TY - GEN
T1 - Cycle-time quantile estimation in manufacturing systems employing dispatching rules
AU - Bekki, Jennifer
AU - Fowler, John
AU - Mackulak, Gerald T.
AU - Nelson, Barry L.
PY - 2005
Y1 - 2005
N2 - The cycle-time distribution of manufacturing systems employing dispatching rules other than FIFO can be both highly skewed and have heavy tails. Previous cycle-time quantile estimation work has suggested that the Cornish-Fisher expansion can be used in conjunction with discrete-event simulation to provide cycle-time quantile estimates for a variety of systems operating under FIFO dispatching without requiring excess data storage. However, when the cycle-time distribution exhibits heavy skewness and kurtosis, the accuracy of quantile estimates obtained using the Cornish-Fisher expansion may degrade, sometimes severely. This paper demonstrates the degradation and motivates the need for a modification to the Cornish-Fisher expansion for estimating quantiles under non-FIFO dispatching rules. A solution approach combining a data transformation, the maximum (minimum)-transformation, with the Cornish-Fisher expansion is presented. Results show that this provides significant improvements in accuracy over using the Cornish-Fisher expansion alone while still retaining the advantage of requiring minimal data storage.
AB - The cycle-time distribution of manufacturing systems employing dispatching rules other than FIFO can be both highly skewed and have heavy tails. Previous cycle-time quantile estimation work has suggested that the Cornish-Fisher expansion can be used in conjunction with discrete-event simulation to provide cycle-time quantile estimates for a variety of systems operating under FIFO dispatching without requiring excess data storage. However, when the cycle-time distribution exhibits heavy skewness and kurtosis, the accuracy of quantile estimates obtained using the Cornish-Fisher expansion may degrade, sometimes severely. This paper demonstrates the degradation and motivates the need for a modification to the Cornish-Fisher expansion for estimating quantiles under non-FIFO dispatching rules. A solution approach combining a data transformation, the maximum (minimum)-transformation, with the Cornish-Fisher expansion is presented. Results show that this provides significant improvements in accuracy over using the Cornish-Fisher expansion alone while still retaining the advantage of requiring minimal data storage.
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U2 - 10.1109/WSC.2005.1574318
DO - 10.1109/WSC.2005.1574318
M3 - Conference contribution
SN - 0780395204
SN - 9780780395206
T3 - Proceedings - Winter Simulation Conference
SP - 749
EP - 755
BT - Proceedings of the 2005 Winter Simulation Conference
T2 - 2005 Winter Simulation Conference
Y2 - 4 December 2005 through 7 December 2005
ER -