Fourier trajectory analysis for identifying system congestion

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

We examine the use of the Fourier transform to discriminate dynamic behavior differences between congested and uncongested systems. Simulation continuous time statistic 'trajectories' are converted to time series for Fourier analysis. The pattern of Fourier component magnitudes across frequencies differs for congested versus uncongested systems. We use this knowledge to explore statistical process control methods to monitor nonstationary systems for transition from uncongested to congested state and vice versa. In a sense we are monitoring dynamic metamodel parameters to detect change in the dynamic behavior of the simulation. CUSUM charts on Fourier magnitudes can detect such transitions, and preliminary results suggest that in some cases detection can be more rapid than for CUSUM charts based on queue length.

Original languageEnglish (US)
Title of host publication2016 Winter Simulation Conference
Subtitle of host publicationSimulating Complex Service Systems, WSC 2016
EditorsTheresa M. Roeder, Peter I. Frazier, Robert Szechtman, Enlu Zhou
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages401-412
Number of pages12
ISBN (Electronic)9781509044863
DOIs
Publication statusPublished - Jul 2 2016
Event2016 Winter Simulation Conference, WSC 2016 - Arlington, United States
Duration: Dec 11 2016Dec 14 2016

Publication series

NameProceedings - Winter Simulation Conference
Volume0
ISSN (Print)0891-7736

Other

Other2016 Winter Simulation Conference, WSC 2016
CountryUnited States
CityArlington
Period12/11/1612/14/16

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All Science Journal Classification (ASJC) codes

  • Software
  • Modeling and Simulation
  • Computer Science Applications

Cite this

Wu, X., & Barton, R. R. (2016). Fourier trajectory analysis for identifying system congestion. In T. M. Roeder, P. I. Frazier, R. Szechtman, & E. Zhou (Eds.), 2016 Winter Simulation Conference: Simulating Complex Service Systems, WSC 2016 (pp. 401-412). [7822107] (Proceedings - Winter Simulation Conference; Vol. 0). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/WSC.2016.7822107