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A Bayesian Monte Carlo approach to model calibration for queuing systems
Conference presentation   Open access

A Bayesian Monte Carlo approach to model calibration for queuing systems

Patrick L. Gurian, Felipe Castro and Yi-Chang Chiu
Jan 2005
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A Bayesian Monte Carlo approach to model calibration for queuing systems272.99 kBDownloadView

Abstract

Calibrating models of queuing processes typically requires the collection of data on the arrival and departure of individual vehicles. In this paper an alternative procedure is described which uses Bayesian Monte Carlo methods to update prior estimates of model parameters using observations of changes in queue length over time. Substantial reductions in parameter uncertainty can be achieved by this calibration procedure. The procedure is most effective at reducing uncertainty in arrival rates when service rates are already well characterized. A number of transportation systems, including toll plazas and inspections stations at ports-of-entry, have well-characterized service capacities, indicating that this method may be appropriate for use with these systems. In general, posterior uncertainties for arrival rates and service rates are higher than for conventional calibration procedures. This procedure is likely to be useful in cases, such as international ports-of-entry, where security and access concerns render the collection of data on individual vehicles infeasible, but abundant information is available on queue lengths.

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