Comparing Short and Long-Memory Charts to Monitor the Traffic Intensity of Single Server Queues
-
Marta Santos
and
António Pacheco
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.
Funding source: Fundação para a Ciência e a Tecnologia
Award Identifier / Grant number: UID/Multi/04621/2013
Funding statement: This work was partially supported by FCT (Fundação para a Ciência e a Tecnologia) through project UID/Multi/04621/2013.
Acknowledgements
We are greatly indebted to the Referee who selflessly devoted invaluable time to scrutinize this work.
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© 2019 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- Notes on Cumulative Entropy as a Risk Measure
- Comparing Short and Long-Memory Charts to Monitor the Traffic Intensity of Single Server Queues
- Optimal Control of a Dispatchable Energy Source for Wind Energy Management
- Bounded M-O Extended Exponential Distribution with Applications
- On Some Characterizations of the Levy Distribution
Articles in the same Issue
- Frontmatter
- Notes on Cumulative Entropy as a Risk Measure
- Comparing Short and Long-Memory Charts to Monitor the Traffic Intensity of Single Server Queues
- Optimal Control of a Dispatchable Energy Source for Wind Energy Management
- Bounded M-O Extended Exponential Distribution with Applications
- On Some Characterizations of the Levy Distribution
