queuing.ppt
TRANSCRIPT
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Queuing
CEE 320Anne Goodchild
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Outline
1. Fundamentals
2. Poisson Distribution
3. Notation4. Alications
!. Anal"sis
a. Grahicalb. Numerical
#. E$amle
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Fundamentals of Queuing Theory
• %icroscoic tra&&ic &lo'
– Di&&erent anal"sis than theor" o& tra&&ic &lo'
– (nter)als bet'een )ehicles is imortant
– *ate o& arri)als is imortant
• Arri)als
• Deartures• +er)ice rate
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Server/bottleneck
Arrivals Departures
Activated
Upstream of bottleneck/server Downstream
Direction of flow
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server
Arrivals Departures
Not Activated
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Flow Analysis
• ,ottlenec- acti)e
– +er)ice rate is caacit"
– Do'nstream &lo' is determined b" bottlenec-ser)ice rate
– Arri)al rate dearture rate
– /ueue resent
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Flow Analysis
• ,ottle nec- not acti)e
– Arri)al rate dearture rate
– No ueue resent – +er)ice rate arri)al rate
– Do'nstream &lo' euals ustream &lo'
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• htttra&&iclab.ce.5atech.edu&ree'a"a
*oadAlet.html
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Fundamentals of Queuing Theory
• Arri)als
– Arri)al rate 6)ehsec7
• ni&orm
• Poisson
– 9ime bet'een arri)als 6sec7• Constant
• Ne5ati)e e$onential
• +er)ice
– +er)ice rate
– +er)ice times
• Constant
• Ne5ati)e e$onential
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Queue Discipline
• First (n First :ut 6F(F:7
– re)alent in tra&&ic en5ineerin5
• ;ast (n First :ut 6;(F:7
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Queue Analysis – Graphical
Arrival
Rate
Departure
Rate
Time
V e h i c l e s
t1
Queue at time, t1
Maximum delay
Maximum queue
D/D/1 Queue
Delay o !th arrivi!" vehicle
Total vehicle delay
Where is capacity?
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Poisson Distriution
• Good &or modelin5 random e)ents
• Count distribution
– ses discrete )alues
– Di&&erent than a continuous distribution
( ) ( )
!n
et n P
t n λ λ −=
#$!% & pro'a'ility o exactly ! vehicles arrivi!" over time t
! & !um'er o vehicles arrivi!" over time t
( & avera"e arrival rate
t & duratio! o time over )hich vehicles are cou!ted
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Poisson !deas
• Probabilit" o& e$actl" 4 )ehicles arri)in5
– P6n47
• Probabilit" o& less than 4 )ehicles arri)in5
– P6n47 P607 < P617 < P627 < P637
• Probabilit" o& 4 or more )ehicles arri)in5
– P6n=47 1 > P6n47 1 ? P607 < P617 < P627 < P637
• Amount o& time bet'een arri)al o& successi)e )ehicles
( ) ( ) ( ) 36
!
qt t t
eeet
t h P P −−−
===≥= λ
λ λ
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"#ample Graph
*+**
*+*
*+1*
*+1
*+-*
*+-
* 1 - . 0 2 3 1* 11 1- 1. 1 1 10 1 12 13 -*
Arri)als in 1! minutes
P r o
b a b i l i t " o & : c c u r a n c e
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*+**
*+*
*+1*
*+1
*+-*
*+-
* 1 - . 0 2 3 1* 11 1- 1. 1 1 10 1 12 13 -*
Arri)als in 1! minutes
P r o
b a b i l i t " o & : c c u r a n c e
Mea! & *+- vehicles/mi!ute
Mea! & *+ vehicles/mi!ute
"#ample Graph
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"#ample$ Arrival !ntervals
*+*
*+1
*+-
*+.
*+
*+
*+0
*+
*+2
*+3
1+*
* - 0 2 1* 1- 1 10 12 -*
9ime ,et'een Arri)als 6minutes7
P r
o b a b i l i t " o & E $ c e
d a n c e
Mea! & *+- vehicles/mi!ute
Mea! & *+ vehicles/mi!ute
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Queue Notation
• Poular notations
– DD1@ %D1@ %%1@ %%N – D deterministic
– % some distribution
N Y X //
Arrival rate !ature
Departure rate !ature
4um'er o
service cha!!els
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Queuing Theory Applications
• DD1
– Deterministic arri)al rate and ser)ice times
– Not t"icall" obser)ed in real alications but
reasonable &or aro$imations• %D1
– General arri)al rate@ but ser)ice times
deterministic
– *ele)ant &or man" alications
• %%1 or %%N
– General case &or 1 or man" ser)ers
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Queue times depend onvariaility
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Queue Analysis – Numerical
• %D1
– A)era5e len5th o& ueue
– A)era5e time 'aitin5 in ueue
– A)era5e time sent in s"stem
µ
λ ρ = "
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Queue Analysis – Numerical
• %%1
– A)era5e len5th o& ueue
– A)era5e time 'aitin5 in ueue
– A)era5e time sent in s"stem
µ
λ ρ = "
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%&%&N – %ore 'tu(
– Probabilit" o& ha)in5 no )ehicles
– Probabilit" o& ha)in5 n )ehicles
– Probabilit" o& bein5 in a ueue
( )∑−
= −+
="
"!!
" N
n
N
c
n
c
c
N N n
P
ρ
ρ ρ
µ
λ ρ =
%nfor!
≤=n
P P
n
n
ρ %nfor!
≥= − N N
P P
N n
n
n
ρ
( ) N N N
P P
N
N n ρ
ρ
−=
+
>"!
"
"
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Poisson Distriution "#ample
6rom 78M -***
Vehicle arrivals at the 9lympic 4atio!al #ar: mai! "ate are assumed
#oisso! distri'uted )ith a! avera"e arrival rate o 1 vehicle every
mi!utes+ ;hat is the pro'a'ility o the ollo)i!"<
1+ =xactly - vehicles arrive i! a 1 mi!ute i!terval>
-+ ?ess tha! - vehicles arrive i! a 1 mi!ute i!terval>.+ More tha! - vehicles arrive i! a 1 mi!ute i!terval>
( )
( ) ( )
!
minveh#minveh#
n
et
n P
t n −×
=
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"#ample )alculations
( ) ( ) ( )
&'####'!#
"(##
"(##
==×
=
−e P =xactly -<
?ess tha! -<
More tha! -<
( ) ( ) ( ) "))#"# =+=< P P n P
( ) ( ) ( ) ( )( ) (*6+#""# =++−=> P P P n P
#$*%&e@+-1&*+*32, #$1%&*+13
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"#ample *
• Dearture rate 18 secondserson or 3.33
ersonsminute
• Arri)al rate B 3 ersonsminute
• 33.33 0.0
• /?bar 0.02 61?0.07 8.1 eole
• ?bar 33.3363.33?37 2.3 minutes
• 9?bar 163.33 > 37 3.03 minutes
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"#ample +
Bou are !o) i! li!e to "et i!to the Are!a+ There are . operati!"
tur!stiles )ith o!e tic:et@ta:er each+ 9! avera"e it ta:es . seco!ds
or a tic:et@ta:er to process your tic:et a!d allo) e!try+ The avera"e
arrival rate is * perso!s/mi!ute+
6i!d the avera"e le!"th o queue, avera"e )aiti!" time i! queueassumi!" M/M/4 queui!"+
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"#ample +
• N 3
• Dearture rate 3 secondserson or 20 ersonsminute
• Arri)al rate B 40 ersonsminute
• 4020 2.0• N 2.03 0.## 1 so 'e can use the other euations
• P0 1620 0 < 21 1 < 22 2 < 23 361?2377 0.1111
• /?bar 60.11117624763H37H6161 > 23727 0.88 eole
• 9?bar 62 < 0.88740 0.02 minutes 4.32 seconds• ?bar 0.02 > 120 0.022 minutes 1.32 seconds
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"#ample ,
Bou are !o) i!side the Are!a+ They are passi!" out 7arry the 7us:y
do""y 'a"s as a ree "ivea)ay+ There is o!ly o!e perso! passi!"
these out a!d a li!e has ormed 'ehi!d her+ t ta:es her exactly 0
seco!ds to ha!d out a do""y 'a" a!d the arrival rate avera"es
3 people/mi!ute+
6i!d the avera"e le!"th o queue, avera"e )aiti!" time i! queue, a!d
avera"e time spe!t i! the system assumi!" M/D/1 queui!"+
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"#ample ,
• N 1• Dearture rate # secondserson or 10
ersonsminute
• Arri)al rate B ersonsminute• 10 0.
• /?bar 60.72 6261 > 0.77 4.0! eole
• ?bar 0.62610761 > 0.77 0.4! minutes 2seconds• 9?bar 62 > 0.7662610761 > 0.7 0.!! minutes 33
seconds
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Primary -eferences
• Ma!!eri!", 6+?+E Filares:i, ;+#+ a!d ;ash'ur!, G+G+ $-**.%+ Principles of
Highway Engineering and Traffic Analysis, Third =ditio! $Drat%+ 8hapter
• Tra!sportatio! Research Coard+ $-***%+ Highway Capacity Manual
2000 + 4atio!al Research 8ou!cil, ;ashi!"to!, D+8+