Likelihood-free parameter estimation for dynamic queueing networks: case study of passenger flow in an international airport terminal
Anthony Ebert, Ritabrata Dutta, Kerrie Mengersen, Antonietta Mira,, Fabrizio Ruggeri, Paul Wu

TL;DR
This paper introduces a novel likelihood-free parameter estimation method for dynamic queueing networks, specifically applied to passenger flow in an airport terminal, enabling accurate modeling and decision support despite computational challenges.
Contribution
The paper develops the first efficient parameter inference approach for DQNs using ABC with maximum mean discrepancy, overcoming computational hurdles of traditional simulation methods.
Findings
Model accurately replicates passenger flow behaviour.
Method provides useful decision support tools.
Prediction intervals can be constructed from posterior samples.
Abstract
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…
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Statistical Methods and Bayesian Inference · Advanced Queuing Theory Analysis
