Likelihood-free parameter estimation for dynamic queueing networks: Case study of passenger flow in an international airport terminal

被引:5
作者
Ebert, Anthony [1 ,2 ]
Dutta, Ritabrata [3 ]
Mengersen, Kerrie [2 ]
Mira, Antonietta [1 ,4 ]
Ruggeri, Fabrizio [2 ,5 ]
Wu, Paul [2 ]
机构
[1] Univ Svizzera Italiana, Lugano, Switzerland
[2] Queensland Univ Technol, Brisbane, Qld, Australia
[3] Univ Warwick, Coventry, W Midlands, England
[4] Univ Insubria, Como, Italy
[5] CNR IMATI, Milan, Italy
基金
瑞士国家科学基金会; 澳大利亚研究理事会;
关键词
ABCpy; airports; approximate Bayesian computation; performance measures; queue departure computation; queueing; APPROXIMATE BAYESIAN COMPUTATION; SIMULATION; INFERENCE; MODEL; METRICS;
D O I
10.1111/rssc.12487
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Dynamic queueing networks (DQN) model queueing systems where demand varies strongly with time, such as airport terminals. With rapidly rising global air passenger traffic placing increasing pressure on airport terminals, efficient allocation of resources is more important than ever. Parameter inference and quantification of uncertainty are key challenges for developing decision support tools. The DQN likelihood function is, in general, intractable and current approaches to simulation make likelihood-free parameter inference methods, such as approximate Bayesian computation (ABC), infeasible since simulating from these models is computationally expensive. By leveraging a recent advance in computationally efficient queueing simulation, we develop the first parameter inference approach for DQNs. We demonstrate our approach with data of passenger flows in a real airport terminal, and we show that our model accurately recreates the behaviour of the system and is useful for decision support. Special care must be taken in developing the distance for ABC since any useful output must vary with time. We use maximum mean discrepancy, a metric on probability measures, as the distance function for ABC. Prediction intervals of performance measures for decision support tools are easily constructed using draws from posterior samples, which we demonstrate with a scenario of a delayed flight.
引用
收藏
页码:770 / 792
页数:23
相关论文
共 59 条
  • [1] Modeling pedestrian walking speeds on sidewalks
    Al-Azzawi, Marwan
    Raeside, Robert
    [J]. JOURNAL OF URBAN PLANNING AND DEVELOPMENT, 2007, 133 (03) : 211 - 219
  • [2] A simulated annealing approach to approximate Bayes computations
    Albert, Carlo
    Kunsch, Hans R.
    Scheidegger, Andreas
    [J]. STATISTICS AND COMPUTING, 2015, 25 (06) : 1217 - 1232
  • [3] [Anonymous], 1994, QUEUEING SYST, DOI DOI 10.1007/BF01189248
  • [4] [Anonymous], 2012, BAYESIAN ANAL STOCHA
  • [5] Armero C, 1999, STAT TEXTB MONOG, V159, P579
  • [6] Armony Mor, 2015, Stoch. Syst., V5, P146, DOI DOI 10.1287/14-SSY153
  • [7] Adaptive approximate Bayesian computation
    Beaumont, Mark A.
    Cornuet, Jean-Marie
    Marin, Jean-Michel
    Robert, Christian P.
    [J]. BIOMETRIKA, 2009, 96 (04) : 983 - 990
  • [8] Approximate Bayesian computation with the Wasserstein distance
    Bernton, Espen
    Jacob, Pierre E.
    Gerber, Mathieu
    Robert, Christian P.
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2019, 81 (02) : 235 - 269
  • [9] A Comparative Review of Dimension Reduction Methods in Approximate Bayesian Computation
    Blum, M. G. B.
    Nunes, M. A.
    Prangle, D.
    Sisson, S. A.
    [J]. STATISTICAL SCIENCE, 2013, 28 (02) : 189 - 208
  • [10] Non-linear regression models for Approximate Bayesian Computation
    Blum, Michael G. B.
    Francois, Olivier
    [J]. STATISTICS AND COMPUTING, 2010, 20 (01) : 63 - 73