Cycle-time quantile estimation in manufacturing systems employing dispatching rules

Jennifer Bekki, John Fowler, Gerald T. Mackulak, Barry L. Nelson

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Scopus citations


The cycle-time distribution of manufacturing systems employing dispatching rules other than FIFO can be both highly skewed and have heavy tails. Previous cycle-time quantile estimation work has suggested that the Cornish-Fisher expansion can be used in conjunction with discrete-event simulation to provide cycle-time quantile estimates for a variety of systems operating under FIFO dispatching without requiring excess data storage. However, when the cycle-time distribution exhibits heavy skewness and kurtosis, the accuracy of quantile estimates obtained using the Cornish-Fisher expansion may degrade, sometimes severely. This paper demonstrates the degradation and motivates the need for a modification to the Cornish-Fisher expansion for estimating quantiles under non-FIFO dispatching rules. A solution approach combining a data transformation, the maximum (minimum)-transformation, with the Cornish-Fisher expansion is presented. Results show that this provides significant improvements in accuracy over using the Cornish-Fisher expansion alone while still retaining the advantage of requiring minimal data storage.

Original languageEnglish (US)
Title of host publicationProceedings of the 2005 Winter Simulation Conference
Number of pages7
StatePublished - Dec 1 2005
Event2005 Winter Simulation Conference - Orlando, FL, United States
Duration: Dec 4 2005Dec 7 2005

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736


Other2005 Winter Simulation Conference
Country/TerritoryUnited States
CityOrlando, FL

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications


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