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Estimation of the traffic intensity in a piecewise-stationary Mt/Gt/1 queue with probing

Published: 29 September 2016 Publication History

Abstract

We use a probing strategy to estimate the time dependent traffic intensity in an Mt/Gt/1 queue, where the arrival rate and the general service-time distribution change from one time interval to another, and derive statistical properties of the proposed estimator. We present a method to detect a switch from a stationary interval to another using a sequence of probes to improve the estimation. At the end, we compare our results with two estimators proposed in the literature for the M/G/1 queue.

References

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F. Baccelli, B. Kauffmann, and D. Veitch. Inverseproblems in queueing theory and internet probing. Queueing Syst., 3(63):59--107, 2009.
[2]
T. Karagiannis, M. Molle, M. Faloutsos, and A. Broido. A nonstationary Poisson view of internet traffic. In Proc. of the INFOCOM, pages 1558--1569, 2004.
[3]
D. S. Matteson and N. A. James. A nonparametric approach for multiple change point analysis of multivariate data. JASA, 109(505):334--345, 2014.
[4]
S. Y. Nam, S. Kim, and D. K. Sung. Estimation of available bandwidth for an M/G/1 queueing system. Appl. Math. Model., 33(8):3299--3308, 2009.
[5]
V. Sharma and R. Mazumdar. Estimating traffic parameters in queueing systems with local information. Perform. Eval., 3(32):217--230, 1998.
[6]
A. W. van der Vaart. Asymptotic statistics. Cambridge University Press, 2000.

Cited By

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  • (2022)Statistical inference in queueing networks with probing informationQueueing Systems: Theory and Applications10.1007/s11134-022-09841-z100:3-4(493-495)Online publication date: 1-Apr-2022
  • (2021)A survey of parameter and state estimation in queuesQueueing Systems: Theory and Applications10.1007/s11134-021-09688-w97:1-2(39-80)Online publication date: 1-Feb-2021
  • (2019)Estimating the input of a Lévy-driven queue by Poisson sampling of the workload processBernoulli10.3150/19-BEJ110925:4BOnline publication date: 2-Nov-2019

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Published In

cover image ACM SIGMETRICS Performance Evaluation Review
ACM SIGMETRICS Performance Evaluation Review  Volume 44, Issue 2
September 2016
98 pages
ISSN:0163-5999
DOI:10.1145/3003977
  • Editor:
  • Nidhi Hegde
Issue’s Table of Contents

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 29 September 2016
Published in SIGMETRICS Volume 44, Issue 2

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Cited By

View all
  • (2022)Statistical inference in queueing networks with probing informationQueueing Systems: Theory and Applications10.1007/s11134-022-09841-z100:3-4(493-495)Online publication date: 1-Apr-2022
  • (2021)A survey of parameter and state estimation in queuesQueueing Systems: Theory and Applications10.1007/s11134-021-09688-w97:1-2(39-80)Online publication date: 1-Feb-2021
  • (2019)Estimating the input of a Lévy-driven queue by Poisson sampling of the workload processBernoulli10.3150/19-BEJ110925:4BOnline publication date: 2-Nov-2019

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