次测量结果的不确定度。

如果在相同的相同的、重复条件下再进行测量，得到的结果xi 的标准不确定度仍然是E(xi。

二）测量不确定度评定的步骤1.识别不确定度来源。

对测试结果测量不确定度来源的识别应该首先从分析测量过程开始，并且要对测量方法、测量系统和测量程序作详细研究和熟悉，如果可能要画出测量系统原理图和测量流程图。

不确定度来源一般有：对被测量的定义不完善；实现被测量的定义的方法不理想；选取测量样品的典型性不够；对测量过程中受外部环境影响的因素识别不完整等因素引起。

2.建立模型。

当被测量对象Y(即我们期望的输出量)由N个其他因素X1，X2，…，XN(即输入量)，通过函数关系f来确定时，则Y = f (X1 , X 2 ,L, X N )称为测量模型或数学模型。

式中大写字母表示测量的符号f 为测量函数。

如果输入量Xi 的估计值为Xi，被测量对象Y 的估计值为y，则测量模型可建立为：y = f (x1 , x 2 ,L, xN )3.标准不确定度A类和B类分量的计算。

Crystal-Ball实验操作过程

Crystal Ball实验操作过程实验一：一、数据录入与导入双击CB快捷方式图标或直接打开Excel打开软件。

前面提到过Crystal Ball软件是在Excel里的一个插件，所以双击打开后是Excel的界面，如下图：图 1用户可以在该界面中直接录入数据，也可以左击右上角的符号，选择打开，将原有Excel表格中的数据直接导入到带有Crystal Ball插件的电子表格中。

二、拟合分布图2(1)对数据进行标准化处理(减少原数据相互间的距离对拟合分布的影响)通过Average计算每个分布工程样本数据的均值,然后各个样本数据除以相应的均值,对数据进行标准化处理。

（2）拟合分布选取表格区域，点击工具栏上“Run-Tools-Batch Fit”,如图3所示。

图3在操作对话框中，选择“next”,至图4对话框对相应命令进行选择,可得到拟合过程的相关数据。

图4注：对于卡方检验，水晶球软件计算p值，p值大于0.5一般表示紧密拟合；对于科尔莫格洛夫-斯米尔诺夫检验，一般地，小于0.03的K-S值表明良好拟合；对于安德森-达林检验，小于1.5的计算值一般表明拟合优良。

实验二:一.按照实验一的操作,先将数据在Crystal Ball软件打开.二、假设单元格概率分布的定义及相关操作输入数据后，进行随机变量假设单元格概率分布的定义。

这里假设使用悲观时间的单元格来进行概率分布的定义。

（注：对于假设单元格的选择，并无太多的限制，因为定义各种概率的分布，是由相应的参数确定的，因此选择的假设单元格不同对结果并没有影响。

）有一点需要注意的是，选择假设单元格时，该单元格应当是一确定的数字，而不能是公式.选定单元格（如单元格I2）后，点击工具栏上的，随即弹出图5，CB 软件中提供22种不同的分布可供选择，根据实验任务书的要求，第一和第二项分部分项工程服从三参数beta分布，因此，选择BtaPERT分布，并填入相应参数，即可完成对“基坑支护挖土方”的定义，如图6所示。

crystal ball使用指导

crystal ball使用指导Crystal Ball使用指导导言：Crystal Ball是一款用于预测和分析风险的软件工具，它可以帮助企业和组织做出明智的决策。

本文将介绍如何使用Crystal Ball进行预测和分析，以及一些注意事项和技巧。

一、Crystal Ball简介Crystal Ball是由Oracle公司开发的一款风险分析软件，它基于蒙特卡罗模拟方法，可以通过模拟大量的随机变量来预测未来的风险和收益。

Crystal Ball可以用于各种决策问题，如项目管理、投资分析、供应链优化等，帮助用户做出更准确的决策。

二、Crystal Ball的使用步骤1. 数据输入：首先，我们需要将相关的数据输入到Crystal Ball 中。

可以直接在Crystal Ball中输入数据，也可以从外部文件导入数据。

在输入数据时，需要注意数据的格式和准确性。

2. 模型建立：在输入数据之后，我们需要建立相应的模型。

模型可以是简单的数学模型，也可以是复杂的模拟模型。

在建立模型时，需要考虑到各种变量之间的关系，并进行合理的假设和参数设定。

3. 分布设定：Crystal Ball中的随机变量需要设定相应的概率分布。

可以选择常见的分布，如正态分布、均匀分布等，也可以根据实际情况自定义分布。

在设定分布时，需要根据实际数据和经验进行合理的选择。

4. 模拟运行：一切准备就绪后，我们可以进行模拟运行。

Crystal Ball会根据设定的分布和模型进行大量的随机模拟，得到未来可能的结果。

可以设定模拟的次数，以增加结果的准确性。

5. 结果分析：模拟运行完成后，Crystal Ball会生成相应的结果。

我们可以通过查看统计指标、绘制图表等方式对结果进行分析。

可以计算平均值、方差、置信区间等，以评估风险和收益。

三、Crystal Ball的注意事项和技巧1. 数据准确性：Crystal Ball的结果取决于输入的数据，因此需要确保数据的准确性。