Skip to main content
Log in

Bayesian estimation of finite buffer size in single server Markovian queuing system

  • Original Article
  • Published:
International Journal of System Assurance Engineering and Management Aims and scope Submit manuscript

Abstract

For operating any new finite capacity (say K) queuing system in which customers arrive according to a Poisson process and are served by a single server under exponential service time (in Kendall’s notation M/M/1/K system), the assumption of fixing K and estimating the parameter traffic intensity \(\rho\), is quite practical. But in situation of any pre-existing M/M/1/K queuing system, it is essential to determine an estimator of K to increase system efficiency for fixed value of \(\rho\). This paper therefore considered the problem of estimating the parameter finite buffer (K). A Bayes estimator of K is proposed and compared it with classical estimator based on maximum likelihood principal, under the assumption that \(\rho\) is known. A simulation study is carried out to establish the efficacy and effectiveness of the proposed approaches. A real life situation is analyzed to illustrate the applicability of the developed algorithms.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Aksoy HK, Gupta SM (2010) Near optimal buffer allocation in remanufacturing systems with N-policy. Comput Ind Eng 59(4):496–508

    Article  Google Scholar 

  • Almeida MA, Cruz FR (2018) A note on Bayesian estimation of traffic intensity in single-server Markovian queues. Commun Stat-Simul Comput 47(9):2577–2586

    Article  MathSciNet  Google Scholar 

  • Almeida MA, Cruz FR, Oliveira FL, de Souza G (2020) Bias correction for estimation of performance measures of a Markovian queue. Oper Res Int J 20(2):943–958

    Article  Google Scholar 

  • Amjath M, Kerbache L, Smith JM, Elomri A (2023) Optimisation of buffer allocations in manufacturing systems: a study on intra and outbound logistics systems using finite queueing networks. Appl Sci 13(17):9525

    Article  CAS  Google Scholar 

  • Armero C, Bayarri MJ (1994) Prior assessments for prediction in queues. J R Stat Soc Ser D Statistician 43(1):139–153

    Google Scholar 

  • Armero C, Bayarri M (1997) A bayesian analysis of a queueing system with unlimited service. J Stat Plann Inference 58(2):241–261

    Article  MathSciNet  Google Scholar 

  • Armero C, Bayarri M (1999) Dealing with uncertainties in queues and networks of queues: a Bayesian approach. Multivariate analysis, design of experiments, and survey sampling. CRC Press, Boca Raton, pp 603–632

    Google Scholar 

  • Armero C, Bayarri MJ (1994) Bayesian prediction in m/m/1 queues. Queue Syst 15(1):401–417

    Article  MathSciNet  Google Scholar 

  • Armero C, Conesa D (1998) Inference and prediction in bulk arrival queues and queues with service in stages. Appl Stochast Models Data Anal 14(1):35–46

    Article  Google Scholar 

  • Armero C, Conesa D (2000) Prediction in markovian bulk arrival queues. Queue Syst 34(1):327–350

    Article  MathSciNet  Google Scholar 

  • Armero C, Conesa D (2006) Bayesian hierarchical models in manufacturing bulk service queues. J Stat Plan Inference 136(2):335–354

    Article  MathSciNet  Google Scholar 

  • Basak A, Choudhury A (2021) Bayesian inference and prediction in single server m/m/1 queuing model based on queue length. Commun Stat Simul Comput 50(6):1576–1588

    Article  MathSciNet  Google Scholar 

  • Basak A, Choudhury A (2023) Classical and Bayesian inference on traffic intensity of multiserver Markovian queuing system. Commun Stat Simul Comput 52(5):2044–2057

    Article  MathSciNet  Google Scholar 

  • Basawa IV, Prabhu NU (1988) Large sample inference from single server queues. Queue Syst 3(4):289–304

    Article  MathSciNet  Google Scholar 

  • Chan SC, Chan KM, Liu K, Lee JY (2013) On queue length and link buffer size estimation in 3G/4G mobile data networks. IEEE Trans Mob Comput 13(6):1298–1311

    Google Scholar 

  • Choudhury A, Basak A (2018) Statistical inference on traffic intensity in an m/m/1 queueing system. Int J Manag Sci Eng Manag 13(4):274–279

    Google Scholar 

  • Choudhury A, Borthakur AC (2008) Bayesian inference and pre- diction in the single server markovian queue. Metrika 67(3):371–383

    Article  MathSciNet  Google Scholar 

  • Chowdhury S, Mukherjee S (2013) Estimation of traffic intensity based on queue length in a single m/m/1 queue. Commun Stat Theory Methods 42(13):2376–2390

    Article  MathSciNet  Google Scholar 

  • Su C, Xu A (2014) Buffer allocation for hybrid manufacturing/remanufacturing system considering quality grading. Int J Prod Res 52(5):1269–1284

    Article  Google Scholar 

  • Clarke AB (1957) Maximum likelihood estimates in a simple queue. Ann Math Stat 28(4):1036–1040

    Article  MathSciNet  Google Scholar 

  • Cruz FR, Almeida MA, D’Angelo MF, van Woensel T (2018) Traffic intensity estimation in finite markovian queueing systems. Math Probl Eng

  • Cruz FR, Quinino R, Ho LL (2017) Bayesian estimation of traffic intensity based on queue length in a multi-server m/m/s queue. Commun Stat Simul Comput 46(9):7319–7331

    Article  MathSciNet  Google Scholar 

  • Mcgrath MF, Gross D, Singpurwalla ND (1987) A subjective bayesian approach to the theory of queues I-modeling. Queue Syst 1(4):317–333

    Article  MathSciNet  Google Scholar 

  • McGrath MF, Singpurwalla ND (1987) A subjective bayesian approach to the theory of queues II-inference and information in M/M/1 queues. Queue Syst 1(4):335–353

    Article  MathSciNet  Google Scholar 

  • Medhi J (2002) Stochastic models in queueing theory. Academic Press

    Google Scholar 

  • Muddapur M (1972) Bayesian estimates of parameters in some queueing models. Ann Inst Stat Math 24(1):327–331

    Article  MathSciNet  Google Scholar 

  • Rohatgi VK (2013) Statistical inference. Courier Corporation

    Google Scholar 

  • Shi C, Gershwin SB (2009) An efficient buffer design algorithm for production line profit maximization. Int J Prod Econ 122(2):725–740

    Article  Google Scholar 

  • Singh SK, Acharya SK, Cruz FR, Quinino RC (2021) Estimation of traffic intensity from queue length data in a deterministic single server queueing system. J Comput Appl Math 398:113693

    Article  MathSciNet  Google Scholar 

  • Singh SK, Acharya SK, Cruz FR, Quinino RC (2022) Bayesian inference and prediction in an M/D/1 queueing system. Commun Stat Theory Methods

  • Singh SK (2022) Change point problem for Markovian arrival queueing models: Bayes factor approach. Int J Syst Assur Eng Manag 13(6):2847–2854

    Article  MathSciNet  Google Scholar 

  • Srinivas V, Subba Rao S, Kale B (2011) Estimation of measures in M/M/1 queue. Commun Stat Theory Methods 40(18):3327–3336

    Article  MathSciNet  Google Scholar 

  • Srinivas V, Udupa HJ (2014) Best unbiased estimation and can property in the stable M/M/1 queue. Commun Stat Theory Methods 43(2):321–327

    Article  MathSciNet  Google Scholar 

  • Suyama E, Quinino RC, Cruz FR (2018) Simple and yet efficient estimators for markovian multiserver queues. Math Probl Eng 2018:1–7

    Article  MathSciNet  Google Scholar 

  • Zheng S, Seila AF (2000) Some well-behaved estimators for the M/M/1 queue. Oper Res Lett 26(5):231–235

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

The authors would like to thank all the anonymous reviewers for their valuable comments and suggestions that helped us to improve the quality of the article.

Funding

None.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Arpita Basak.

Ethics declarations

Conflict of interest

The authors declare that there are no conflict of interest regarding the publication of this article.

Research involving human participants and/or animals

The present study is simulation based and no human participants and animals are involved. Therefore, the manuscript is exempted from any ethical approval.

Informed consent

Not applicable.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Basak, A., Choudhury, A. Bayesian estimation of finite buffer size in single server Markovian queuing system. Int J Syst Assur Eng Manag (2024). https://doi.org/10.1007/s13198-024-02250-w

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s13198-024-02250-w

Keywords

Navigation