A Poisson-Charlier approximation for nonstationary queues.
Jamol PenderPublished in: Oper. Res. Lett. (2014)
Keyphrases
- non stationary
- fractional brownian motion
- closed form
- queueing networks
- arrival process
- random fields
- adaptive algorithms
- stock price
- service rates
- concept drift
- queue length
- blind source separation
- gaussian markov random fields
- waiting times
- empirical mode decomposition
- heavy traffic
- steady state
- financial time series
- single server
- multi component
- autoregressive
- markov random field
- higher order
- pairwise