Maximum Likelihood Estimation of Closed Queueing Network Demands from Queue Length Data
File(s)main.pdf (280.79 KB)
Accepted version
Author(s)
Wang, W
casale
Type
Conference Paper
Abstract
We propose maximum likelihood (ML) estimators for service demands in closed queueing networks with load-independent and load-dependent stations. Our ML estimators are expressed in implicit form and require only to compute mean queue lengths and marginal queue length probabilities from an empirical dataset. Further, in the load-independent case, we provide an explicit approximate formula for the ML estimator together with confidence intervals.
Date Issued
2015-06-15
Date Acceptance
2015-05-14
Copyright Statement
© 2015 The Authors
Description
11.06.15 KB. OK to add accetped version to spiral, authors retain copyright
Source
The Workshop on MAthematical performance Modeling and Analysis, MAMA, 2015
Start Date
2015-06-15
Coverage Spatial
Portland, Oregon