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Real-Time Delay Estimation Based on Delay History

IEOR Department, Columbia University, New York, New York 10027
IEOR Department, Columbia University, New York, New York 10027
rei2101{at}columbia.edu
ww2040{at}columbia.edu

Motivated by interest in making delay announcements to arriving customers who must wait in call centers and related service systems, we study the performance of alternative real-time delay estimators based on recent customer delay experience. The main estimators considered are: (i) the delay of the last customer to enter service (LES), (ii) the delay experienced so far by the customer at the head of the line (HOL), and (iii) the delay experienced by the customer to have arrived most recently among those who have already completed service (RCS). We compare these delay-history estimators to the standard estimator based on the queue length (QL), commonly used in practice, which requires knowledge of the mean interval between successive service completions in addition to the QL. We characterize performance by the mean squared error (MSE). We do an analysis and conduct simulations for the standard GI/M/s multiserver queueing model, emphasizing the case of large s. We obtain analytical results for the conditional distribution of the delay given the observed HOL delay. An approximation to its mean value serves as a refined estimator. For all three candidate delay estimators, the MSE relative to the square of the mean is asymptotically negligible in the many-server and classical heavy-traffic (HT) limiting regimes.

Key Words: delay estimation; real-time delay estimation; delay prediction; delay announcements; many-server queues; call centers; heavy traffic
History: Received: May 27, 2007; accepted: April 8, 2008.

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