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Statistics版 - 牛牛 Xie Liang关于 Erlang C的Model应用
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话题: nsrv话题: trafferlang话题: erlang话题: return话题: number
1 (共1页)
k*z
发帖数: 4704
1
http://saslist.com/blog/2012/07/13/sas-functions-for-computing-
http://listserv.uga.edu/cgi-bin/wa?A2=ind1210c&L=sas-l&F=&S=&P=
SAS functions for computing parameters in Erlang-C model
Call center management is both Arts and Sciences. While driving moral and
setting up strategies is more about Arts, staffing and servicing level
configuration based on call load is in the domain of Sciences.
The science part of call center management is based on Queueing Theory,
which studies "the Phenomena of standing, waiting and serving" [1], [2].The
queueing model abstracts the complex phenomena of call center acticities
into an idealized mathematical framework, so that it is possible to study
the key characteristics and dynamics of the real world. There are many
different models that could be applied to Call Center management, one simple
yet popular model is called Erlang-C model. Some other highly related
models are Erlang-B and Erlang-A models, but they won't be covered in this
post.
In this article, Erlang-C model will be briefly described and the
computation of key parameters of this model will be discussed, followed by a
complete suite of SAS code pieces. It is interesting that Erlang-C model is
rarely touched in the SAS community. Searching through SAS-L archives,
there were only two discussions relevant, and they are set apart by 10 years
[3], [4] ! The responders includes legendary David Cassell, SAS guru Daniel
J. Nordlund, SAS computing expert Rick Wicklin (his SAS blog), and of
course me.
Erlang-C model is a commonly used mathematical framework for many Call
center staffing and management softwares. Based on Kendall notation, this
model can be expressed as M/M/C/inf, where the first M indicates a Poisson
distribution for Arrival process, while the second M indicates an
Exponential distribution for servicing time. Both 'M' refers markovian the '
C' indicates number of servers which is a non-negative integer, while the
last inf refers infinite number of places in the system. Erlang-C system has
extra assumption that it is First In First Out (FIFO) with infinite calling
population. Therefore, Erlang-C model describe a Call Center that serves
customers in the order they arrive in, while customers arrives following a
Poisson process and the servicing time is Exponentially distributed. When a
customer is not immediately served, it is put on hold until next available
server (CSR). The customers are assumed to be patient so that they won't
drop out but instead wait how-long-it-takes until next CSR. The system can
take infinite number of waiting customers.
In Erlang-C model, the traffic to a Call Center is measured in a so-called
term of Offered Traffic Load, which is defined to be the ratio between the
parameter lambda of Poisson process and the parameter mu of Exponential
servicing time. Offered Traffic Load is therefore interpreted as the average
number of services that are trying to happen simultaneously. It is free of
time unit, but does has its own unit, called Erlangs.
At the core of Erlang-C model is the Erlang-C function. The Erlang C
function computes the probability that an arriving customer in the Erlang C
queueing model will find that all servers are busy. This is the same as the
fraction of arriving customers that are delayed (i.e., must wait) before
beginning service.
Erlang-C function is expressed as:
P_c(n, x) = dPoisson(n, x)/(dPoisson(n, x) - (1-x/n)*pPoisson(n, x))
where dPoisson(n, x) is the density function of Poisson distribution with
support 0,1, .., n and shape parameter x. pPoisson(n, x) is the
corresponding cumulation distribution.
In Erlang-C function, there are three key elements:
1. Probability of delay, P_c.
2. # of servers, n.
3. Offered Traffic Load, x.
Given any two, the last parameter can be calculated or approximated. For
example, in the code pieces below:
1. Function ErlcFractionDelay(Nsrv, traffErlang) calculates Probability
of delay given number of servers and offered traffic Load in Erlangs units.
2. Function ErlcNsrv(traffErlang, Erlc_max) estimates the minimum number
servers to reach below the max probability of delay given by Erlc_max for a
given offered traffic load of traffErlang.
3. Function ErlcTrafFromFractionDelay(Nsrv, fractionDelay) Compute the
max traffic load that Nserv servers can handle with queuing probability less
or equal to fractionDelay.
In addition to the three key numbers in Erlang-C model, there are some other
paremeters of particular interests to Call Center management. For example,
the probability an arriving call will be put in queue for no more than
certain waiting time given the average handling time. Function ErlcGoS(Nsrv,
traffErlang, AHT, AWT) will calcualte this quantity.
The results of this set of functions has been calibrated against the data
from [5], specifically Table 1. of [5] is reproduced exactly. The DATA STEP
at the end of the program below will reproduce the results, and here is the
result my own run.
For a complete list of quantities that Erlang-C model will work with and
compute for, the webpage of Abstract Micro Systems @ http://abstractmicro.com/erlang/helppages/mod-c.htm provides a very good introduction.
Reference:
[1]. Kleinrock, Leonard (January 1975). Queueing Systems: Volume I – Theory
. New York: Wiley Interscience. ISBN 978-0471491101.
[2]. Kleinrock, Leonard (April 1976). Queueing Systems: Volume II –
Computer Applications. New York: Wiley Interscience. ISBN 978-0471491118.
[3]. http://www.listserv.uga.edu/cgi-bin/wa?A2=ind0210C&L=sas-l&P=R10763
[4]. http://www.listserv.uga.edu/cgi-bin/wa?A2=ind1206C&L=sas-l&P=R45472
[5]. Tibor Mi甁琀栀, Erik Chrom, Ivan Baroňák. Method for Fast Estimation
of Contact Centre Parameters Using Erlang-C Model, in Proceedings of 2010
Third International Conference on Communication Theory, Reliability, and
Quality of Service, DOI 10.1109/CTRQ.2010.38

All functions below have relatively detailed comments. The functions are
provided as is without any implied and explicated warranties, and are for
research purpose only.
proc fcmp outlib=sasuser.funcs.Erlc;
function ErlcFractionDelay(Nsrv, traffErlang);
/*
Entry : ErlcFractionDelay
Purpose : Compute the Probability of Delay when an arriving call
is not
answered immediately and put in queue
Usage : P=ErlcFractionDelay(Nsrv, traffErlang)
Inputs : Nsrv=Number of Server (CSR)
traffErlang=Traffic in Erlang
Handle Error : Return -1 if traffic in Erlang is larger than the number
of
servers;
Return -2 if either traffic in Erlang or Number of
servers is
negative;
Return -3 if number of servers is not integer;

*/
if traffErlang>Nsrv then do;
*put "Erlang amount should be smaller than Number of Servers";
Ec=-1; return(Ec);
end;
else if (traffErlang<0) or (Nsrv<0) then do;
*put "Both Erlang amount and Number of Servers should be larger
than 0";
Ec=-2; return(Ec);
end;
else if abs(int(Nsrv)-Nsrv)>1E-8 then do;
*put "Number of Servers should be integer";
Ec=-3; return(Ec);
end;
else do;
_p= PDF('POISSON', Nsrv, traffErlang);
denom = _p
+ (1-traffErlang/Nsrv)*CDF('POISSON', Nsrv-1, traffErlang);
Ec = _p / denom;
return (Ec);
end;
endsub;
function ErlcGoS(Nsrv, traffErlang, AHT, AWT);
/*
Entry : ErlcGoS
Purpose : Compute the Probability an arriving call will be put in
queue and wait for no more than AWT when the average
handling time is AHT. This term is also called Grade of
Service (GoS). Note that the probability that an
arriving call will NOT be put in queue is:
P=1-ErlcFractionDelay();
Usage : GoS=ErlcGoS(Nsrv, traffErlang, AHT, AWT)
Inputs : Nsrv=Number of Server (CSR)
traffErlang=Traffic in Erlang
AHT=Average Handling Time
AWT=Average Waiting Time
Handle Error : Return -1 if traffic in Erlang is larger than the number
of
servers;
Return -2 if either traffic in Erlang or Number of
servers is
negative;
Return -3 if number of servers is not integer;
Return -4 if either of two time parameters is
negative;
*/
if traffErlang>Nsrv then do;
*put "Erlang amount should be smaller than Number of Servers";
GoS=-1; return(GoS);
end;
else if (traffErlang<0) or (Nsrv<0) then do;
*put "Both Erlang amount and Number of Servers should be larger
than 0";
GoS=-2; return(GoS);
end;
else if abs(int(Nsrv)-Nsrv)>1E-8 then do;
*put "Number of Servers should be integer";
GoS=-3; return(GoS);
end;
else if AHT<0 or AWT<0 then do;
put "Both Average Holding Time and Average Waiting Time should
be >0";
GoS=-4; return(GoS);
end;
else do;
GoS = 1-ErlcFractionDelay(Nsrv, traffErlang)*exp(-1*(Nsrv-traffErlang)
*AWT/AHT);
return(GoS);
end;
endsub;
function ErlcNsrv(traffErlang, Erlc_max);
/*
Entry : ErlcNsrv
Purpose : Compute the required number of servers (CSRs) to handle
given traffic load with queuing probability no more than
Erlc_max
Usage : N=ErlcNsrv(traffErlang, Erlc_max)
Inputs : traffErlang=Traffic load in Erlang
Erlc_max=max Queuing probability
Handle Error : Return -1 if max queuing probability is not within (0, 1
)
range so to violate probability definition;
Return -2 if traffic in Erlang is negative;
*/
/*REF:
Algorithm is based on that from paper "Method for Fast
Estimation of Contact Centre Parameters Using
Erlang C Model" by Tibor Mi甁琀栀, Erik Chrom
and Ivan Baronák from Slovak University of
Technology. This paper appeared at "The Third
International Conference on Communication
Theory, Reliability, and Quality of Service",
2010
*/
if Erlc_max>=1 or Erlc_max<=0 then do;
*put "Max Erlang-C value should be between 0 and 1";
N=-1; return(N);
end;
else if traffErlang<0 then do;
*put "Traffic in Erlang should be >0";
N=-2; return(N);
end;
else do;
_k=floor(traffErlang)+1; s=0;
do N=1 to _k;
s=(1+s)*N/traffErlang;
end;
_threshold=(1-Erlc_max)/((1-traffErlang/N)*Erlc_max);
do while (s<=_threshold);
N=N+1;
s=(1+s)*N/traffErlang;
_threshold=(1-Erlc_max)/((1-traffErlang/N)*Erlc_max);
end;
return(N);
end;
endsub;
function ErlcNsrvFromGoS( traffErlang, AHT, AWT, GoS);
/*
Entry : ErlcNsrvFromGoS
Purpose : Compute the required number of servers (CSRs) to handle
given traffic load with given service level (GoS):
Average Handling Time /
the Probability an arriving call is put in queue
and wait no more than Average Waiting Time
Usage : N=ErlcNsrvFromGoS( traffErlang, AHT, AWT, GoS)
Inputs : traffErlang=Traffic load in Erlang
AHT=Average Handling Time
AWT=Average Waiting Time
GoS=probability an arriving Call in put in queue
but wait no more than AWT
Handle Error : Return -1 if either time parameter is negative;
Return -2 if queuing probability is not in (0, 1) range;
Return -3 if traffic in Erlang is negative
*/
if AHT<0 or AWT<0 then do;
*put "Both Average Holding Time and Average Waiting Time should
be >0";
N0=-1; return(N0);
end;
else if GoS<0 or GoS>1 then do;
*put "GoS should be between 0 and 1";
N0=-2; return(N0);
end;
else if traffErlang<0 then do;
*put "Traffic in Erlang must be positive real number";
N0=-3; return(N0);
end;
else do;
N0=floor(traffErlang)+1;
_GoS=ErlcGoS(N0, traffErlang, AHT, AWT);
do while (_GoS<=GoS);
N0=N0+1;
_GoS=ErlcGoS(N0, traffErlang, AHT, AWT);
end;
return(N0);
end;
endsub;
function ErlcNsrvFromWait( traffErlang, AHT, AWT);
/*
Entry : ErlcNsrvFromWait
Purpose : Compute the required number of servers (CSRs) to handle
given traffic load with given Average Handling Time and
no more than given Average Waiting Time
Usage : N=ErlcNsrvFromWait( traffErlang, AHT, AWT)
Inputs : traffErlang=Traffic load in Erlang
AHT=Average Handling Time
AWT=Average Waiting Time
Handle Error : Return -1 if either time parameter is negative;

Return -2 if traffic in Erlang is negative
*/
if AHT<0 or AWT<0 then do;
*put "Both Average Holding Time and Average Waiting Time should
be >0";
Nsrv=-1; return(Nsrv);
end;
else if traffErlang<0 then do;
*put "Traffic in Erlang must be positive real number";
N0=-2; return(N0);
end;
else do;
Nsrv=floor(traffErlang)+1;
c=ErlcWait (Nsrv, traffErlang, AHT);
do while(c>AWT);
Nsrv=Nsrv+1;
c=ErlcWait (Nsrv, traffErlang, AHT);;
end;
return (Nsrv);
end;
endsub;
function ErlcNwaiting(Nsrv, traffErlang);
/*
Entry : ErlcNwaiting
Purpose : Compute the average number of calls waiting
in queue, given number of servers and traffic
in Erlang
Usage : N=ErlcNwaiting(Nsrv, traffErlang)
Inputs : Nsrv=Number of Server
traffErlang=Traffic load in Erlang
Handle Error : Return -1 if traffic in Erlang is larger than number
of servers;
Return -2 if number of servers is negative
Return -3 if traffic in Erlang is negative
Return -4 if number of servers is not integer
*/
if traffErlang>Nsrv then do;
*put "Erlang amount should be smaller than Number of Servers";
Q=-1; return(Q);
end;
else if (Nsrv<0) then do;
*put "Both Erlang amount and Number of Servers should be larger
than 0";
Q=-2; return(Q);
end;
else if traffErlang<0 then do;
*put "Traffic in Erlang must be positive real number";
Q=-3; return(Q);
end;
else if abs(int(Nsrv)-Nsrv)>1E-8 then do;
*put "Number of Servers should be integer";
Q=-4; return(Q);
end;
else do;
Q=traffErlang/(Nsrv-traffErlang)*ErlcFractionDelay(Nsrv,
traffErlang);
return(Q);
end;
endsub;
function ErlcTrafFromFractionDelay(Nsrv, fractionDelay);
/*
Entry : ErlcTrafFromFractionDelay
Purpose : Compute the max traffic load that N servers
can handle with queuing probability less or equal
to fractionDelay.
Usage : A=ErlcTrafFromFractionDelay(Nsrv, fractionDelay)
Inputs : Nsrv=Number of Server
fractionDelay=Probability of waiting in queue
when a call arrives
Handle Error : Return -1 if probability of waiting in Queue is not
in range of (0, 1)
Return -2 if number of servers is negative

Return -3 if number of servers is not integer
*/
/* NOTE:
Using Bisection Method to solve for Erlang
given N server and Erlang C number. Bisection
is simple and robust. Speed is not of primiary
concern here.
*/
if fractionDelay>1 or fractionDelay<0 then do;
*put "Number of servers must be positive integers";
c=-1; return(c);
end;
else if Nsrv<=0 then do;
*put "Fraction of Delay must be real number between 0 and 1";
c=-2; return(c);
end;
else if abs(int(Nsrv)-Nsrv)>1E-8 then do;;
c=-3; return(c);
end;
else do;
min=1E-8; max=Nsrv-1E-8;
itermax=500; iter=1;
do while (iter<=itermax);
c=(min+max)/2;
_x=ErlcFractionDelay(Nsrv, c)-fractionDelay;
if abs(_x)<1E-8 or abs(max-min)/2<1E-8 then do;

iter=itermax+1;
end;
else do;
iter=iter+1;
_tmp=ErlcFractionDelay(Nsrv, max)-fractionDelay;
if sign(_x)=sign(_tmp) then max=c;
else min=c;
end;
end;
return (c);
end;
endsub;
function ErlcWait (Nsrv, traffErlang, AHT);
/*
Entry : ErlcWait
Purpose : Compute the Average Speed of Answer (ASA, also called
Average Waiting Time, AWT), given the number of servers,
traffic in Erlang and average handling time.
Usage : N=ErlcWait(Nsrv, traffErlang, AHT)
Inputs : Nsrv=Number of Server
traffErlang=Traffic load in Erlang
AHT=Average Handling Time
Handle Error : Return -1 if Average Handling Time is negative
Return -2 if number of servers is negative
Return -3 if traffic in Erlang is negative
Return -4 if number of servers is not integer
Return -5 if traffic in Erlang is larger than the
number of servers
*/
if AHT<0 then do;
*put "Average Holding Time should be >0";
ASA=-1; return(ASA);
end;
else if (Nsrv<0) then do;
*put "Both Erlang amount and Number of Servers should be larger
than 0";
ASA=-2; return(ASA);
end;
else if traffErlang<0 then do;
*put "Traffic in Erlang must be positive real number";
ASA=-3; return(ASA);
end;
else if abs(int(Nsrv)-Nsrv)>1E-8 then do;
*put "Number of Servers should be integer";
ASA=-4; return(ASA);
end;
else if traffErlang>Nsrv then do;
ASA=-5; return(ASA);
end;
else do;
ASA=ErlcFractionDelay(Nsrv, traffErlang)*AHT/(Nsrv-traffErlang);
return(ASA);
end;
endsub;
function ErlcK (Nsrv, traffErlang);
/*
Entry : ErlcK
Purpose : Compute the average number of calls in queue, given
number of servers and traffic in Erlang. It is the
sum of average number of calls being served (traffErlang
)
and average number of calls waiting in queue.
Usage : N=ErlcK(Nsrv, traffErlang)
Inputs : Nsrv=Number of Server
traffErlang=Traffic load in Erlang
Handle Error : Return -1 if traffic in Erlang is larger than number
of servers;
Return -2 if number of servers is negative
Return -3 if traffic in Erlang is negative
Return -4 if number of servers is not integer
*/
if traffErlang>Nsrv then do;
*put "Erlang amount should be smaller than Number of Servers";
K=-1; return(K);
end;
else if (Nsrv<0) then do;
*put "Both Erlang amount and Number of Servers should be larger
than 0";
K=-2; return(K);
end;
else if traffErlang<0 then do;
*put "Traffic in Erlang must be positive real number";
K=-3; return(K);
end;
else if abs(int(Nsrv)-Nsrv)>1E-8 then do;
*put "Number of Servers should be integer";
K=-4; return(K);
end;
else do;
K = traffErlang*(1+ ErlcFractionDelay(Nsrv, traffErlang)/(Nsrv-
traffErlang));
return (K);
end;
endsub;
function ErlcT( Nsrv, traffErlang, AHT);
/*
Entry : ErlcT
Purpose : Compute the average time a call will spend in the system,
which is the sum of average handling time and average
waiting time (ASA). Three relavent parameters are
number of servers, traffic in Erlang and average
handling
time.
Usage : N=ErlcT(Nsrv, traffErlang, AHT)
Inputs : Nsrv=Number of Server
traffErlang=Traffic load in Erlang
AHT=Average Handling Time
Handle Error : Return -1 if average handling time is negative;

Return -2 if number of servers is negative
Return -3 if traffic in Erlang is negative
Return -4 if number of servers is not integer
Return -5 if traffic in Erlang is larger than number
of servers
*/
if AHT<0 then do;
*put "Average Holding Time should be >0";
T=-1; return(T);
end;
else if (Nsrv<0) then do;
*put "Both Erlang amount and Number of Servers should be larger
than 0";
T=-2; return(T);
end;
else if traffErlang<0 then do;
*put "Traffic in Erlang must be positive real number";
T=-3; return(T);
end;
else if abs(int(Nsrv)-Nsrv)>1E-8 then do;
*put "Number of Servers should be integer";
T=-4; return(T);
end;
else if traffErlang>Nsrv then do;
T=-5; return(T);
end;
else do;
T=AHT + AHT*ErlcFractionDelay(Nsrv, traffErlang)/((Nsrv-
traffErlang));
return(T);
end;
endsub;
run;
options cmplib=sasuser.funcs;
data _null_;
lambda=667; AHT=150; AWT=20;
A=lambda*150/3600;

do j=1 to 10;
N=floor(A)+j;
Pc=ErlcFractionDelay(N, A);
GoS=ErlcGoS(N, A, AHT, AWT);
Q=ErlcNwaiting(N, A);
T=ErlcT(N, A, AHT);
K=ErlcK(N, A);
rho=A/N;
put N= @8 Pc= percent.4 @16 K= bestd8.1 @26 T= bestd8.1
@38 Q= bestd8.1 @50 Gos= bestd8.1 @62 rho= percent8.4;
end;
run;
Posted by Liang Xie at 7/12/2012 03:51:00 PM
s******0
发帖数: 1269
2
高深啊
k*****n
发帖数: 361
3
高深
e*******r
发帖数: 481
4
queuing theory.

The

【在 k*z 的大作中提到】
: http://saslist.com/blog/2012/07/13/sas-functions-for-computing-
: http://listserv.uga.edu/cgi-bin/wa?A2=ind1210c&L=sas-l&F=&S=&P=
: SAS functions for computing parameters in Erlang-C model
: Call center management is both Arts and Sciences. While driving moral and
: setting up strategies is more about Arts, staffing and servicing level
: configuration based on call load is in the domain of Sciences.
: The science part of call center management is based on Queueing Theory,
: which studies "the Phenomena of standing, waiting and serving" [1], [2].The
: queueing model abstracts the complex phenomena of call center acticities
: into an idealized mathematical framework, so that it is possible to study

1 (共1页)
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