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

Podrobná bibliografie
Parent link:Communications in Computer and Information Science
Vol. 564 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications.— 2015.— [P. 81-90]
Hlavní autor: Burkatovskaya Yu. B. Yuliya Borisovna
Korporativní autor: Национальный исследовательский Томский политехнический университет (ТПУ) Институт кибернетики (ИК) Кафедра вычислительной техники (ВТ)
Další autoři: Kabanova T. V. Tatjyana Valerjevna, Vorobeychikov S. E. Sergey Erikovich
Shrnutí: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
Jazyk:angličtina
Vydáno: 2015
Témata:
On-line přístup:http://dx.doi.org/10.1007/978-3-319-25861-4_24
Médium: Elektronický zdroj Kapitola
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=646362

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