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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...
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| Published in: | Queueing systems 2015-04, Vol.79 (3-4), p.365-390 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | English |
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| cites | cdi_FETCH-LOGICAL-c462t-bc2aa78945207cd83fd6b9bcc18176cc5d6c5e98cc40c1bc0f5eb0600614fcb83 |
| container_end_page | 390 |
| container_issue | 3-4 |
| container_start_page | 365 |
| container_title | Queueing systems |
| container_volume | 79 |
| creator | Parker, Ben M. Gilmour, Steven Schormans, John Maruri-Aguilar, Hugo |
| description | 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
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-optimality criteria. |
| doi_str_mv | 10.1007/s11134-014-9421-y |
| format | article |
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| 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 |
| title | Optimal design of measurements on queueing systems |
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