Optimal design of measurements on queueing systems

We examine the optimal design of measurements on queues with particular reference to the M/M/1 queue. Using the statistical theory of design of experiments, we calculate numerically the Fisher information matrix for an estimator of the arrival rate and the service rate to find optimal times to measu...

Full description

Saved in:
Bibliographic Details
Published in:Queueing systems 2015-04, Vol.79 (3-4), p.365-390
Main Authors: Parker, Ben M., Gilmour, Steven, Schormans, John, Maruri-Aguilar, Hugo
Format: Article
Language:English
Subjects:
Arrivals
Business and Management
Communications networks
Computer Communication Networks
Computer science
Control
Criteria
Customers
Design engineering
Design of experiments
Design optimization
Estimating techniques
Estimators
Mathematical analysis
Operations Research/Decision Theory
Optimization
Probability Theory and Stochastic Processes
Queues
Queuing
Studies
Supply Chain Management
Systems Theory
Texts
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We examine the optimal design of measurements on queues with particular reference to the M/M/1 queue. Using the statistical theory of design of experiments, we calculate numerically the Fisher information matrix for an estimator of the arrival rate and the service rate to find optimal times to measure the queue when the number of measurements is limited for both interfering and non-interfering measurements. We prove that in the non-interfering case, the optimal design is equally spaced. For the interfering case, optimal designs are not necessarily equally spaced. We compute optimal designs for a variety of queuing situations and give results obtained under the D - and D s -optimality criteria.
ISSN:0257-0130
1572-9443
DOI:10.1007/s11134-014-9421-y