CUSUM Algorithms for Parameter Estimation in Queueing Systems with Jump Intensity of the Arrival Process
| Parent link: | Communications in Computer and Information Science Vol. 564 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications.— 2015.— [P. 81-90] |
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| Sumari: | 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 |
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2015
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| Accés en línia: | http://dx.doi.org/10.1007/978-3-319-25861-4_24 |
| Format: | Electrònic Capítol de llibre |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=646362 |
| Sumari: | 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 |
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| DOI: | 10.1007/978-3-319-25861-4_24 |