Sensitivity of output performance measures to input distributions in queueing simulation modeling
Donald Gross,Matt Juttijudata +1 more
- Vol. 1, pp 296-302
TLDR
Investigation of the sensitivity of output performance measures in two types of queueing networks, namely two versions of a two-node call center, to see if network mixing might reduce the sensitivity effect.Abstract:
In Gross and Juttijudata (1997) a single node, G/G/1 queue was investigated as to the sensitivity of output performance measures, such as the mean queue wait, to the shape of the interarrival and service distributions selected. Gamma, Weibull, lognormal and Pearson type 5 distributions with identical first and second moments were investigated. Significant differences in output measures were noted for low to moderate traffic intensities (offered load, /spl rho/), in some cases, even as high as 0.8. We continue this type of investigation for two types of queueing networks, namely two versions of a two-node call center, to see if network mixing might reduce the sensitivity effect.read more
Citations
More filters
Journal ArticleDOI
Modeling and generating multivariate time-series input processes using a vector autoregressive technique
Bahar Biller,Barry L. Nelson +1 more
TL;DR: The central idea is to transform a Gaussian vector autoregressive process into the desired multivariate time-series input process that the authors presume as having a VARTA (Vector-Autoregressive-To-Anything) distribution.
Journal ArticleDOI
Fitting Time-Series Input Processes for Simulation
Bahar Biller,Barry L. Nelson +1 more
TL;DR: An automated and statistically valid algorithm is presented to fit autoregressive-to-anything (ARTA) processes with marginal distributions from the Johnson translation system to stationary univariate time-series data.
Journal ArticleDOI
Applying Bayesian ideas in simulation
Sigrún Andradóttir,Vicki M. Bier +1 more
TL;DR: This work explores the use of Bayesian statistics for verification and validation of simulation models and for simulation output analysis, in both cases using priors on the performance measures of interest.
Journal ArticleDOI
Serial production line performance under random variation: Dealing with the ‘Law of Variability’
Rodrigo Romero-Silva,Rodrigo Romero-Silva,Erika Marsillac,Sabry Shaaban,Margarita Hurtado-Hernandez +4 more
TL;DR: Reading this paper provides readers the foundational knowledge needed to develop intuition and insights on the complexities of stochastic simple serial lines, and serves as a guide to better understand and manage the effects of variability and design factors related to improving serial production line performance.
Proceedings ArticleDOI
Modeling and generating multivariate time series with arbitrary marginals and autocorrelation structures
Bahar Deler,Barry L. Nelson +1 more
TL;DR: The authors present a general-purpose input-modeling tool for representing, fitting, and generating random variates from multivariate input processes to drive computer simulations.
References
More filters
Journal ArticleDOI
An investigation of phase-distribution moment-matching algorithms for use in queueing models
TL;DR: These algorithms are used to approximate an interarrival-time distribution for a queueing model, and the accuracy of associated performance-measure approximations is then used to evaluate the moment-matching algorithms.
Journal ArticleDOI
Using Univariate Bézier Distributions to Model Simulation Input Processes
TL;DR: A graphical, interactive technique for modeling univariate simulation input processes by using a family of probability distributions based on Bezier curves that has an open-ended parameterization and is capable of accurately representing an unlimited variety of distributional shapes.
Journal ArticleDOI
Distribution Estimation Using Laplace Transforms
TL;DR: Two related methods for deriving probability distribution estimates using approximate rational Laplace transform representations are proposed, addressing the question of the number of terms, or the order, involved in a generalized hyperexponential, phase-type, or Coxian distribution, a problem not adequately treated by existing methods.
Journal ArticleDOI
An empirical study of queueing approximations based on phase-type distributions
TL;DR: In this article, the GI/PH/1 model is used to explore the behavior of phase-type (PH) approximations of interarrival- and service-time distributions.