-
Notifications
You must be signed in to change notification settings - Fork 0
/
PSTAT160BHW6.py
346 lines (293 loc) · 9.92 KB
/
PSTAT160BHW6.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
"""
This is the Python HW 6
for PSTAT 160B
Prof Ichiba
TA: Mousavi
Section: W 1:00 - 1:50pm
"""
# Import libraries
from __future__ import division
import random
import math
import matplotlib.pyplot as plt
import numpy as np
"""
For this problem we have an M/M/2 server queue
People arrive with a Poisson Process (N(t)) rate of 1
And people are served by any two of the servers with an exponential rate lambda
Let X(t) := number of customers in system at time t
Let Y(t) := number of customers that have departed by time t
For simplicity let us consider two lambda values of 1 and 1/3 and compare them
To observe the effect of the different service rates
"""
def Part_A():
# Simulate sample path of {X(t), Y(t), 0 <= t <= 100} with lambda = 1
# Generate Poisson Process (will be Poisson(t) = Poisson(100))
lmda = 1
t_start = 0
t_end = 100
num_customers = np.random.poisson(lmda * t_end)
# Since the interarrival times are exponential
# We can generate uniform random variables
# Showing when people have arrive
times = []
for i in range(0, num_customers):
time = np.random.uniform(t_start, t_end)
times.append(time)
# Now sort said times to get interarrival times
# Thank god for numpy
times_sorted = np.sort(times)
# Now we will simulate the process
# Loop through interarrival times
server_1_time = 0
server_2_time = 0
server_times = []
for arrival_time in times_sorted:
# If server 1 will be free by the interarrival time
# Put em on server 1
# The overall end time will be the arrival time plus their service time
# Append to the server 1 times list if t < 100
if (arrival_time > server_1_time):
server_1_time = arrival_time + np.random.exponential(lmda)
if server_1_time < t_end:
server_times.append(server_1_time)
# If server 2 will be free by the interarrival time
# Put em on server 2
# The overall end time will be the arrival time plus their service time
# Append to the server 2 times list if t < 100
elif (arrival_time > server_2_time):
server_2_time = arrival_time + np.random.exponential(lmda)
if server_2_time < t_end:
server_times.append(server_2_time)
# Otherwise...
else:
# If server 1 has the minimum completition time
# Append to the server 1 times list if t < 100
if server_1_time < server_2_time:
server_1_time += np.random.exponential(lmda)
if server_1_time < t_end:
server_times.append(server_1_time)
# If server 2 has the minimum completition time
# Append to the server 2 times list of t < 100
else:
server_2_time += np.random.exponential(lmda)
if server_2_time < t_end:
server_times.append(server_2_time)
# Generate Yt and plot it
Yt = [i for i in range(t_start, len(server_times))]
t_cust_leaves = sorted(server_times)
plt.step(t_cust_leaves, Yt)
plt.show()
# Generate Xt
index_n = 0
index_y = 0
t_cust_arrives = times_sorted
total_times = []
Xt = []
cust_in_sys = 0
# Loop through things and keep track of shit
while (index_n < len(t_cust_arrives) and index_y < len(t_cust_leaves)):
if (t_cust_arrives[index_n] < t_cust_leaves[index_y]):
total_times.append(t_cust_arrives[index_n])
index_n += 1
cust_in_sys += 1
Xt.append(cust_in_sys)
else:
total_times.append(t_cust_leaves[index_y])
index_y += 1
cust_in_sys -= 1
Xt.append(cust_in_sys)
# Put both things together
tXt = [total_times, Xt]
# Sort times (in the 0 index for column)
tXt_sorted = sorted(tXt, key = lambda x: x[0])
# Graph it
plt.bar(tXt_sorted[0], tXt_sorted[1])
plt.show()
print("\nPart A:")
print("Number of customers that arrived in time 0 --> 100 is %d" % num_customers)
print("Number of customers that have left by time t = 100 are %d" % len(server_times))
print("Number of customers that are still in the system by time t = 100 are %d" % (num_customers - len(server_times)))
def Part_B():
# Simulate sample path of {X(t), Y(t), 0 <= t <= 100} with lambda = 1/3
# Generate Poisson Process (will be Poisson(t) = Poisson(100))
lmda = (1 / 3)
t_start = 0
t_end = 100
num_customers = np.random.poisson(lmda * t_end)
# Since the interarrival times are exponential
# We can generate uniform random variables
# Showing when people have arrive
times = []
for i in range(0, num_customers):
time = np.random.uniform(t_start, t_end)
times.append(time)
# Now sort said times to get interarrival times
# Thank god for numpy
times_sorted = np.sort(times)
# Now we will simulate the process
# Loop through interarrival times
server_1_time = 0
server_2_time = 0
server_times = []
for arrival_time in times_sorted:
# If server 1 will be free by the interarrival time
# Put em on server 1
# The overall end time will be the arrival time plus their service time
# Append to the server 1 times list if t < 100
if (arrival_time > server_1_time):
server_1_time = arrival_time + np.random.exponential(lmda)
if server_1_time < t_end:
server_times.append(server_1_time)
# If server 2 will be free by the interarrival time
# Put em on server 2
# The overall end time will be the arrival time plus their service time
# Append to the server 2 times list if t < 100
elif (arrival_time > server_2_time):
server_2_time = arrival_time + np.random.exponential(lmda)
if server_2_time < t_end:
server_times.append(server_2_time)
# Otherwise...
else:
# If server 1 has the minimum completition time
# Append to the server 1 times list if t < 100
if server_1_time < server_2_time:
server_1_time += np.random.exponential(lmda)
if server_1_time < t_end:
server_times.append(server_1_time)
# If server 2 has the minimum completition time
# Append to the server 2 times list of t < 100
else:
server_2_time += np.random.exponential(lmda)
if server_2_time < t_end:
server_times.append(server_2_time)
# Generate Yt and plot it
Yt = [i for i in range(t_start, len(server_times))]
t_cust_leaves = sorted(server_times)
plt.step(t_cust_leaves, Yt)
plt.show()
# Generate Xt
index_n = 0
index_y = 0
t_cust_arrives = times_sorted
total_times = []
Xt = []
cust_in_sys = 0
# Loop through things and keep track of shit
while (index_n < len(t_cust_arrives) and index_y < len(t_cust_leaves)):
if (t_cust_arrives[index_n] < t_cust_leaves[index_y]):
total_times.append(t_cust_arrives[index_n])
index_n += 1
cust_in_sys += 1
Xt.append(cust_in_sys)
else:
total_times.append(t_cust_leaves[index_y])
index_y += 1
cust_in_sys -= 1
Xt.append(cust_in_sys)
# Put both things together
tXt = [total_times, Xt]
# Sort times (in the 0 index for column)
tXt_sorted = sorted(tXt, key = lambda x: x[0])
# Graph it
plt.bar(tXt_sorted[0], tXt_sorted[1], )
plt.show()
print("\nPart B:")
print("Number of customers that arrived in time 0 --> 100 is %d" % num_customers)
print("Number of customers that have left by time t = 100 are %d" % len(server_times))
print("Number of customers that are still in the system by time t = 100 are %d" % (num_customers - len(server_times)))
def Part_C():
# Simulate the sample path long enough to
# estimate the stationary distribution of
# {X(t), t >= 0} with lambda = 1 .
lmda = 1
t_start = 0
t_end = 100
num_customers = np.random.poisson(lmda * t_end)
# Since the interarrival times are exponential
# We can generate uniform random variables
# Showing when people have arrive
times = []
for i in range(0, num_customers):
time = np.random.uniform(t_start, t_end)
times.append(time)
# Now sort said times to get interarrival times
# Thank god for numpy
times_sorted = np.sort(times)
# Now we will simulate the process
# Loop through interarrival times
server_1_time = 0
server_2_time = 0
server_times = []
for arrival_time in times_sorted:
# If server 1 will be free by the interarrival time
# Put em on server 1
# The overall end time will be the arrival time plus their service time
# Append to the server 1 times list if t < 100
if (arrival_time > server_1_time):
server_1_time = arrival_time + np.random.exponential(lmda)
if server_1_time < t_end:
server_times.append(server_1_time)
# If server 2 will be free by the interarrival time
# Put em on server 2
# The overall end time will be the arrival time plus their service time
# Append to the server 2 times list if t < 100
elif (arrival_time > server_2_time):
server_2_time = arrival_time + np.random.exponential(lmda)
if server_2_time < t_end:
server_times.append(server_2_time)
# Otherwise...
else:
# If server 1 has the minimum completition time
# Append to the server 1 times list if t < 100
if server_1_time < server_2_time:
server_1_time += np.random.exponential(lmda)
if server_1_time < t_end:
server_times.append(server_1_time)
# If server 2 has the minimum completition time
# Append to the server 2 times list of t < 100
else:
server_2_time += np.random.exponential(lmda)
if server_2_time < t_end:
server_times.append(server_2_time)
# Generate Yt and plot it
Yt = [i for i in range(t_start, len(server_times))]
t_cust_leaves = sorted(server_times)
# Generate Xt
index_n = 0
index_y = 0
t_cust_arrives = times_sorted
total_times = []
Xt = []
cust_in_sys = 0
# Loop through things and keep track of shit
while (index_n < len(t_cust_arrives) and index_y < len(t_cust_leaves)):
if (t_cust_arrives[index_n] < t_cust_leaves[index_y]):
total_times.append(t_cust_arrives[index_n])
index_n += 1
cust_in_sys += 1
Xt.append(cust_in_sys)
else:
total_times.append(t_cust_leaves[index_y])
index_y += 1
cust_in_sys -= 1
Xt.append(cust_in_sys)
# Make list of frequencies
freq = [0] * (len(Xt) - 1)
for xt in Xt:
freq[xt] += 1
# Make list of numbers
num = [i for i in range(0, len(Xt) - 1)]
# Graph to get probability distribution
# Set axes limits (most of the x values will be at 0)
axes = plt.gca()
axes.set_xlim([0, 10])
plt.plot(num, freq)
plt.show()
# Here's a bar graph showing the approximate numbers
plt.bar(num, freq)
plt.show()
# Execute functions
Part_A()
Part_B()
Part_C()