CUSUM Algorithms for Parameter Estimation in Queueing Systems with Jump Intensity of the Arrival Process; Communications in Computer and Information Science; Vol. 564 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications

Opis bibliograficzny
Parent link:Communications in Computer and Information Science
Vol. 564 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications.— 2015.— [P. 81-90]
1. autor: Burkatovskaya Yu. B. Yuliya Borisovna
Korporacja: Национальный исследовательский Томский политехнический университет (ТПУ) Институт кибернетики (ИК) Кафедра вычислительной техники (ВТ)
Kolejni autorzy: Kabanova T. V. Tatjyana Valerjevna, Vorobeychikov S. E. Sergey Erikovich
Streszczenie: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
Język:angielski
Wydane: 2015
Hasła przedmiotowe:
Dostęp online:http://dx.doi.org/10.1007/978-3-319-25861-4_24
Format: Elektroniczne Rozdział
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=646362
Opis
Streszczenie: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
DOI:10.1007/978-3-319-25861-4_24