监控M/M/1排队系统的AEWMA控制图
AEWMA Control Chart for Monitoring the M/M/1 Queuing System
DOI: 10.12677/aam.2025.148386, PDF,    国家自然科学基金支持
作者: 赵 薇, 齐德全:长春理工大学数学与统计学院,吉林 长春
关键词: 自适应控制图M/M/1系统似然比检验平均运行长度 Adaptive Control Chart M/M/1 System Likelihood Ratio Test Average Run Length
摘要: 监控排队系统的到达率、服务率或系统利用率等指标,可以有针对性地增加或减少服务台,提高服务效率,预防系统拥塞,避免资源浪费。从统计过程控制的角度,给出了在线监控M/M/1排队系统的一般框架。将常用的相关的队列长度数据转化为独立的到达人数数据。基于似然比检验构建自适应的EWMA控制图(AEWMA*),根据漂移的估计量计算权重函数,提高控制图的性能。引入相对平均指标(RMI)和平均样本量(ANOS)作为评价准则,实验结果显示:与对比方法相比,AEWMA*具有较低的RMI值,说明AEWMA*控制图在不同漂移场景下均具备较快的异常响应速度和综合检测优势。
Abstract: Monitoring the arrival rate, service rate, or system utilization of the queuing system can increase or decrease service counters in a targeted manner, improve service efficiency, prevent system congestion, and avoid resource waste. From the perspective of statistical process control, a general framework for online monitoring of M/M/1 queuing systems is presented. Convert commonly used queue length data into independent arrival count data. Constructing an adaptive EWMA control chart (AEWMA*) based on likelihood ratio test, calculating weight functions according to the estimated drift, and improving the performance of the control chart. By introducing the Relative Mean Index (RMI) and Average Sample Size (ANOS) as evaluation criteria, the experimental results show that compared with the comparative method, AEWMA* has a lower RMI value, indicating that the AEWMA* control chart has faster abnormal response speed and comprehensive detection advantages in different drift scenarios.
文章引用:赵薇, 齐德全. 监控M/M/1排队系统的AEWMA控制图[J]. 应用数学进展, 2025, 14(8): 239-245. https://doi.org/10.12677/aam.2025.148386

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