UnobservableQueue.jl

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Order-based estimation algorithm for unobservable queues

Installation

Pkg.clone("https://github.com/ajkeith/UnobservableQueue.jl")

Algorithm

The order-based estimation algorithm is implemented in src/estimators.jl. This file also includes our implementation of the variance estimator due to Park, Kim & Willemain (2011). The LCFS versions are in src/lcfs.jl.

Testing

Tests for the correctness of each algorithm are available in test/runtests.jl.

Micro-Benchmarks

Micro-benchmarks are available in the benchmarks directory.

Analysis

The experimental design, regression analysis, and plots are located in the analysis directory. All analysis was conducted in JMP.

Output Data

FCFS

• err11.csv: first replicate of estimation error with column order of order-based, variance, uninformed
• err12.csv: second replicate of estimation error with column order of order-based, variance, uninformed
• err_meas11.csv: first replicate of estimation error under measurement error with column order of order-based, variance, uninformed
• err_meas12.csv: second replicate of estimation error under measurement error with column order of order-based, variance, uninformed
• conv11.csv: first replicate of convergence with column order of order-based, variance, uninformed
• conv12.csv: second replicate of convergence with column order of order-based, variance, uninformed
• conv_meas11.csv: first replicate of convergence with measurement error and with column order of order-based, variance, uninformed
• conv_meas12.csv: second replicate of convergence with measurement error and with column order of order-based, variance, uninformed

LCFS

• err13.csv: first replicate of LCFS estimation error with column order of order-based, variance, uninformed
• err_meas13.csv: first replicate of LCFS estimation error under measurement error with column order of order-based, variance, uninformed
• conv13.csv: first replicate of LCFS convergence with column order of order-based, variance, uninformed
• conv_meas13.csv: first replicate of LCFS convergence with measurement error and with column order of order-based, variance, uninformed

Archived Data

These data files use older versions of the code.

• err.csv: first replicate of estimation error with column order of order-based, variance, uninformed
• err2.csv: second replicate of estimation error with column order of order-based, variance, uninformed
• err_meas.csv: first replicate of estimation error under measurement error with column order of order-based, variance, uninformed
• err_meas2.csv: second replicate of estimation error under measurement error with column order of order-based, variance, uninformed
• conv.csv: convergence with 400 obs requirement, with column order of order-based, variance, uninformed
• conv_meas.csv: convergence with 400 obs requirement and measurement error, with column order of order-based, variance, uninformed
• conv2.csv: convergence with 200 obs requirement, with column order of order-based, variance, uninformed
• conv_meas2.csv: convergence with 200 obs requirement and measurement error, with column order of order-based, variance, uninformed

Primary References

Park, J., Kim, Y. B., & Willemain, T. R. (2011). Analysis of an unobservable queue using arrival and departure times. Computers and Industrial Engineering, 61(3), 842–847. https://doi.org/10.1016/j.cie.2011.05.017

Citing UnobservableQueue.jl

If this code is useful to you, please cite this paper:

@article{keith2019order,
title = "An order-based method for robust queue inference with stochastic arrival and departure times",
author = "Andrew Keith and Darryl Ahner and Raymond Hill",
journal = "Computers & Industrial Engineering",
volume = "128",
pages = "711 - 726",
year = "2019",
issn = "0360-8352",
doi = "https://doi.org/10.1016/j.cie.2019.01.005",
url = "http://www.sciencedirect.com/science/article/pii/S0360835219300099",
keywords = "Queueing, Queue inference, Robust, Unobservable"
}