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IOE 899: Seminar in Industrial and Operations Engineering
Wed Sep 23, 2009, 4:00-5:00pm, 1680 IOE

Barry Nelson, Northwestern University
"Modeling and simulating non-stationary, non-Poisson arrival processes"

Abstract
Simulation models of real-life systems often assume stationary (homogeneous) Poisson arrivals. Therefore, when nonstationary arrival processes are required it is natural to assume Poisson arrivals with a time-varying arrival rate. For many systems, however, this provides an inaccurate representation of the arrival process which is either more or less variable than Poisson, and may exhibit dependence. We extend techniques that transform a stationary Poisson arrival process into a nonstationary Poisson arrival process by transforming a stationary arrival process into a nonstationary, non-Poisson (NSNP) arrival process. We show that the desired arrival rate is achieved, and that certain variability and dependence properties of the base process are passed on to the transformed process. We also provide techniques for specifying the base process when presented with characteristics of, or data from, an arrival process and illustrate them by modeling e-mail arrival data.
 
Bio
Barry L. Nelson is the Charles Deering McCormick Professor of Teaching Excellence and Chair of the Department of Industrial Engineering and Management Sciences at Northwestern University. His research focus is on the design and analysis of computer simulation experiments on models of discrete-event, stochastic systems, including methodology for simulation optimization, variance reduction, metamodeling and multivariate input modeling. His application areas are manufacturing, services, finance and transportation. He has published numerous papers and two books, including Discrete-Event System Simulation, 5th edition (Prentice Hall, 2010) which has been adopted by over 60 universities. Nelson is a Fellow of INFORMS. In 2006 he received the Outstanding Simulation Publication Award from the INFORMS Simulation Society for his work on simulation optimization, and in 2009 he was awarded the Best Paper-Operations Award from IIE Transactions. He has also received the Northwestern University Alumni Association Excellence in Teaching Award, has twice been named McCormick Teacher of the Year, and has received the IIE Operations Research Division Award for Excellence in the Teaching of Operations Research. Further information can be found at www.iems.northwestern.edu/~nelsonb/.

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