Studies Using Computer Simulation Models to Solve Problems Related to Logistics Terminals

This thesis deals with the use of simulation as a problem-solving tool to solve a few logistic system related problems. More specifically it relates to studies on transport terminals. Transport terminals are key elements in the supply chains of industrial systems. One of the problems related to use of simulation is that of the multiplicity of models needed to study different problems. There is a need for development of methodologies related to conceptual modelling which will help reduce the number of models needed. Three different logistic terminal systems Viz. a railway yard, container terminal of apart and airport terminal were selected as cases for this study. The standard methodology for simulation development consisting of system study and data collection, conceptual model design, detailed model design and development, model verification and validation, experimentation, and analysis of results, reporting of finding were carried out. We found that models could be classified into tightly pre-scheduled, moderately pre-scheduled and unscheduled systems. Three types simulation models( called TYPE 1, TYPE 2 and TYPE 3) of various terminal operations were developed in the simulation package Extend. All models were of the type discrete-event simulation. Simulation models were successfully used to help solve strategic, tactical and operational problems related to three important logistic terminals as set in our objectives. From the point of contribution to conceptual modelling we have demonstrated that clubbing problems into operational, tactical and strategic and matching them with tightly pre-scheduled, moderately pre-scheduled and unscheduled systems is a good workable approach which reduces the number of models needed to study different terminal related problems.

Stochastic processes and their applications time dependent solutions for some queueing and inventory models

The objective of this thesis is to study the time dependent behaviour of some complex queueing and inventory models. It contains a detailed analysis of the basic stochastic processes underlying these models. In the theory of queues, analysis of time dependent behaviour is an area.very little developed compared to steady state theory. Tine dependence seems certainly worth studying from an application point of view but unfortunately, the analytic difficulties are considerable. Glosod form solutions are complicated even for such simple models as M/M /1. Outside M/>M/1, time dependent solutions have been found only in special cases and involve most often double transforms which provide very little insight into the behaviour of the queueing systems themselves. In inventory theory also There is not much results available giving the time dependent solution of the system size probabilities. Our emphasis is on explicit results free from all types of transforms and the method used may be of special interest to a wide variety of problems having regenerative structure.

Stochastic processes and their applications semi-markov analysis of some inventory and queuing problems

This thesis analyses certain problems in Inventories and Queues. There are many situations in real-life where we encounter models as described in this thesis. It analyses in depth various models which can be applied to production, storag¢, telephone traffic, road traffic, economics, business administration, serving of customers, operations of particle counters and others. Certain models described here is not a complete representation of the true situation in all its complexity, but a simplified version amenable to analysis. While discussing the models, we show how a dependence structure can be suitably introduced in some problems of Inventories and Queues. Continuous review, single commodity inventory systems with Markov dependence structure introduced in the demand quantities, replenishment quantities and reordering levels are considered separately. Lead time is assumed to be zero in these models. An inventory model involving random lead time is also considered (Chapter-4). Further finite capacity single server queueing systems with single/bulk arrival, single/bulk services are also discussed. In some models the server is assumed to go on vacation (Chapters 7 and 8). In chapters 5 and 6 a sort of dependence is introduced in the service pattern in some queuing models.

Queueing Theory And Other Applications Of Stochastic Processes Queueing And Inventory Models With Rest Periods

In this thesis we study the effect of rest periods in queueing systems without exhaustive service and inventory systems with rest to the server. Most of the works in the vacation models deal with exhaustive service. Recently some results have appeared for the systems without exhaustive service.

Probability Theory. Stochastic Processes And Their Applications Probabilistic Analysis Of Some Queueing And Inventory Models

In this thesis we attempt to make a probabilistic analysis of some physically realizable, though complex, storage and queueing models. It is essentially a mathematical study of the stochastic processes underlying these models. Our aim is to have an improved understanding of the behaviour of such models, that may widen their applicability. Different inventory systems with randon1 lead times, vacation to the server, bulk demands, varying ordering levels, etc. are considered. Also we study some finite and infinite capacity queueing systems with bulk service and vacation to the server and obtain the transient solution in certain cases. Each chapter in the thesis is provided with self introduction and some important references

Analysis of some Stochastic models in inventories and Queues

The thesis entitled Analysis of Some Stochastic Models in Inventories and Queues. This thesis is devoted to the study of some stochastic models in Inventories and Queues which are physically realizable, though complex. It contains a detailed analysis of the basic stochastic processes underlying these models. In this thesis, (s,S) inventory systems with nonidentically distributed interarrival demand times and random lead times, state dependent demands, varying ordering levels and perishable commodities with exponential life times have been studied. The queueing system of the type Ek/Ga,b/l with server vacations, service systems with single and batch services, queueing system with phase type arrival and service processes and finite capacity M/G/l queue when server going for vacation after serving a random number of customers are also analysed. The analogy between the queueing systems and inventory systems could be exploited in solving certain models. In vacation models, one important result is the stochastic decomposition property of the system size or waiting time. One can think of extending this to the transient case. In inventory theory, one can extend the present study to the case of multi-item, multi-echelon problems. The study of perishable inventory problem when the commodities have a general life time distribution would be a quite interesting problem. The analogy between the queueing systems and inventory systems could be exploited in solving certain models.

Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis

Modified Block Adaptive Predictive Coder For Speech Processing

This thesis investigated the potential use of Linear Predictive Coding in speech communication applications. A Modified Block Adaptive Predictive Coder is developed, which reduces the computational burden and complexity without sacrificing the speech quality, as compared to the conventional adaptive predictive coding (APC) system. For this, changes in the evaluation methods have been evolved. This method is as different from the usual APC system in that the difference between the true and the predicted value is not transmitted. This allows the replacement of the high order predictor in the transmitter section of a predictive coding system, by a simple delay unit, which makes the transmitter quite simple. Also, the block length used in the processing of the speech signal is adjusted relative to the pitch period of the signal being processed rather than choosing a constant length as hitherto done by other researchers. The efficiency of the newly proposed coder has been supported with results of computer simulation using real speech data. Three methods for voiced/unvoiced/silent/transition classification have been presented. The first one is based on energy, zerocrossing rate and the periodicity of the waveform. The second method uses normalised correlation coefficient as the main parameter, while the third method utilizes a pitch-dependent correlation factor. The third algorithm which gives the minimum error probability has been chosen in a later chapter to design the modified coder The thesis also presents a comparazive study beh-cm the autocorrelation and the covariance methods used in the evaluaiicn of the predictor parameters. It has been proved that the azztocorrelation method is superior to the covariance method with respect to the filter stabf-it)‘ and also in an SNR sense, though the increase in gain is only small. The Modified Block Adaptive Coder applies a switching from pitch precitzion to spectrum prediction when the speech segment changes from a voiced or transition region to an unvoiced region. The experiments cont;-:ted in coding, transmission and simulation, used speech samples from .\£=_‘ajr2_1a:r1 and English phrases. Proposal for a speaker reecgnifion syste: and a phoneme identification system has also been outlized towards the end of the thesis.

Queues with inter- ruption in Random/ Markovian Environment

In many situations probability models are more realistic than deterministic models. Several phenomena occurring in physics are studied as random phenomena changing with time and space. Stochastic processes originated from the needs of physicists.Let X(t) be a random variable where t is a parameter assuming values from the set T. Then the collection of random variables {X(t), t ∈ T} is called a stochastic process. We denote the state of the process at time t by X(t) and the collection of all possible values X(t) can assume, is called state space