IDEAS home Printed from https://ideas.repec.org/a/spr/opsear/v59y2022i1d10.1007_s12597-021-00535-3.html
   My bibliography  Save this article

A Bayesian inference to estimate change point for traffic intensity in M/M/1 queueing model

Author

Listed:
  • Saroja Kumar Singh

    (Sambalpur University)

  • Sarat Kumar Acharya

    (Sambalpur University)

Abstract

The paper is concerned with the problem of change point for the inter arrival time distribution for the M/M/1 queueing system by considering the number of customers present in the system. Bayesian estimators of traffic intensities, before the change $$(\rho _1)$$ ( ρ 1 ) and after the change $$(\rho _2)$$ ( ρ 2 ) , and the change point m are derived using the informative as well as non-informative priors under different loss functions. Finally a numerical example along with a practical example is given to illustrate the results.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:opsear:v:59:y:2022:i:1:d:10.1007_s12597-021-00535-3
    DOI: 10.1007/s12597-021-00535-3
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s12597-021-00535-3
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s12597-021-00535-3?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. Lee, Chung-Bow, 1998. "Bayesian analysis of a change-point in exponential families with applications," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 195-208, April.
    2. Amit Choudhury & Arun Borthakur, 2008. "Bayesian inference and prediction in the single server Markovian queue," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 67(3), pages 371-383, April.
    3. Sarat Kumar Acharya & César Emilio Villarreal-Rodríguez, 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.
    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. Singh, Saroja Kumar & Cruz, Gabriel M.B. & Cruz, Frederico R.B., 2024. "Change point estimation of service rate in M/M/1/m queues: A Bayesian approach," Applied Mathematics and Computation, Elsevier, vol. 465(C).
    2. 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.

    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. 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.
    2. 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.
    3. M. A. C. Almeida & F. R. B. Cruz & F. L. P. Oliveira & G. Souza, 2020. "Bias correction for estimation of performance measures of a Markovian queue," Operational Research, Springer, vol. 20(2), pages 943-958, June.
    4. Chen, Cathy W.S. & Chan, Jennifer S.K. & So, Mike K.P. & Lee, Kevin K.M., 2011. "Classification in segmented regression problems," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2276-2287, July.
    5. Singh, Saroja Kumar & Cruz, Gabriel M.B. & Cruz, Frederico R.B., 2024. "Change point estimation of service rate in M/M/1/m queues: A Bayesian approach," Applied Mathematics and Computation, Elsevier, vol. 465(C).
    6. Jandhyala, Venkata K. & Fotopoulos, Stergios B. & Evaggelopoulos, Nicholas E., 2000. "A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point," Computational Statistics & Data Analysis, Elsevier, vol. 34(3), pages 315-334, September.
    7. Shovan Chowdhury, 2019. "On the Estimation of Performance Measures in a Single M/Ek/1 Queue," Working papers 301, Indian Institute of Management Kozhikode.
    8. 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.
    9. Gebrenegus Ghilagaber & Parfait Munezero, 2020. "Bayesian change-point modelling of the effects of 3-points-for-a-win rule in football," Journal of Applied Statistics, Taylor & Francis Journals, vol. 47(2), pages 248-264, January.
    10. David Hallac & Peter Nystrup & Stephen Boyd, 2019. "Greedy Gaussian segmentation of multivariate time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(3), pages 727-751, September.

    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:spr:opsear:v:59:y:2022:i:1:d:10.1007_s12597-021-00535-3. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.