8,112 research outputs found
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.
Location models for airline hubs behaving as M/D/c queues
Models are presented for the optimal location of hubs in airline networks, that take into consideration the congestion effects. Hubs, which are the most congested airports, are modeled as M/D/c queuing systems, that is, Poisson arrivals, deterministic service time, and {\em c} servers. A formula is derived for the probability of a number of customers in the system, which is later used to propose a probabilistic constraint. This constraint limits the probability of {\em b} airplanes in queue, to be lesser than a value . Due to the computational complexity of the formulation. The model is solved using a meta-heuristic based on tabu search. Computational experience is presented.Hub location, congestion, tabu-search
Dynamic Service Rate Control for a Single Server Queue with Markov Modulated Arrivals
We consider the problem of service rate control of a single server queueing
system with a finite-state Markov-modulated Poisson arrival process. We show
that the optimal service rate is non-decreasing in the number of customers in
the system; higher congestion rates warrant higher service rates. On the
contrary, however, we show that the optimal service rate is not necessarily
monotone in the current arrival rate. If the modulating process satisfies a
stochastic monotonicity property the monotonicity is recovered. We examine
several heuristics and show where heuristics are reasonable substitutes for the
optimal control. None of the heuristics perform well in all the regimes.
Secondly, we discuss when the Markov-modulated Poisson process with service
rate control can act as a heuristic itself to approximate the control of a
system with a periodic non-homogeneous Poisson arrival process. Not only is the
current model of interest in the control of Internet or mobile networks with
bursty traffic, but it is also useful in providing a tractable alternative for
the control of service centers with non-stationary arrival rates.Comment: 32 Pages, 7 Figure
When Backpressure Meets Predictive Scheduling
Motivated by the increasing popularity of learning and predicting human user
behavior in communication and computing systems, in this paper, we investigate
the fundamental benefit of predictive scheduling, i.e., predicting and
pre-serving arrivals, in controlled queueing systems. Based on a lookahead
window prediction model, we first establish a novel equivalence between the
predictive queueing system with a \emph{fully-efficient} scheduling scheme and
an equivalent queueing system without prediction. This connection allows us to
analytically demonstrate that predictive scheduling necessarily improves system
delay performance and can drive it to zero with increasing prediction power. We
then propose the \textsf{Predictive Backpressure (PBP)} algorithm for achieving
optimal utility performance in such predictive systems. \textsf{PBP}
efficiently incorporates prediction into stochastic system control and avoids
the great complication due to the exponential state space growth in the
prediction window size. We show that \textsf{PBP} can achieve a utility
performance that is within of the optimal, for any ,
while guaranteeing that the system delay distribution is a
\emph{shifted-to-the-left} version of that under the original Backpressure
algorithm. Hence, the average packet delay under \textsf{PBP} is strictly
better than that under Backpressure, and vanishes with increasing prediction
window size. This implies that the resulting utility-delay tradeoff with
predictive scheduling beats the known optimal tradeoff for systems without prediction
Bayesian inference for queueing networks and modeling of internet services
Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle
billions of requests per day on clusters of thousands of computers. Because
these services operate under strict performance requirements, a statistical
understanding of their performance is of great practical interest. Such
services are modeled by networks of queues, where each queue models one of the
computers in the system. A key challenge is that the data are incomplete,
because recording detailed information about every request to a heavily used
system can require unacceptable overhead. In this paper we develop a Bayesian
perspective on queueing models in which the arrival and departure times that
are not observed are treated as latent variables. Underlying this viewpoint is
the observation that a queueing model defines a deterministic transformation
between the data and a set of independent variables called the service times.
With this viewpoint in hand, we sample from the posterior distribution over
missing data and model parameters using Markov chain Monte Carlo. We evaluate
our framework on data from a benchmark Web application. We also present a
simple technique for selection among nested queueing models. We are unaware of
any previous work that considers inference in networks of queues in the
presence of missing data.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS392 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
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