2,935 research outputs found
Maximum Likelihood Estimation of Closed Queueing Network Demands from Queue Length Data
Resource demand estimation is essential for the application of analyical models, such as queueing networks, to real-world systems. In this paper, we investigate maximum likelihood (ML) estimators for service demands in closed queueing networks with load-independent and load-dependent service times. Stemming from a characterization of necessary conditions for ML estimation, we propose new estimators that infer demands from queue-length measurements, which are inexpensive metrics to collect in real systems. One advantage of focusing on queue-length data compared to response times or utilizations is that confidence intervals can be rigorously derived from the equilibrium distribution of the queueing network model. Our estimators and their confidence intervals are validated against simulation and real system measurements for a multi-tier application
A genetic approach to Markovian characterisation of H.264 scalable video
We propose an algorithm for multivariate Markovian characterisation of H.264/SVC scalable video traces at the sub-GoP (Group of Pictures) level. A genetic algorithm yields Markov models with limited state space that accurately capture temporal and inter-layer correlation. Key to our approach is the covariance-based fitness function. In comparison with the classical Expectation Maximisation algorithm, ours is capable of matching the second order statistics more accurately at the cost of less accuracy in matching the histograms of the trace. Moreover, a simulation study shows that our approach outperforms Expectation Maximisation in predicting performance of video streaming in various networking scenarios
Matrix-geometric solution of infinite stochastic Petri nets
We characterize a class of stochastic Petri nets that can be solved using matrix geometric techniques. Advantages of such on approach are that very efficient mathematical technique become available for practical usage, as well as that the problem of large state spaces can be circumvented. We first characterize the class of stochastic Petri nets of interest by formally defining a number of constraints that have to be fulfilled. We then discuss the matrix geometric solution technique that can be employed and present some boundary conditions on tool support. We illustrate the practical usage of the class of stochastic Petri nets with two examples: a queueing system with delayed service and a model of connection management in ATM network
Computationally Efficient Simulation of Queues: The R Package queuecomputer
Large networks of queueing systems model important real-world systems such as
MapReduce clusters, web-servers, hospitals, call centers and airport passenger
terminals. To model such systems accurately, we must infer queueing parameters
from data. Unfortunately, for many queueing networks there is no clear way to
proceed with parameter inference from data. Approximate Bayesian computation
could offer a straightforward way to infer parameters for such networks if we
could simulate data quickly enough.
We present a computationally efficient method for simulating from a very
general set of queueing networks with the R package queuecomputer. Remarkable
speedups of more than 2 orders of magnitude are observed relative to the
popular DES packages simmer and simpy. We replicate output from these packages
to validate the package.
The package is modular and integrates well with the popular R package dplyr.
Complex queueing networks with tandem, parallel and fork/join topologies can
easily be built with these two packages together. We show how to use this
package with two examples: a call center and an airport terminal.Comment: Updated for queuecomputer_0.8.
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