Performance Evaluation and Dimensioning of Systems through Kernel Estimation

Author:

Gontijo G. M.1,Atuncar G. S.1,Cruz F. R. B.1ORCID,Kerbache L.2

Affiliation:

1. Departamento de Estatística, Universidade Federal de Minas Gerais, 31270-901 Belo Horizonte, MG, Brazil

2. Department of OMIT and the Research Center GREGHEC, HEC School of Management, 78351 Paris, France

Abstract

We extend the analysis of queueing systems for real-life situations, where the arrival pattern of customers is unknown. In real systems, we must understand how the choice of a method of estimation influences the configuration of the system. Using kernel smoothing, we evaluate algorithms to estimate performance measures of a system, including the invariant probability distribution of the number of customers in the system, the blocking probability, the average queue size, and the average client queue time. We successfully apply the method to the arrivals to a call center to plan and improve the performance of these important queueing systems.

Publisher

Hindawi Limited

Subject

General Engineering,General Mathematics

Reference29 articles.

1. Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain

2. Wiley Series in Probability and Statistics,2008

3. A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator

4. Monographs on Statistics and Applied Probability,1995

5. Computer Science and Scientific Computing,1990

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