A survey of parameter and state estimation in queues
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Publication:2052430
Abstract: We present a broad literature survey of parameter and state estimation for queueing systems. Our approach is based on various inference activities, queueing models, observations schemes, and statistical methods. We categorize these into branches of research that we call estimation paradigms. These include: the classical sampling approach, inverse problems, inference for non-interacting systems, inference with discrete sampling, inference with queueing fundamentals, queue inference engine problems, Bayesian approaches, online prediction, implicit models, and control, design, and uncertainty quantification. For each of these estimation paradigms, we outline the principles and ideas, while surveying key references. We also present various simple numerical experiments. In addition to some key references mentioned here, a periodically-updated comprehensive list of references dealing with parameter and state estimation of queues will be kept in an accompanying annotated bibliography.
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Cites work
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- Some well-behaved estimators for the M/M/1 queue
- Stability of queueing networks
- Statistical analysis of queueing systems
- Statistical analysis with Little's Law
- Statistical estimation of delays in a multicast tree using accelerated EM
- Statistical Inference for Discretely Observed Markov Jump Processes
- Stochastic grey-box modeling of queueing systems: fitting birth-and-death processes to data
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Cited in
(13)- Nontransitivity of tuples of random variables with polynomial density and its effects in Bayesian models
- Inverse problems in queueing theory and internet probing
- Identification and approximation of queueing systems
- 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
- Nonparametric estimation of the job-size distribution for an M/G/1 queue with Poisson sampling
- Bayesian inference of a queueing system with short- or long-tailed distributions based on Hamiltonian Monte Carlo
- Optimizing healthcare queues: a case study on chronic respiratory illness
- Estimation of service value parameters for a queue with unobserved balking
- Bayesian predictive inference and threshold decisions for a discrete-time Geo/DPH/1 vacation queue under system-size observations
- Estimation for queues from queue length data
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