评估自相关输入过程的建模工具

Tobias Uhlig, O. Rose, S. Rank
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引用次数: 1

摘要

任何领域的排队系统经常表现出相关的到达,这对系统行为有很大的影响。不幸的是,绝大多数仿真建模应用程序和编程语言不提供正确建模相应输入过程的方法。为了获得有效的模型,大量需要能够对自相关输入过程建模的工具。因此,本文提供了一个可用的工具来拟合和建模这些过程的回顾。除了对这些方法进行简短的理论讨论之外,我们还从实践者的角度提供了工具评估。对工具的评估是基于它们对输入过程建模的能力,这些输入过程要么适合于轨迹,要么由它们的特征(即边际分布和自相关系数)明确定义。在我们的实验中,我们发现依赖于自回归模型的工具表现最好。
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Evaluation of modeling tools for autocorrelated input processes
Queuing systems of any domain oftentimes exhibit correlated arrivals that considerably influence system behavior. Unfortunately, the vast majority of simulation modeling applications and programming languages do not provide the means to properly model the corresponding input processes. In order to obtain valid models, there is a substantial need for tools capable of modeling autocorrelated input processes. Accordingly, this paper provides a review of available tools to fit and model these processes. In addition to a brief theoretical discussion of the approaches, we provide tool evaluation from a practitioners perspective. The assessment of the tools is based on their ability to model input processes that are either fitted to a trace or defined explicitly by their characteristics, i.e., the marginal distribution and autocorrelation coefficients. In our experiments we found that tools relying on autoregressive models performed the best.
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