Estimation of quantile confidence intervals for queueing systems based on the bootstrap methodology

Rodrigo Romero-Silva; Margarita Hurtado

doi:10.1007/978-3-319-66963-2_25

Estimation of quantile confidence intervals for queueing systems based on the bootstrap methodology

Rodrigo Romero-Silva^*, Margarita Hurtado

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference paper › Academic › peer-review

Abstract

This paper presents a simple methodology for estimating confidence intervals of quantiles in queueing systems. The paper investigates the actual probability density function of quantile estimators resulting of independent replications. Furthermore, we present a methodology, based on the concepts of bootstrapping, i.e., re-sampling and sub-sampling, to calculate the variability of an estimator without running different independent replications. Contrary to what overlapping and non-overlapping batching procedures suggest, we propose to randomly select data points to form a sub-sample, instead of selecting time-consecutive data points. The results of this study suggest that this proposal reduces the correlation between sub-samples (or batches) and overcomes the issue of normality.

Original language	English
Title of host publication	Applied Computer Sciences in Engineering - 4th Workshop on Engineering Applications, WEA 2017, Proceedings
Editors	Juan Carlos Figueroa-Garcia, Eduyn Ramiro Lopez-Santana, Roberto Ferro-Escobar, Jose Luis Villa-Ramirez
Publisher	Springer
Pages	275-286
Number of pages	12
ISBN (Print)	9783319669625
DOIs	https://doi.org/10.1007/978-3-319-66963-2_25
Publication status	Published - 2017
Externally published	Yes
Event	4th Workshop on Engineering Applications, WEA 2017 - Cartagena, Colombia Duration: 27 Sep 2017 → 29 Sep 2017

Publication series

Name	Communications in Computer and Information Science
Volume	742
ISSN (Print)	1865-0929

Conference

Conference	4th Workshop on Engineering Applications, WEA 2017
Country/Territory	Colombia
City	Cartagena
Period	27/09/17 → 29/09/17

Keywords

Bootstrapping
Confidence intervals
Discrete-Event Simulation
Non-overlapping batches
Quantiles

Access to Document

10.1007/978-3-319-66963-2_25

Cite this

Romero-Silva, R., & Hurtado, M. (2017). Estimation of quantile confidence intervals for queueing systems based on the bootstrap methodology. In J. C. Figueroa-Garcia, E. R. Lopez-Santana, R. Ferro-Escobar, & J. L. Villa-Ramirez (Eds.), Applied Computer Sciences in Engineering - 4th Workshop on Engineering Applications, WEA 2017, Proceedings (pp. 275-286). (Communications in Computer and Information Science; Vol. 742). Springer. https://doi.org/10.1007/978-3-319-66963-2_25

Romero-Silva, Rodrigo ; Hurtado, Margarita. / Estimation of quantile confidence intervals for queueing systems based on the bootstrap methodology. Applied Computer Sciences in Engineering - 4th Workshop on Engineering Applications, WEA 2017, Proceedings. editor / Juan Carlos Figueroa-Garcia ; Eduyn Ramiro Lopez-Santana ; Roberto Ferro-Escobar ; Jose Luis Villa-Ramirez. Springer, 2017. pp. 275-286 (Communications in Computer and Information Science).

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title = "Estimation of quantile confidence intervals for queueing systems based on the bootstrap methodology",

abstract = "This paper presents a simple methodology for estimating confidence intervals of quantiles in queueing systems. The paper investigates the actual probability density function of quantile estimators resulting of independent replications. Furthermore, we present a methodology, based on the concepts of bootstrapping, i.e., re-sampling and sub-sampling, to calculate the variability of an estimator without running different independent replications. Contrary to what overlapping and non-overlapping batching procedures suggest, we propose to randomly select data points to form a sub-sample, instead of selecting time-consecutive data points. The results of this study suggest that this proposal reduces the correlation between sub-samples (or batches) and overcomes the issue of normality.",

keywords = "Bootstrapping, Confidence intervals, Discrete-Event Simulation, Non-overlapping batches, Quantiles",

author = "Rodrigo Romero-Silva and Margarita Hurtado",

note = "Publisher Copyright: {\textcopyright} 2017, Springer International Publishing AG.; 4th Workshop on Engineering Applications, WEA 2017 ; Conference date: 27-09-2017 Through 29-09-2017",

year = "2017",

doi = "10.1007/978-3-319-66963-2_25",

language = "English",

isbn = "9783319669625",

series = "Communications in Computer and Information Science",

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pages = "275--286",

editor = "Figueroa-Garcia, {Juan Carlos} and Lopez-Santana, {Eduyn Ramiro} and Roberto Ferro-Escobar and Villa-Ramirez, {Jose Luis}",

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Romero-Silva, R & Hurtado, M 2017, Estimation of quantile confidence intervals for queueing systems based on the bootstrap methodology. in JC Figueroa-Garcia, ER Lopez-Santana, R Ferro-Escobar & JL Villa-Ramirez (eds), Applied Computer Sciences in Engineering - 4th Workshop on Engineering Applications, WEA 2017, Proceedings. Communications in Computer and Information Science, vol. 742, Springer, pp. 275-286, 4th Workshop on Engineering Applications, WEA 2017, Cartagena, Colombia, 27/09/17. https://doi.org/10.1007/978-3-319-66963-2_25

Estimation of quantile confidence intervals for queueing systems based on the bootstrap methodology. / Romero-Silva, Rodrigo; Hurtado, Margarita.

Applied Computer Sciences in Engineering - 4th Workshop on Engineering Applications, WEA 2017, Proceedings. ed. / Juan Carlos Figueroa-Garcia; Eduyn Ramiro Lopez-Santana; Roberto Ferro-Escobar; Jose Luis Villa-Ramirez. Springer, 2017. p. 275-286 (Communications in Computer and Information Science; Vol. 742).

Research output: Chapter in Book/Report/Conference proceeding › Conference paper › Academic › peer-review

TY - GEN

T1 - Estimation of quantile confidence intervals for queueing systems based on the bootstrap methodology

AU - Romero-Silva, Rodrigo

AU - Hurtado, Margarita

PY - 2017

Y1 - 2017

N2 - This paper presents a simple methodology for estimating confidence intervals of quantiles in queueing systems. The paper investigates the actual probability density function of quantile estimators resulting of independent replications. Furthermore, we present a methodology, based on the concepts of bootstrapping, i.e., re-sampling and sub-sampling, to calculate the variability of an estimator without running different independent replications. Contrary to what overlapping and non-overlapping batching procedures suggest, we propose to randomly select data points to form a sub-sample, instead of selecting time-consecutive data points. The results of this study suggest that this proposal reduces the correlation between sub-samples (or batches) and overcomes the issue of normality.

AB - This paper presents a simple methodology for estimating confidence intervals of quantiles in queueing systems. The paper investigates the actual probability density function of quantile estimators resulting of independent replications. Furthermore, we present a methodology, based on the concepts of bootstrapping, i.e., re-sampling and sub-sampling, to calculate the variability of an estimator without running different independent replications. Contrary to what overlapping and non-overlapping batching procedures suggest, we propose to randomly select data points to form a sub-sample, instead of selecting time-consecutive data points. The results of this study suggest that this proposal reduces the correlation between sub-samples (or batches) and overcomes the issue of normality.

KW - Bootstrapping

KW - Confidence intervals

KW - Discrete-Event Simulation

KW - Non-overlapping batches

KW - Quantiles

U2 - 10.1007/978-3-319-66963-2_25

DO - 10.1007/978-3-319-66963-2_25

M3 - Conference paper

AN - SCOPUS:85030031359

SN - 9783319669625

T3 - Communications in Computer and Information Science

SP - 275

EP - 286

BT - Applied Computer Sciences in Engineering - 4th Workshop on Engineering Applications, WEA 2017, Proceedings

A2 - Figueroa-Garcia, Juan Carlos

A2 - Lopez-Santana, Eduyn Ramiro

A2 - Ferro-Escobar, Roberto

A2 - Villa-Ramirez, Jose Luis

PB - Springer

T2 - 4th Workshop on Engineering Applications, WEA 2017

Y2 - 27 September 2017 through 29 September 2017

ER -

Romero-Silva R, Hurtado M. Estimation of quantile confidence intervals for queueing systems based on the bootstrap methodology. In Figueroa-Garcia JC, Lopez-Santana ER, Ferro-Escobar R, Villa-Ramirez JL, editors, Applied Computer Sciences in Engineering - 4th Workshop on Engineering Applications, WEA 2017, Proceedings. Springer. 2017. p. 275-286. (Communications in Computer and Information Science). doi: 10.1007/978-3-319-66963-2_25

Estimation of quantile confidence intervals for queueing systems based on the bootstrap methodology

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Keywords

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