PHNG PHAP TNH

TR LNG MONTE
CARLO

GVHD: Th.S Phan Van

Kong
SVTH : Phan Hoang Kim
Ngan

S HOT NG
THMD

KHOAN,
KHAITHC

MARKETING,PHNPHI
SNPHM

VNCHUYN,
DTR

LCDU

Tnh ri ro trong d n du kh rt cao (nht

l giai on thm d v khai thc), chng hn
nh v tr lng, tai nn, thit b
Do vy, vic xc nh, d on ri ro rt
quan trng, em li hiu qu u t v tit
kim chi ph.
#

CC PHNG PHP TNH

TR LNG
Phng php th tch (c s dng
rng ri nht ti Vit Nam)
Phng php cn bng vt cht
Phng php Monte carlo: thng kt
hp vi 2 phng php trn a ra
kt qu gn chnh xc nht.

Phng php Monte carlo ra i nhm

khc phc cc hn ch sau:
C rt t s liu nh gi tr lng
do vn kinh ph, gy hn ch trong
vic nh gi chnh xc tng i lng.
Thiu cc sai s tnh ton ca tr
lng.

Hnhthnhtquylut
ngunhincs
dngchnhticcsng
bi.
Sdngutintrongchngtrnhm

phng,torabomnguyntThchin
th21944(dnchymphngda
trntnhngunhin)

Da tren c s nghien cu va thong

ke nhng so lieu ve thong so e a
ra ket qua xac suat.

Co y ngha trong viec nghien cu moi

lien he gia cac thong so khac nhau.

nh ngha: L phng php gii bng s cc

bi ton thng qua vic to ra v s dng cc
s ngu nhin
Bn cht: L php th thng k t nhin
#

Cc thng s
Bn cht ca khu vc ang xem xt l cha c
nhiu s liu. Do vy, thng dng cc s liu
c kho st v thu thp cc ging gn .
Hoc s dng s liu t phng php th tch.
Lp bng thng s gm gi tr v lch chun
ca thng s
Ch cc gi tr tu dng hm phn b:

Max Min Mean

(dng tam gic)

5 gi tr
#
(dng log chun)

 Cong thc:
F (Qd, k) = V(i) * N/G(i) *(i) * (1Sw)(i) *C
FVF(i)
Vi 1<i<N (N>5000)
F(Qi):
ham phan bo xac suat tr
lng dau tai cho.
V(i): ham phan bo xac suat the tch
a cha
N/G(i): ham phan bo xac suat ty so
chieu day hieu dung va chieu day the
tch va cha
(i):
ham phan bo o rong a cha
Sw(i): ham phan bo o bao hoa nc
FVF(i): ham phan bo xac suat he so#
chuyen oi the tch
ieu kien va sang

Chng trnh m phng :

Crystal Ball: s dng rng ri nht
@Risk
RiskSim

Nhap
Nhap so
so lieu
lieu
s
s phan
phan bo
bo
xac
xac suat
suat cua
cua
Sw,
Sw, ,
, N/G,
N/G, V,
V, FVF
FVF

Chuyen
Chuyen oi
oi so
so
lieu
lieu thanh
thanh dang
dang
phan
phan bo
bo xac
xac
suat
suat luy
luy tien
tien
da
da vao
vao 11 so
so
dang
dang phan
phan bo
bo

Tnh
Tnh tr
tr lng
lng
bang
bang phep
phep
tnh
tnh

V
V

th
th
Kim
Kim tra
tra
cuc
cuc lp
lp

Nhat
Nhatcac
cacgia
giatr
tr
oi
oivi
vitng
tng
ham
ham phan
phanbo
bo
xac
xacsuat
suatluy
luy
tien
tien11 cach
cachngau
ngau
nhien
nhien

Biuktquchymphng100.000ln
mNaiVng
Trlngkvngcam:8.205.330m3 #

Bng kt qu ca chng trnh cho:

lch chun
cc bin d
Max Min Mean
#

BBngt
ngtng
ng
kkts
tsnh
nh
hh
ngc
ngca
a
ccthng
ccthng
sslntr
lntr
ll
ng
ng

NHN XT

u im:

Hn ch:

i snh kt qu vi cc phng php tnh tr lng khc

(ch yu l phng php th tch)
Cho php m rng vic nh gi phn loi xc sut.
nh gi tr lng du kh bt c xc sut no vi mt
gi tr tng ng.
Sai lch khi minh gii ti liu tnh cc thng s.
La chn m hnh a cht.
Thiu d liu, cc thng s cn thit

Bin php khc phc:

c nhiu kinh nghim, hiu bit su sc v a cht m,

vng
iu chnh, tnh ton thng s t m
#