Sign CUSUM Algorithm for Change-Point Detection of the MMPP Controlling Chain State; Communications in Computer and Information Science; Vol. 638 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications, ITMM 2016
| Parent link: | Communications in Computer and Information Science Vol. 638 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications, ITMM 2016.— 2014.— [P. 18-33] |
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| Altri autori: | , |
| Riassunto: | Title screen The authors consider the Markov modulated Poisson process with two states of the Markovian controlling chain. The flow intensity of the observed process depends on the unobserved controlling chain state. All the process parameters are supposed to be unknown. The paper develops a new sequential change-point detection method based on the cumulative sum control chart approach to determine the switching points of the flow intensity. Usage of special sign statistics allows the obtaining of theoretical characteristics of the proposed algorithm. Режим доступа: по договору с организацией-держателем ресурса |
| Lingua: | inglese |
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2014
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| Accesso online: | http://dx.doi.org/10.1007/978-3-319-44615-8_2 |
| Natura: | Elettronico Capitolo di libro |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=650785 |
| Riassunto: | Title screen The authors consider the Markov modulated Poisson process with two states of the Markovian controlling chain. The flow intensity of the observed process depends on the unobserved controlling chain state. All the process parameters are supposed to be unknown. The paper develops a new sequential change-point detection method based on the cumulative sum control chart approach to determine the switching points of the flow intensity. Usage of special sign statistics allows the obtaining of theoretical characteristics of the proposed algorithm. Режим доступа: по договору с организацией-держателем ресурса |
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| DOI: | 10.1007/978-3-319-44615-8_2 |