Transforming renewal processes for simulation of nonstationary arrival processes

Ira Gerhardt*, Barry L. Nelson

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

36 Scopus citations

Abstract

Simulation models of real-life systems often assume stationary (homogeneous) Poisson arrivals. Therefore, when nonstationary arrival processes are required, it is natural to assume Poisson arrivals with a time- varying arrival rate. For many systems, however, this provides an inaccurate representation of the arrival process that is either more or less variable than Poisson. In this paper we extend techniques that transform a stationary Poisson arrival process into a nonstationary Poisson arrival process (NSPP) by transforming a stationary renewal process into a nonstationary, non-Poisson (NSNP) arrival process. We show that the desired arrival rate is achieved and that when the renewal base process is either more or less variable than Poisson, then the NSNP process is also more or less variable, respectively, than an NSPP. We also propose techniques for specifying the renewal base process when presented properties of, or data from, an arrival process and illustrate them by modeling real arrival data.

Original languageEnglish (US)
Pages (from-to)630-640
Number of pages11
JournalINFORMS Journal on Computing
Volume21
Issue number4
DOIs
StatePublished - Sep 2009

Keywords

  • Arrival counting process
  • Nonstationary Poisson process
  • Phase-type distribution

ASJC Scopus subject areas

  • Software
  • Information Systems
  • Computer Science Applications
  • Management Science and Operations Research

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