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Indirect cycle-time quantile estimation for non-FIFO dispatching policies

Published: 03 December 2006 Publication History

Abstract

Previous work has shown that the Cornish-Fisher expansion (CFE) can be used successfully in conjunction with discrete event simulation models of manufacturing systems to estimate cycle-time quantiles. However, the accuracy of the approach degrades when non-FIFO dispatching rules are employed for at least one workstation. This paper suggests a modification to the CFE-only approach which utilizes a power data transformation in conjunction with the CFE. An overview of the suggested approach is given, and results of the implemented approach are presented for a model of a non-volatile memory factory. Cycle-time quantiles for this system are estimated using the CFE with and without the data transformation, and results show a significant accuracy improvement in cycle-time quantile estimation when the transformation is used. Additionally, the technique is shown to be easy to implement, to require very low data storage, and to allow easy estimation of the entire cycle-time cumulative distribution function.

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Cornish, E. A., and R. A. Fisher. 1937. Moments and cumulants in the specification of distributions. Revue de l'Institut International de Statistique 5: 307--320.]]
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McNeill, J., G. Mackulak, and J. Fowler. 2003. Indirect estimation of cycle time quantiles from discrete event simulation models using the Cornish-Fisher expansion, In Proceedings of the 2003 Winter Simulation Conference, ed. S. Chick, P. J. Sánchez, D. Ferrin, and D. J. Morrice, 1377--1382.]]
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McNeill, J., G. Mackulak, J. Fowler, and B. Nelson. 2005a. Indirect cycle time quantile estimation using the Cornish-Fisher expansion. In review at IIE Transactions. Available as paper ASU-IE-ORPS-2004-001 via <http://www.fulton.asu.edu/~ie/research/workingpaper/wps.php>.]]
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McNeill, J., B. Nelson, B., J. Fowler, and G. Mackulak. 2005b. Cycle Time quantile estimation in systems employing dispatching rules. In Proceedings of the 2005 Winter Simulation Conference, ed. M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, 751--755.]]
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Yang, F., B. E. Ankenman, B. E. and B. L. Nelson. 2005. Estimation of percentiles of cycle time in manufacturing simulation. In Proceedings of the 2005 Winter Simulation Conference, ed. M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, 475--484.]]
  1. Indirect cycle-time quantile estimation for non-FIFO dispatching policies

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    cover image ACM Conferences
    WSC '06: Proceedings of the 38th conference on Winter simulation
    December 2006
    2429 pages
    ISBN:1424405017

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    • IIE: Institute of Industrial Engineers
    • ASA: American Statistical Association
    • IEICE ESS: Institute of Electronics, Information and Communication Engineers, Engineering Sciences Society
    • IEEE-CS\DATC: The IEEE Computer Society
    • SIGSIM: ACM Special Interest Group on Simulation and Modeling
    • NIST: National Institute of Standards and Technology
    • (SCS): The Society for Modeling and Simulation International
    • INFORMS-CS: Institute for Operations Research and the Management Sciences-College on Simulation

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    Published: 03 December 2006

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    • IEICE ESS
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    WSC06: Winter Simulation Conference 2006
    December 3 - 6, 2006
    California, Monterey

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    WSC '06 Paper Acceptance Rate 177 of 252 submissions, 70%;
    Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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