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Simulation-based transfer function modeling for transient analysis of general queueing systems

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  • Yang, Feng
  • Liu, Jingang
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    Abstract

    This paper is concerned with characterizing the transient behavior of general queueing systems, which is widely known to be notoriously difficult. The objective is to develop a statistical methodology, integrated with extensive offline simulation and preliminary queueing analysis, for the estimation of a small number of transfer function models (TFMs) that quantify the input–output dynamics of a general queueing system. The input here is the time-varying arrival rate of jobs to the system; the time-dependent output performances include the departure rate of jobs and the mean of the work in process (i.e., number of jobs in the system). The resulting TFMs are difference equations, like the discrete approximations of the ordinary differential equations provided by an analytical approach, while possessing the high fidelity of simulation. Our method is expected to overcome the shortcomings of the existing transient analysis approaches, i.e., the computational burden of simulation and the lack of fidelity of analytical queueing models.

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    Bibliographic Info

    Article provided by Elsevier in its journal European Journal of Operational Research.

    Volume (Year): 223 (2012)
    Issue (Month): 1 ()
    Pages: 150-166

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    Handle: RePEc:eee:ejores:v:223:y:2012:i:1:p:150-166

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    Web page: http://www.elsevier.com/locate/eor

    Related research

    Keywords: Metamodeling; Discrete event simulation; Transfer function modeling; Design of experiments; Queueing;

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    1. Otis B. Jennings & Avishai Mandelbaum & William A. Massey & Ward Whitt, 1996. "Server Staffing to Meet Time-Varying Demand," Management Science, INFORMS, vol. 42(10), pages 1383-1394, October.
    2. Zapfel, G. & Missbauer, H., 1993. "Production Planning and Control (PPC) systems including load-oriented order release -- Problems and research perspectives," International Journal of Production Economics, Elsevier, vol. 30(1), pages 107-122, July.
    3. Michael H. Rothkopf & Shmuel S. Oren, 1979. "A Closure Approximation for the Nonstationary M/M/s Queue," Management Science, INFORMS, vol. 25(6), pages 522-534, June.
    4. Stephen G. Eick & William A. Massey & Ward Whitt, 1993. "Mt/G/\infty Queues with Sinusoidal Arrival Rates," Management Science, INFORMS, vol. 39(2), pages 241-252, February.
    5. Gabriel R. Bitran & Devanath Tirupati, 1988. "Multiproduct Queueing Networks with Deterministic Routing: Decomposition Approach and the Notion of Interference," Management Science, INFORMS, vol. 34(1), pages 75-100, January.
    6. Lawrence M. Leemis, 1991. "Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process," Management Science, INFORMS, vol. 37(7), pages 886-900, July.
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