On ARL-unbiased charts to monitor the traffic intensity of a single server queue
Publication date
2018-06-16
Document type
Konferenzbeitrag
Author
Morais, Manuel Cabral
Organisational unit
Conference
12th International Workshop on Intelligent Statistical Quality Control ; Hamburg, Germany ; August 16-19, 2016
Publisher
Springer
Series or journal
Periodical volume
12
Book title
Frontiers in statistical quality control 12
First page
87
Last page
112
Part of the university bibliography
✅
Language
English
Abstract
We know too well that the effective operation of a queueing system requires maintaining the traffic intensity ρ at a target value ρ 0.This important measure of congestion can be monitored by using control charts, such as the one found in the seminal work by Bhat and Rao (Oper Res 20:955–966, 1972) or more recently in Chen and Zhou (Technometrics 57:245–256, 2015). For all intents and purposes, this chapter focus on three control statistics chosen by Morais and Pacheco (Seq Anal 35:536–559, 2016) for their simplicity, recursive and Markovian character. Since an upward and a downward shift in ρ are associated with a deterioration and an improvement (respectively) of the quality of service, the timely detection of these changes is an imperative requirement, hence, begging for the use of ARL-unbiased charts (Pignatiello et al., The performance of control charts for monitoring process dispersion. In: 4th industrial engineering research conference, pp 320–328, 1995), in the sense that they detect any shifts in the traffic intensity sooner than they trigger a false alarm. In this chapter, we focus on the design of these type of charts for the traffic intensity of the three single server queues mentioned above.
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Published version
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