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Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities.…

Applications · Statistics 2022-02-09 Fotios Petropoulos , Daniele Apiletti , Vassilios Assimakopoulos , Mohamed Zied Babai , Devon K. Barrow , Souhaib Ben Taieb , Christoph Bergmeir , Ricardo J. Bessa , Jakub Bijak , John E. Boylan , Jethro Browell , Claudio Carnevale , Jennifer L. Castle , Pasquale Cirillo , Michael P. Clements , Clara Cordeiro , Fernando Luiz Cyrino Oliveira , Shari De Baets , Alexander Dokumentov , Joanne Ellison , Piotr Fiszeder , Philip Hans Franses , David T. Frazier , Michael Gilliland , M. Sinan Gönül , Paul Goodwin , Luigi Grossi , Yael Grushka-Cockayne , Mariangela Guidolin , Massimo Guidolin , Ulrich Gunter , Xiaojia Guo , Renato Guseo , Nigel Harvey , David F. Hendry , Ross Hollyman , Tim Januschowski , Jooyoung Jeon , Victor Richmond R. Jose , Yanfei Kang , Anne B. Koehler , Stephan Kolassa , Nikolaos Kourentzes , Sonia Leva , Feng Li , Konstantia Litsiou , Spyros Makridakis , Gael M. Martin , Andrew B. Martinez , Sheik Meeran , Theodore Modis , Konstantinos Nikolopoulos , Dilek Önkal , Alessia Paccagnini , Anastasios Panagiotelis , Ioannis Panapakidis , Jose M. Pavía , Manuela Pedio , Diego J. Pedregal , Pierre Pinson , Patrícia Ramos , David E. Rapach , J. James Reade , Bahman Rostami-Tabar , Michał Rubaszek , Georgios Sermpinis , Han Lin Shang , Evangelos Spiliotis , Aris A. Syntetos , Priyanga Dilini Talagala , Thiyanga S. Talagala , Len Tashman , Dimitrios Thomakos , Thordis Thorarinsdottir , Ezio Todini , Juan Ramón Trapero Arenas , Xiaoqian Wang , Robert L. Winkler , Alisa Yusupova , Florian Ziel

This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters pertaining to the service times) using observations of the…

Probability · Mathematics 2025-06-10 Hritika Gupta , Michel Mandjes , Liron Ravner , Jiesen Wang

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

View materialization, index selection, and plan caching are well-known techniques for optimization of query processing in database systems. The essence of these tasks is to select and save a subset of the most useful candidates…

Databases · Computer Science 2025-01-28 Sergey Zinchenko , Denis Ponomaryov

We propose a unified approach to establishing diffusion approximations for queues with impatient customers within a general framework of scaling customer patience time. The approach consists of two steps. The first step is to show that the…

Probability · Mathematics 2015-10-06 Junfei Huang , Hanqin Zhang , Jiheng Zhang

In this article, we delve into the applications and extensions of the queue-reactive model for the simulation of limit order books. Our approach emphasizes the importance of order sizes, in conjunction with their type and arrival rate, by…

Trading and Market Microstructure · Quantitative Finance 2024-05-30 Hamza Bodor , Laurent Carlier

With the proliferation of the Internet of Things (IoT) and the wide penetration of wireless networks, the surging demand for data communications and computing calls for the emerging edge computing paradigm. By moving the services and…

Networking and Internet Architecture · Computer Science 2021-08-19 Quyuan Luo , Shihong Hu , Changle Li , Guanghui Li , Weisong Shi

We examine a generalised queuing model which we call the G/G/n/G/+ model, which encompasses the G/G/n and G/G/n/s models as special cases. Our model accommodates useful generalisations in user behaviour and limitations on the facilities for…

Computation · Statistics 2021-11-16 Ben O'Neill

Intermittent demand, where demand occurrences appear sporadically in time, is a common and challenging problem in forecasting. In this paper, we first make the connections between renewal processes, and a collection of current models used…

Machine Learning · Computer Science 2019-11-26 Ali Caner Turkmen , Yuyang Wang , Tim Januschowski

In this paper, we study queueing systems with delayed information that use a generalization of the multinomial logit choice model as its arrival process. Previous literature assumes that the functional form of the multinomial logit model is…

Dynamical Systems · Mathematics 2022-11-23 Philip Doldo , Jamol Pender

Consider the problem of a multiple access channel in a time dependent environment with a large number of users. In such a system, mostly due to practical constraints (e.g., decoding complexity), not all users can be scheduled together, and…

Information Theory · Computer Science 2018-11-07 Ori Shmuel , Asaf Cohen , Omer Gurewitz

In contemporary retail, the variety of products available (e.g. clothing, groceries, cosmetics, frozen goods) make it difficult to predict the demand, prevent stockouts, and find high-potential products. We suggest an agentic AI model that…

Artificial Intelligence · Computer Science 2025-12-01 Toqeer Ali Syed , Salman Jan , Gohar Ali , Ali Akarma , Ahmad Ali , Qurat-ul-Ain Mastoi

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

Probability · Mathematics 2017-08-22 Harsha Honnappa , Rahul Jain

In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…

Probability · Mathematics 2015-11-13 Andrei Sleptchenko , Jori Selen , Ivo Adan , Geert-Jan van Houtum

Quantum systems have an exponentially large degree of freedom in the number of particles and hence provide a rich dynamics that could not be simulated on conventional computers. Quantum reservoir computing is an approach to use such a…

Quantum Physics · Physics 2020-11-11 Keisuke Fujii , Kohei Nakajima

Service system dynamics occur at the interplay between customer behaviour and a service provider's response. This kind of dynamics can effectively be modeled within the framework of queuing theory where customers' arrivals are described by…

The energy system studies include a wide range of issues from short term (e.g. real-time, hourly, daily and weekly operating decisions) to long term horizons (e.g. planning or policy making). The decision making chain is fed by input…

Systems and Control · Electrical Eng. & Systems 2019-11-26 Alireza Soroudi , Turaj Amraee

Emerging trends in communication systems, such as network softwarization, functional disaggregation, and multi-access edge computing (MEC), are reshaping both the infrastructural landscape and the application ecosystem. These…

Networking and Internet Architecture · Computer Science 2025-10-15 Anthony Kiggundu , Bin Han , Dennis Krummacker , Hans D. Schotten

A system manager makes dynamic pricing and dispatch control decisions in a queueing network model motivated by ride-hailing applications. A novel feature of the model is that it incorporates travel times. Unfortunately, this renders the…

Optimization and Control · Mathematics 2026-05-27 Amir Anastasios Alwan , Baris Ata , Yuwei Zhou

Risks associated with the use of AI, ranging from algorithmic bias to model hallucinations, have received much attention and extensive research across the AI community, from researchers to end-users. However, a gap exists in the systematic…

Artificial Intelligence · Computer Science 2025-11-21 Raymond K. Sheh , Karen Geappen