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Probability masses fitting in the analysis of manufacturing flow lines

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Author Info
TANCREZ, Jean-SŽbastien
CHEVALIER, Philippe (UniversitŽ catholique de Louvain (UCL). Center for Operations Research and Econometrics (CORE))
SEMAL, Pierre
Abstract

A new alternative in the analysis of manufacturing systems with finite buffers is presented. We propose and study a new approach in order to build tractable phase-type distributions, which are required by state-of-the-art analytical models. Called "probability masses fitting" (PMF), the approach is quite simple: the probability masses on regular intervals are computed and aggregated on a single value in the corresponding interval, leading to a discrete distribution. PMF shows some interesting properties: it is bounding, monotonic and it conserves the shape of the distribution. After PMF, from the discrete phase-type distributions, state-of-the-art analytical models can be applied. Here, we choose the exactly model the evolution of the system by a Markov chain, and we focus on flow lines. The properties of the global modelling method can be discovered by extending the PMF properties, mainly leading to bounds on the throughput. Finally, the method is shown, by numerical experiments, to compute accurate estimations of the throughput and of various performance measures, reaching accuracy levels of a few tenths of percent.

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Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 2008028.

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Date of creation: 01 May 2008
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Handle: RePEc:cor:louvco:2008028

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Related research
Keywords: stochastic modelling; flow lines; probability masses fitting; discretization; bounds; performance measures; distributions.;

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