The Queue Inference Engine: Deducing Queue Statistics from Transactional Data

Richard C. Larson
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Richard C. Larson: Operations Research Center, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139

Management Science, 1990, vol. 36, issue 5, 586-601

Abstract: The transactional data of a queueing system are the recorded times of service commencement and service completion for each customer served. With increasing use of computers to aid or even perform service one often has machine readable transactional data, but virtually no information about the queue itself. In this paper we propose a way to deduce the queueing behavior of Poisson arrival queueing systems from only the transactional data and the Poisson assumption. For each congestion period in which queues may form (in front of a single or multiple servers), the key quantities obtained are mean wait in queue, time-dependent mean number in queue, and probability distribution of the number in queue observed by a randomly arriving customer. The methodology builds on arguments of order statistics and usually requires a computer to evaluate a recursive function. The results are exact for a homogeneous Poisson arrival process (with unknown parameter) and approximately correct for a slowly time varying Poisson process.

Keywords: queues; inference; data analysis; Poisson (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (8)

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