Deducing queueing from transactional data: The queue inference engine, revisited

Deducing queueing from transactional data: The queue inference engine, revisited

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Article ID: iaor1993391
Country: United States
Volume: 40
Start Page Number: 227
End Page Number: 239
Publication Date: May 1992
Journal: Operations Research
Authors: ,
Keywords: stochastic processes
Abstract:

R. Larson proposed a method to statistically infer the expected transient queue length during a busy period in O(n5) solely from the n starting and stopping times of each customer’s service during the busy period and assuming the arrival distribution is Poisson. The authors develop a new O(n3) algorithm which uses these data to deduce transient queue lengths as well as the waiting times of each customer in the busy period. They also develop an O(n) on-line algorithm to dynamically update the current estimates for queue lengths after each departure. Moreover, the authors generalize the present algorithms for the case of a time-varying Poisson process and also for the case of i.i.d. interarrival times with an arbitrary distribution. They report computational results that exhibit the speed and accuracy of the algorithms.

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