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

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

Detalles Bibliográficos
Parent link:Communications in Computer and Information Science
Vol. 564 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications.— 2015.— [P. 81-90]
Autor Principal: Burkatovskaya Yu. B. Yuliya Borisovna
Autor Corporativo: Национальный исследовательский Томский политехнический университет (ТПУ) Институт кибернетики (ИК) Кафедра вычислительной техники (ВТ)
Outros autores: 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
Idioma:inglés
Publicado: 2015
Subjects:
электронный ресурс
труды учёных ТПУ
пуассоновские процессы
скачки
интенсивность
алгоритмы
Acceso en liña:http://dx.doi.org/10.1007/978-3-319-25861-4_24
Formato: Electrónico Capítulo de libro
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=646362

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