报告题目 | Time Scales and Modeling of Arrivals to a Service Facility | ||
报告人(单位) | L. Jeff Hong (香港科技大学) | ||
点评人(单位) | 舒嘉 | 点评人(单位) | 林宏志 |
时间地点 | 时间: 2013年5月21日(周二)下午2点 地点:九龙湖经管楼B-204 | ||
报告内容摘要 | | ||
报告内容: Abstract: In many applied settings, e.g., call centers and hospitals, one often needs to model the arrivals to the system. A typically adopted family of models is the Poisson family, including inhomogeneous Poisson models that take into consideration of time-of-day effects. In this talk, we argue that many real data behave differently at different time scales, i.e., microscopic, mesoscopic and macroscopic levels, and there is often mesocopic-level bustiness that cannot be explained by Poisson models. We propose a point process, which is a Poisson process driven by a mean-reverting rate process, as a flexible vehicle for modeling such arrivals. Our model is computationally tractable, parsimonious, has physically interpretable parameters, and can flexibly model different behaviors at different time scales. We illustrate our ideas with call center data. This work is joint with Peter Glynn at Stanford University and Xiangwei Zhang at HKUST. 报告人简介: Prof. Jeff Hong received his bachelor’s degrees from Tsinghua University and doctoral degree from Northwestern University. He is now a Professor in the Department of Industrial Engineering and Logistics Management at the Hong Kong University of Science and Technology, where he also serves as the Associate Director of the Logistics and Supply Chain Management Institute and Director of the Financial Engineering Lab. Prof. Hong’s research interests include operations research, financial engineering, data analytics, and behavioral economics. His research work has been published by many prestigious academic journals, including Operations Research and Management Science, and he has won several research awards from international scholarly societies, including Institute for Operations Research and Management Science (INFORMS) and Institute of Industrial Engineers (IIE). He is currently an associate editor of Operations Research, ACM Transactions on Modeling and Computer Simulation, and Naval Research Logistics. |