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Master's Dissertation
DOI
10.11606/D.55.2018.tde-09042018-141428
Document
Author
Full name
Silvia Maria Prado Chitta
Institute/School/College
Knowledge Area
Date of Defense
Published
São Carlos, 1995
Supervisor
Committee
Rodrigues, Josemar (President)
Bolfarine, Heleno
Morabito Neto, Reinaldo
Title in Portuguese
APLICACOES DOS METODOS BAYESIANOS NOS SISTEMAS DE FILAS.
Keywords in Portuguese
Não disponível
Abstract in Portuguese
O propósito deste trabalho é fazer uma análise Bayesiana conjugada e utilizar métodos amostrais na teoria de filas, em particular para os sistemas M/M/1, M/M/1/k, M/M/c e M/M/ ∞. Nosso maior interesse reside no estudo das chamadas medidas de desempenho: número de usuários no sistema e na fila, tempo de permanência no sistema e na fila e comprimento do período ocioso e ocupado, pois são essas medidas que nos fornecem o comportamento do sistema. Concentramos a atenção nas distribuições preditivas das medidas de desempenho. Na análise Bayesiana conjugada, mostramos que a escolha da priori é fundamental para que tenhamos distribuições preditivas com momentos. Mas esta escolha nem sempre é feita de maneira natural, e notamos que a análise Bayesiana conjugada pode se mostrar bastante complexa. Para evitarmos os problemas surgidos com a análise Bayesiana conjugada, sugerimos a utilização de métodos amostrais, através de uma técnica bastante original. Com o algoritmo Sampling-Importance-Resampling (SIR) simulamos as distribuições preditivas das medidas de desempenho. Com o histograma de Berger determinamos a informação a priori de p (intensidade de tráfego), que pode ser feito via MINITAB. Para a utilização deste procedimento necessitamos somente da informação a priori da intensidade de tráfego.
Title in English
Application of Bayesian methods in the queue systems.
Keywords in English
Not available
Abstract in English
The purpose of this work is to do the conjugate Bayesian analysis and to use sampling methods in the theory of queue, in particular in the queue systems M/M/1, M/M/1/k, M/M/c and M/M/ ∞. Our mayor interest is to study the so called measures of effectiveness of the queue, ie, the number of customers in the system and in the queue, the waiting time in the system and queue and the length of idle periods and busy periods. These measures give us the behaviour of the system. We concentrate our attention the predictive distribution of the measure of effectiveness. We show that in the conjugate Bayesian analyis, the choice of the prior distribution is fundamental to determine the predictive distribution.s with moments. This choice is not always natural, and we show that the conjugate Bayesian analysis can become very complex. To avoid this problem with conjugate Bayesian analysis, we suggest the use of a particular simulation technique. We use the Samplin.g-Importance-Resampling (SIR) algorithm to simulate predictive distributions of the measures of effectiveness. The histogram approach describe by Berger, is use via MINITAB to assess the prior information of the intensity of trone. To appply the sampling proced-ure, we only need the prior information of the intensity of traffic.
 
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Publishing Date
2018-04-09
 
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