A survey of parameter and state estimation in queues
From MaRDI portal
Publication:2052430
DOI10.1007/S11134-021-09688-WzbMath1475.60174arXiv2012.14614OpenAlexW3131451320MaRDI QIDQ2052430
Azam Asanjarani, Yoni Nazarathy, Peter G. Taylor
Publication date: 26 November 2021
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.14614
inverse problemsqueue inference enginequeueing inferencequeueing parameter estimationqueueing prediction
Inference from stochastic processes and prediction (62M20) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
Related Items (5)
Nontransitivity of tuples of random variables with polynomial density and its effects in Bayesian models ⋮ Statistical analysis of the estimates of some stationary performances of the unreliable \(M/M/1/N\) queue with Bernoulli feedback ⋮ Estimating customer delay and tardiness sensitivity from periodic queue length observations ⋮ Bayesian analysis for single-server Markovian queues based on the No-U-Turn sampler ⋮ Input estimation from discrete workload observations in a Lévy-driven storage system
Uses Software
Cites Work
- Stability of queueing networks
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimating Loynes' exponent
- Fitting birth-and-death queueing models to data
- Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information
- Bayesian inference for queueing networks and modeling of internet services
- Statistical estimation of delays in a multicast tree using accelerated EM
- Queue inference from periodic reporting data
- Bayesian inference for double Pareto lognormal queues
- Comparison on five estimation approaches of intensity for a queueing system with short run
- Adaptive control of service in queueing systems
- Estimation for a class of simple queueing networks
- Nonparametric inference from the M/G/1 workload
- Estimation for queues from queue length data
- Parameter estimation using partial information with applications to queueing and related models
- Estimation of available bandwidth for an \(M/G/1\) queueing system
- Queue length estimation from probe vehicle location and the impacts of sample size
- Determining an adequate probe separation for estimating the arrival rate in an \(M/D/1\) queue using single-packet probing
- A subjective Bayesian approach to the theory of queues. I: Modeling
- A subjective Bayesian approach to the theory of queues. II: Inference and information in M/M/1 queues
- Statistical analysis of queueing systems
- A central-limit-theorem version of \(L=\lambda W\)
- Some consequences of estimating parameters for the M/M/1 queue
- Time series: theory and methods.
- Empirical Bayes estimation for queueing systems and networks
- A functional approach to the stationary waiting time and idle period distributions of the \(GI/G/1\) queue
- Cross-spectral analysis of processes with stationary increments including the stationary G/G/\(\infty\) queue
- Moment estimation of customer loss rates from transactional data
- Estimating characteristics of queueing networks using transactional data
- Bayesian analysis of \(M/Er/1\) and \(M/H_k/1\) queues
- Non-parametric estimation for the \(M/G/\infty\) queue
- Bayesian prediction in \(M/M/1\) queues
- Bayesian inference in Markovian queues
- Maximum likelihood estimation for single server queues from waiting time data
- Inferring most likely queue length from transactional data
- Slice sampling. (With discussions and rejoinder)
- Bayesian estimation for the \(M\)/\(G\)/1 queue using a phase-type approximation
- Large sample Bayesian analysis for Geo\(/G/1\) discrete-time queueing models
- Some well-behaved estimators for the M/M/1 queue
- Large sample inference in retrial queues.
- Detecting Markov chain instability: a Monte Carlo approach
- The \(M/G/\infty\) estimation problem revisited
- Nonparametric estimation of the stationary waiting time distribution function for the \(GI/G/1\) queue
- Remarks on queue inference from departure data alone and the importance of the queue inference engine
- Hypothesis testing for a Lévy-driven storage system by Poisson sampling
- Nonparametric estimation of the service time distribution in discrete-time queueing networks
- The role of information in system stability with partially observable servers
- Inverse problems in queueing theory and internet probing
- Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process
- Stochastic grey-box modeling of queueing systems: fitting birth-and-death processes to data
- Convergence rates of Laplace-transform based estimators
- On queues with service and interarrival times depending on waiting times
- Model-based end-to-end available bandwidth inference using queueing analysis
- Stochastic-Process Limits
- Wait-Time Predictors for Customer Service Systems with Time-Varying Demand and Capacity
- Nonparametric estimation of the service time distribution in the M/G/∞ queue
- The Impact of Duplicate Orders on Demand Estimation and Capacity Investment
- Predicting Queueing Delays
- A two-point Markov chain boundary-value problem
- Nonparametric Inference for Queueing Networks of GeomX/G/∞ Queues in Discrete Time
- Maximum Likelihood Estimates in a Simple Queue
- Optimal Prediction of Queue Lengths and Delays in GI/M/m Multiserver Queues
- Robust Queueing Theory
- The Queue Inference Engine: Deducing Queue Statistics from Transactional Data
- Predicting overflow in an emergency department
- Technical note: Traffic intensity estimation
- Estimating Average Production Intervals Using Inventory Measurements: Little's Law for Partially Observable Processes
- Optimal Prediction of Times and Queue Lengths in the M/G/1 Queue
- Stochastic models as functionals: some remarks on the renewal case
- Conservation Equations and Variance Reduction in Queueing Simulations
- A Vehicle Routing Problem with Stochastic Demand
- Exploiting Markov chains to infer queue length from transactional data
- The covariance structure of queues and related processes – a survey of recent work
- Nonparametric inference fromM/G/l busy periods
- Estimating Waiting Times from Transactional Data
- Estimation for an M/G/ queue with incomplete information
- Using a birth‐and‐death process to estimate the steady‐state distribution of a periodic queue
- Nonparametric Inference About Service Time Distribution from Indirect Measurements
- AN OVERVIEW OF SOME STOCHASTIC STABILITY METHODS(<Special Issue>Network Design, Control and Optimization)
- Optimal Prediction of Times and Queue Lengths in the GI/M/1 Queue
- Efficient Computation of Probabilities of Events Described by Order Statistics and Applications to Queue Inference
- Inferring Balking Behavior From Transactional Data
- Nonparametric Estimation of Service Time Characteristics in Infinite-Server Queues with Nonstationary Poisson Input
- A Data-Driven Model of an Appointment-Generated Arrival Process at an Outpatient Clinic
- Statistical Analysis with Little's Law
- Architecture and robustness tradeoffs in speed-scaled queues with application to energy management
- Estimating Customer and Time Averages
- Statistical Inference for Discretely Observed Markov Jump Processes
- Matchmaking and Testing for Exponentiality in the M/G/∞ Queue
- ESTIMATING WAITING TIMES WITH THE TIME-VARYING LITTLE'S LAW
- Sojourn Time Estimation in an M/G/∞ Queue with Partial Information
- Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
- An $M/G/\infty$ Estimation Problem
- Indirect Estimation Via L = λW
This page was built for publication: A survey of parameter and state estimation in queues
