论文标题
在没有观察到的服务系统中估计客户不耐烦
Estimating customer impatience in a service system with unobserved balking
论文作者
论文摘要
本文研究了一个服务系统,其中为到达客户提供了有关他们将遇到的延误的信息。基于这些信息,他们决定等待服务或离开系统。具体来说,每个客户都有一个耐心的阈值,如果观察到的延迟高于门槛,则它们会受到责任。主要目的是仅使用实际的队列长度过程来估算客户耐心级别分布的参数和相应的潜在到达率。我们的设置的主要复杂性和区分特征在于,没有观察到决定不加入的客户的客户设法设计了一个程序来估算潜在的耐心和到达率参数。该模型是一个多服务器队列,并具有泊松客户流,可评估与状态有关的有效到达过程的相应似然函数。我们建立了MLE的强度一致性,并得出了估计误差的渐近分布。讨论了该方法的几种应用和扩展。通过一系列数值实验进一步评估了性能。通过拟合过度X级和广义的hyperexparential分布的参数,我们的方法为任何连续的耐心级别分布提供了强大的估计框架。
This paper studies a service system in which arriving customers are provided with information about the delay they will experience. Based on this information they decide to wait for service or to leave the system. Specifically, every customer has a patience threshold and they balk if the observed delay is above the threshold. The main objective is to estimate the parameters of the customers' patience-level distribution and the corresponding potential arrival rate, using knowledge of the actual queue-length process only. The main complication, and distinguishing feature of our setup, lies in the fact that customers who decide not to join are not observed, remarkably, we manage to devise a procedure to estimate the underlying patience and arrival rate parameters. The model is a multi-server queue with a Poisson stream of customers, enabling evaluation of the corresponding likelihood function of the state-dependent effective arrival process. We establish strong consistency of the MLE and derive the asymptotic distribution of the estimation error. Several applications and extensions of the method are discussed. The performance is further assessed through a series of numerical experiments. By fitting parameters of hyperexponential and generalized-hyperexponential distributions our method provides a robust estimation framework for any continuous patience-level distribution.