IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v223y2012i1p150-166.html
   My bibliography  Save this article

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

Author

Listed:
  • Yang, Feng
  • Liu, Jingang

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.

Suggested Citation

  • Yang, Feng & Liu, Jingang, 2012. "Simulation-based transfer function modeling for transient analysis of general queueing systems," European Journal of Operational Research, Elsevier, vol. 223(1), pages 150-166.
    • Handle: RePEc:eee:ejores:v:223:y:2012:i:1:p:150-166
    DOI: 10.1016/j.ejor.2012.05.040
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377221712004298
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ejor.2012.05.040?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dieter Armbruster & Daniel E. Marthaler & Christian Ringhofer & Karl Kempf & Tae-Chang Jo, 2006. "A Continuum Model for a Re-entrant Factory," Operations Research, INFORMS, vol. 54(5), pages 933-950, October.
    2. Linda Green & Peter Kolesar, 1991. "The Pointwise Stationary Approximation for Queues with Nonstationary Arrivals," Management Science, INFORMS, vol. 37(1), pages 84-97, January.
    3. 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.
    4. L. Jeff Hong & Barry L. Nelson, 2006. "Discrete Optimization via Simulation Using COMPASS," Operations Research, INFORMS, vol. 54(1), pages 115-129, February.
    5. Russell C. H. Cheng & Jack P. C. Kleijnen, 1999. "Improved Design of Queueing Simulation Experiments with Highly Heteroscedastic Responses," Operations Research, INFORMS, vol. 47(5), pages 762-777, October.
    6. Bruce Ankenman & Barry L. Nelson & Jeremy Staum, 2010. "Stochastic Kriging for Simulation Metamodeling," Operations Research, INFORMS, vol. 58(2), pages 371-382, April.
    7. Sungmin Park & John W. Fowler & Gerald T. Mackulak & J. Bert Keats & W. Matthew Carlyle, 2002. "D-Optimal Sequential Experiments for Generating a Simulation-Based Cycle Time-Throughput Curve," Operations Research, INFORMS, vol. 50(6), pages 981-990, December.
    8. 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.
    9. Marcel van Vuuren & Ivo Adan, 2009. "Performance analysis of tandem queues with small buffers," IISE Transactions, Taylor & Francis Journals, vol. 41(10), pages 882-892.
    10. Linda Green & Peter Kolesar & Anthony Svoronos, 1991. "Some Effects of Nonstationarity on Multiserver Markovian Queueing Systems," Operations Research, INFORMS, vol. 39(3), pages 502-511, June.
    11. 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.
    12. Ira Gerhardt & Barry L. Nelson, 2009. "Transforming Renewal Processes for Simulation of Nonstationary Arrival Processes," INFORMS Journal on Computing, INFORMS, vol. 21(4), pages 630-640, November.
    13. 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.
    14. 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.
    15. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Trigos, Federico & Vazquez, Alan R. & Cárdenas-Barrón, Leopoldo Eduardo, 2019. "A simulation-based heuristic that promotes business profit while increasing the perceived quality of service industries," International Journal of Production Economics, Elsevier, vol. 211(C), pages 60-70.

    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.
    1. Samantha L. Zimmerman & Alexander R. Rutherford & Alexa Waall & Monica Norena & Peter Dodek, 2023. "A queuing model for ventilator capacity management during the COVID-19 pandemic," Health Care Management Science, Springer, vol. 26(2), pages 200-216, June.
    2. Defraeye, Mieke & Van Nieuwenhuyse, Inneke, 2016. "Staffing and scheduling under nonstationary demand for service: A literature review," Omega, Elsevier, vol. 58(C), pages 4-25.
    3. Schwarz, Justus Arne & Selinka, Gregor & Stolletz, Raik, 2016. "Performance analysis of time-dependent queueing systems: Survey and classification," Omega, Elsevier, vol. 63(C), pages 170-189.
    4. Heemskerk, M. & Mandjes, M. & Mathijsen, B., 2022. "Staffing for many-server systems facing non-standard arrival processes," European Journal of Operational Research, Elsevier, vol. 296(3), pages 900-913.
    5. Yongkyu Cho & Young Myoung Ko, 2020. "Stabilizing the virtual response time in single-server processor sharing queues with slowly time-varying arrival rates," Annals of Operations Research, Springer, vol. 293(1), pages 27-55, October.
    6. Ran Liu & Xiaolan Xie, 2018. "Physician Staffing for Emergency Departments with Time-Varying Demand," INFORMS Journal on Computing, INFORMS, vol. 30(3), pages 588-607, August.
    7. Yue Zhang & Martin L. Puterman & Matthew Nelson & Derek Atkins, 2012. "A Simulation Optimization Approach to Long-Term Care Capacity Planning," Operations Research, INFORMS, vol. 60(2), pages 249-261, April.
    8. J. G. Dai & Pengyi Shi, 2017. "A Two-Time-Scale Approach to Time-Varying Queues in Hospital Inpatient Flow Management," Operations Research, INFORMS, vol. 65(2), pages 514-536, April.
    9. Ward Whitt & Wei You, 2019. "Time-Varying Robust Queueing," Operations Research, INFORMS, vol. 67(6), pages 1766-1782, November.
    10. Zohar Feldman & Avishai Mandelbaum & William A. Massey & Ward Whitt, 2008. "Staffing of Time-Varying Queues to Achieve Time-Stable Performance," Management Science, INFORMS, vol. 54(2), pages 324-338, February.
    11. Carri W. Chan & Jing Dong & Linda V. Green, 2017. "Queues with Time-Varying Arrivals and Inspections with Applications to Hospital Discharge Policies," Operations Research, INFORMS, vol. 65(2), pages 469-495, April.
    12. Armann Ingolfsson & Elvira Akhmetshina & Susan Budge & Yongyue Li & Xudong Wu, 2007. "A Survey and Experimental Comparison of Service-Level-Approximation Methods for Nonstationary M(t)/M/s(t) Queueing Systems with Exhaustive Discipline," INFORMS Journal on Computing, INFORMS, vol. 19(2), pages 201-214, May.
    13. Stolletz, Raik, 2008. "Approximation of the non-stationary M(t)/M(t)/c(t)-queue using stationary queueing models: The stationary backlog-carryover approach," European Journal of Operational Research, Elsevier, vol. 190(2), pages 478-493, October.
    14. Achal Bassamboo & J. Michael Harrison & Assaf Zeevi, 2006. "Design and Control of a Large Call Center: Asymptotic Analysis of an LP-Based Method," Operations Research, INFORMS, vol. 54(3), pages 419-435, June.
    15. Niyirora, Jerome & Zhuang, Jun, 2017. "Fluid approximations and control of queues in emergency departments," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1110-1124.
    16. Xi Chen & Dave Worthington, 2017. "Staffing of time-varying queues using a geometric discrete time modelling approach," Annals of Operations Research, Springer, vol. 252(1), pages 63-84, May.
    17. Legros, Benjamin & Fransoo, Jan C., 2023. "Admission and pricing optimization of on-street parking with delivery bays," Other publications TiSEM 6d41ee5c-27dc-4d34-aff1-4, Tilburg University, School of Economics and Management.
    18. Abhishek, & Legros, Benjamin & Fransoo, Jan C., 2021. "Performance evaluation of stochastic systems with dedicated delivery bays and general on-street parking," Other publications TiSEM 09ed9572-d59c-4f28-a9c4-b, Tilburg University, School of Economics and Management.
    19. Mor Armony & Constantinos Maglaras, 2004. "On Customer Contact Centers with a Call-Back Option: Customer Decisions, Routing Rules, and System Design," Operations Research, INFORMS, vol. 52(2), pages 271-292, April.
    20. Abhishek Abhishek & Benjamin Legros & Jan Fransoo, 2021. "Performance Evaluation of Stochastic Systems with Dedicated Delivery Bays and General On-Street Parking," Post-Print hal-03605434, HAL.

    Corrections

    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:ejores:v:223:y:2012:i:1:p:150-166. 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: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.