CUSUM Algorithms for Parameter Estimation in Queueing Systems with Jump Intensity of the Arrival Process

Bibliographic Details
Parent link:	Communications in Computer and Information Science Vol. 564 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications.— 2015.— [P. 81-90]
Main Author:	Burkatovskaya Yu. B. Yuliya Borisovna
Corporate Author:	Национальный исследовательский Томский политехнический университет (ТПУ) Институт кибернетики (ИК) Кафедра вычислительной техники (ВТ)
Other Authors:	Kabanova T. V. Tatjyana Valerjevna, Vorobeychikov S. E. Sergey Erikovich
Summary:	Title screen The problem of Markov-modulated Poisson process intensities estimating is studied. A new approach based on sequential change point detection method is proposed to determine switching points of the flow parameter. Both the intensities of the controlling Markovian chain and the intensities of the flow of events are estimated. The results of simulation are presented. Режим доступа: по договору с организацией-держателем ресурса
Published:	2015
Subjects:	электронный ресурс труды учёных ТПУ пуассоновские процессы скачки интенсивность алгоритмы
Online Access:	http://dx.doi.org/10.1007/978-3-319-25861-4_24
Format:	Electronic Book Chapter
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=646362

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