Change point estimation of service rate in M/M/1/m queues: A Bayesian approach
Author
Abstract
Suggested Citation
DOI: 10.1016/j.amc.2023.128423
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Saroja Kumar Singh & Sarat Kumar Acharya & Frederico R. B. Cruz & Roberto C. Quinino, 2023. "Bayesian inference and prediction in an M/D/1 queueing system," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(24), pages 8844-8864, December.
- Saroja Kumar Singh & Sarat Kumar Acharya, 2022. "A Bayesian inference to estimate change point for traffic intensity in M/M/1 queueing model," OPSEARCH, Springer;Operational Research Society of India, vol. 59(1), pages 166-206, March.
- Singh, Saroja Kumar & Acharya, Sarat Kumar & Cruz, Frederico R.B. & Quinino, Roberto C., 2021. "Bayesian sample size determination in a single-server deterministic queueing system," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 187(C), pages 17-29.
- Saroja Kumar Singh & Sarat Kumar Acharya, 2019. "Equivalence between Bayes and the maximum likelihood estimator in M/M/1 queue," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(19), pages 4780-4793, October.
- Sarat Kumar Acharya & César Emilio Villarreal-RodrÃguez, 2013. "Change point estimation of service rate in an M/M/1/m queue," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, vol. 5(1), pages 110-120.
- Loschi, R. H. & Cruz, F. R. B., 2002. "An analysis of the influence of some prior specifications in the identification of change points via product partition model," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 477-501, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Singh, Saroja Kumar & Acharya, Sarat Kumar & Cruz, F.R.B. & Cançado, André L.F., 2023. "Change point estimation in an M/M/2 queue with heterogeneous servers," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 212(C), pages 182-194.
- Saroja Kumar Singh, 2022. "Change point problem for Markovian arrival queueing models: Bayes factor approach," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(6), pages 2847-2854, December.
- Gorbunova, A.V. & Lebedev, A.V., 2022. "Nontransitivity of tuples of random variables with polynomial density and its effects in Bayesian models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 202(C), pages 181-192.
- Chai, Jian & Lu, Quanying & Hu, Yi & Wang, Shouyang & Lai, Kin Keung & Liu, Hongtao, 2018. "Analysis and Bayes statistical probability inference of crude oil price change point," Technological Forecasting and Social Change, Elsevier, vol. 126(C), pages 271-283.
- Loschi, R.H. & Iglesias, P.L. & Arellano-Valle, R.B. & Cruz, F.R.B., 2007. "Full predictivistic modeling of stock market data: Application to change point problems," European Journal of Operational Research, Elsevier, vol. 180(1), pages 282-291, July.
- Chai Jian & Wang Shubin & Xiao Hao, 2013. "Abrupt Changes of Global Oil Price," Journal of Systems Science and Information, De Gruyter, vol. 1(1), pages 38-59, February.
- Rosangela Loschi & Leonardo Bastos & Pilar Iglesias, 2005. "Identifying Volatility Clusters Using the PPM: A Sensitivity Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 24(4), pages 305-319, June.
- Loschi, R.H. & Cruz, F.R.B., 2005. "Extension to the product partition model: computing the probability of a change," Computational Statistics & Data Analysis, Elsevier, vol. 48(2), pages 255-268, February.
- Singh, Saroja Kumar & Acharya, Sarat Kumar & Cruz, Frederico R.B. & Quinino, Roberto C., 2021. "Bayesian sample size determination in a single-server deterministic queueing system," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 187(C), pages 17-29.
- Saroja Kumar Singh & Sarat Kumar Acharya, 2022. "A Bayesian inference to estimate change point for traffic intensity in M/M/1 queueing model," OPSEARCH, Springer;Operational Research Society of India, vol. 59(1), pages 166-206, March.
More about this item
Keywords
Change point detection; Bayesian estimators; Gauss hypergeometric; Loss functions;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:465:y:2024:i:c:s0096300323005921. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.