Abstract
This paper presents optimal mean-square predictors for several variables in a FIFO M/G/1 queue. In particular, conditional expectation predictors are derived for the number in the queue, time in the queue, and the waiting time, with a previous number in the queue as the basis for the prediction. The relationships between the predictors are derived, and the basic properties are illustrated with examples.
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Pagurek, B., Stanford, D. & Woodside, C. Optimal Prediction of Times and Queue Lengths in the M/G/1 Queue. J Oper Res Soc 39, 585–593 (1988). https://doi.org/10.1057/jors.1988.98
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DOI: https://doi.org/10.1057/jors.1988.98