Comparing Short and Long-Memory Charts to Monitor the Traffic Intensity of Single Server Queues

Q3 Mathematics Stochastics and Quality Control Pub Date : 2019-01-01 DOI:10.1515/eqc-2018-0026
Marta Santos, M. Morais, A. Pacheco
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引用次数: 1

Abstract

Abstract The traffic intensity (ρ) is a vital parameter of queueing systems because it is a measure of the average occupancy of a server. Consequently, it influences their operational performance, namely queue lengths and waiting times. Moreover, since many computer, production and transportation systems are frequently modelled as queueing systems, it is crucial to use control charts to detect changes in ρ. In this paper, we pay particular attention to control charts meant to detect increases in the traffic intensity, namely: a short-memory chart based on the waiting time of the n-th arriving customer; two long-memory charts with more sophisticated control statistics, and the two cumulative sum (CUSUM) charts proposed by Chen and Zhou (2015). We confront the performances of these charts in terms of some run length related performance metrics and under different out-of-control scenarios. Extensive results are provided to give the quality control practitioner a concrete idea about the performance of these charts.
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比较短内存图和长内存图来监控单个服务器队列的流量强度
流量强度(ρ)是排队系统的一个重要参数,因为它是对服务器平均占用率的度量。因此,它会影响它们的操作性能,即队列长度和等待时间。此外,由于许多计算机、生产和运输系统经常被建模为排队系统,因此使用控制图来检测ρ的变化是至关重要的。在本文中,我们特别关注用于检测交通强度增加的控制图,即:基于第n个到达客户的等待时间的短记忆图;两个具有更复杂控制统计的长记忆图,以及Chen和Zhou(2015)提出的两个累积和(CUSUM)图。我们根据一些运行长度相关的性能指标和不同的失控场景来面对这些图表的性能。提供了广泛的结果,使质量控制从业者对这些图表的性能有了具体的了解。
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来源期刊
Stochastics and Quality Control
Stochastics and Quality Control Mathematics-Discrete Mathematics and Combinatorics
CiteScore
1.10
自引率
0.00%
发文量
12
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