IDEAS home Printed from https://ideas.repec.org/a/wly/apsmbi/v30y2014i2p200-217.html
   My bibliography  Save this article

Estimation and monitoring of traffic intensities with application to control of stochastic systems

Author

Listed:
  • Ying‐Chao Hung
  • George Michailidis
  • Shih‐Chung Chuang

Abstract

The development of optimal control strategies for many stochastic models relies on the observed traffic intensity. However, implementation of such control strategies is often infeasible because of high operating costs induced by the fluctuations of traffic flows. In this study, we propose a framework for estimating and monitoring the traffic intensities of stochastic systems. The framework does not require knowledge of any input traffic statistics, and it allows us to adaptively estimate the intensity function over time and simultaneously detect its significant changes so that the control strategy can be adjusted accordingly without requiring high operating costs. Finally, a canonical queueing system with various types of input traffic is used to evaluate the effectiveness of the proposed framework. Copyright © 2012 John Wiley & Sons, Ltd.

Suggested Citation

  • Ying‐Chao Hung & George Michailidis & Shih‐Chung Chuang, 2014. "Estimation and monitoring of traffic intensities with application to control of stochastic systems," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 30(2), pages 200-217, March.
    • Handle: RePEc:wly:apsmbi:v:30:y:2014:i:2:p:200-217
    DOI: 10.1002/asmb.1961
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/asmb.1961
    Download Restriction: no
    File URL: https://libkey.io/10.1002/asmb.1961?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
    ---><---

    Citations

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


    Cited by:

    1. Santos Marta & Morais Manuel Cabral & Pacheco António, 2018. "Comparing Short-Memory Charts to Monitor the Traffic Intensity of Single Server Queues," Stochastics and Quality Control, De Gruyter, vol. 33(1), pages 1-21, June.

    More about this item

    Statistics

    Access and download statistics

    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:wly:apsmbi:v:30:y:2014:i:2:p:200-217. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1526-4025 .

    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.