使用準蒙地卡羅模擬法進行專案風險分析與監控

Using Quasi-Monte Carlo Simulation for Risk Analysis And Monitoring

蔡仁旭(JEN-HSU TSAI)

指導教授 ： 留忠賢

中原大學/工學院/資訊工程研究所/碩士(2013年)

https://doi.org/10.6840/CYCU.2013.00356

摘要

在本論文中，我們實作一個工具，使用準蒙地卡羅模擬法(Quasi-Monte Carlo Simulation)，在考量風險因子發生後會影響專案時程的情況下，估算出專案每個階段的時程，並將風險資訊作紀錄。我們使用了準蒙地卡羅模擬法，與傳統蒙地卡羅模擬法最大的不同在於準蒙地卡羅模擬法是使用低差異性數列，在多種的低差異性數列中，我們使用的是Halton數列，並藉由均方根誤差(Root mean squared error)來驗證模擬結果。實驗的結果顯示在較低的模擬次數中，準蒙地卡羅模擬法其模擬結果的穩定性比傳統蒙地卡羅模擬法來的高。我們的工具也可以將事先擬定的風險處理計畫，事後檢討的風險成因儲存在資料庫中，這些資訊可作為往後的專案在事先作風險辨識、風險評估，及擬定風險處理計畫時的參考。

關鍵字

風險管理 ； 準蒙地卡羅模擬法

並列摘要

In this thesis, we designed and implemented a tool that used Quasi-Monte Carlo Simulation to estimate the time schedule of each phase of a software project, by taking consideration of risk factors. The Quasi-Monte Carlo Simulation is different from Monte Carlo Simulation by using a low discrepancy sequence for simulation. A Halton Sequence was used for implementation of our tool. Root mean squared error was used as a measure of stability of the simulated results. From our experiments, the results of Quasi-Monte Carlo Simulation have better stability than the results of Monte Carlo Simulation. Our tool can also store pre-defined risk management plans and causes of risks, obtained from action review, in a database.

並列關鍵字

Risk Management ； Quasi-Monte Carlo Simulation

參考文獻

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