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
| 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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| Autore principale: | |
| Ente Autore: | |
| Altri autori: | , |
| Riassunto: | 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 |
| Lingua: | inglese |
| Pubblicazione: |
2015
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| Soggetti: | |
| Accesso online: | http://dx.doi.org/10.1007/978-3-319-25861-4_24 |
| Natura: | Elettronico Capitolo di libro |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=646362 |
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| 200 | 1 | |a CUSUM Algorithms for Parameter Estimation in Queueing Systems with Jump Intensity of the Arrival Process |f Yu. B. Burkatovskaya, T. V. Kabanova, S. E. Vorobeychikov | |
| 203 | |a Text |c electronic | ||
| 300 | |a Title screen | ||
| 320 | |a [References: 14 tit.] | ||
| 330 | |a 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. | ||
| 333 | |a Режим доступа: по договору с организацией-держателем ресурса | ||
| 461 | |t Communications in Computer and Information Science | ||
| 463 | |t Vol. 564 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications |o 14th International Scientific Conference, ITMM 2015, named after A. F. Terpugov, Anzhero-Sudzhensk, Russia, November 18-22, 2015 |o proceedings |v [P. 81-90] |d 2015 | ||
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| 700 | 1 | |a Burkatovskaya |b Yu. B. |c mathematician |c associate Professor of Tomsk Polytechnic University, candidate of physico-mathematical Sciences |f 1973- |g Yuliya Borisovna |3 (RuTPU)RU\TPU\pers\36259 |9 19335 | |
| 701 | 1 | |a Kabanova |b T. V. |g Tatjyana Valerjevna | |
| 701 | 1 | |a Vorobeychikov |b S. E. |g Sergey Erikovich | |
| 712 | 0 | 2 | |a Национальный исследовательский Томский политехнический университет (ТПУ) |b Институт кибернетики (ИК) |b Кафедра вычислительной техники (ВТ) |3 (RuTPU)RU\TPU\col\18699 |
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