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CALL CENTERS (CENTRES) - Faculty of Industrial Engineering and ...

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over a finite interval, based on the number <strong>of</strong> counts in measurement subintervals. Such a linear<br />

arrival-rate function can serve as a component <strong>of</strong> a piecewise-linear approximation to a general<br />

arrival-rate function. We consider ordinary least squares (OLS), iterative weighted least squares<br />

(IWLS) <strong>and</strong> maximum likelihood (ML), all constrained to yield a nonnegative rate function. We<br />

prove that ML coincides with IWLS. As a reference point, we also consider the theoretically optimal<br />

weighted least squares (TWLS), which is least squares with weights inversely proportional<br />

to the variances (which would not be known with data). Overall, ML performs almost as well as<br />

TWLS. We describe computer simulations conducted to evaluate these estimation procedures.<br />

None <strong>of</strong> the procedures differ greatly when the rate function is not near 0 at either end, but<br />

when the rate function is near 0 at one end, TWLS <strong>and</strong> ML are significantly more effective than<br />

OLS. The number <strong>of</strong> measurement subintervals (with fixed total interval) makes surprisingly<br />

little difference when the rate function is not near 0 at either end. The variances are higher<br />

with only two or three subintervals, but there usually is little benefit from going above ten. In<br />

contrast, more measurement intervals help TWLS <strong>and</strong> ML when the rate function is near 0 at<br />

one end. We derive explicit formulas for the OLS variances <strong>and</strong> the asymptotic TWLS variances<br />

(as the number <strong>of</strong> measurement intervals increases), assuming the nonnegativity constraints are<br />

not violated. These formulas reveal the statistical precision <strong>of</strong> the estimators <strong>and</strong> the influence<br />

<strong>of</strong> the parameters <strong>and</strong> the method. Knowing how the variance depends on the interval length<br />

can help determine how to approximate general arrival-rate functions by piecewise-linear ones.<br />

We also develop statistical tests to determine whether the linear Poisson model is appropriate.<br />

Keywords: Digital simulation, Iterative methods, Least-squares approximations, Maximum likelihood<br />

estimation, Parameter estimation, Piecewise linear techniques, Queueing theory, Stochastic<br />

processes, Telecommunication traffic, Nonhomogeneous Poisson process, Piecewise linear approximation,<br />

Linear arrival-rate function, Ordinary least squares, Iterative weighted least squares,<br />

Computer simulations, Statistical precision, Traffic model<br />

(Appears also in Section IX.)<br />

10. Chlebus, E. Empirical validation <strong>of</strong> call holding time distribution in cellular communications<br />

systems. Teletraffic Contributions for the Information Age. Proceedings <strong>of</strong> the 15th International<br />

Teletraffic Congress, ITC-15. Elsevier, Amsterdam, The Netherl<strong>and</strong>s, 1997, 1179–1188.<br />

Abstract. Various probability distributions are fitted to empirical call holding time data collected<br />

in cellular communications systems. Their parameters are determined through maximum<br />

likelihood estimation. A visual plots examination <strong>of</strong> empirical <strong>and</strong> fitted cumulative distribution<br />

functions enables qualitative comparison. Goodness-<strong>of</strong>-fit techniques based on supremum<br />

<strong>and</strong> quadratic empirical distribution function statistics, namely the Kolmogorov-Smirnov <strong>and</strong><br />

Anderson-Darling tests, respectively are implemented to compare quantitatively the produced<br />

fits.<br />

Keywords: Empirical validation, Call holding time distribution, Cellular communications systems,<br />

Probability distributions, Empirical call holding time data, Maximum likelihood estimation,<br />

Cumulative distribution functions, Goodness-<strong>of</strong>-fit techniques, Supremum empirical distribution<br />

function statistics, Quadratic empirical distribution function statistics, Kolmogorov-<br />

Smirnov test, Anderson-Darling test, Exponential distribution, Gamma distribution, Lognormal<br />

distribution<br />

70

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