Bayesian estimation of traffic intensity based on queue length in a multi-server M/M/s queue

被引:34
|
作者
Cruz, F. R. B. [1 ]
Quinino, R. C. [1 ]
Ho, L. L. [2 ]
机构
[1] Univ Fed Minas Gerais, Dept Estat, Belo Horizonte, MG, Brazil
[2] Univ Sao Paulo, Dept Prod Engn, BR-05508900 Sao Paulo, SP, Brazil
关键词
Bayesian inference; Markovian queues; Multi-server; Predictive distribution; PREDICTION; STATISTICS; INFERENCE; SERVICE; MODELS;
D O I
10.1080/03610918.2016.1236953
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article, we focus on multi-server queueing systems in which inter-arrival and service times are exponentially distributed (Markovian). We use a Bayesian technique, the sampling/importance resampling method (SIR), to estimate the parameters of these queueing systems, making possible the determination of performance measures that are essential to the evaluation of important practical applications such as computer and telecommunication networks, manufacturing and service systems, health care, and other similar real-life problems. Extensive numerical results are presented to demonstrate the accuracy and efficiency of the technique, as well as some of its limitations.
引用
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页码:7319 / 7331
页数:13
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