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

Sonraí bibleagrafaíochta
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]
Príomhchruthaitheoir: Burkatovskaya Yu. B. Yuliya Borisovna
Údar corparáideach: Томский политехнический университет Институт кибернетики, ИК
Rannpháirtithe: Kbanova T. V. Tatjyana Vladimirovna, Tokareva O. S. Olga Sergeevna
Achoimre: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
Teanga:Béarla
Foilsithe / Cruthaithe: 2014
Ábhair:
Rochtain ar líne:http://dx.doi.org/10.1007/978-3-319-44615-8_2
Formáid: Leictreonach Caibidil leabhair
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=650785

MARC

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200 1 |a Sign CUSUM Algorithm for Change-Point Detection of the MMPP Controlling Chain State  |f Yu. B. Burkatovskaya, T. V. Kbanova, O. S. Tokareva 
203 |a Text  |c electronic 
300 |a Title screen 
320 |a [References: 14 tit.] 
330 |a 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. 
333 |a Режим доступа: по договору с организацией-держателем ресурса 
461 |t Communications in Computer and Information Science 
463 |t Vol. 638 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications, ITMM 2016  |o 15th International Scientific Conference, named after A. F. Terpugov, Katun, Russia, September 12-16, 2016  |o proceedings  |f eds. A. Dudin [et al.]  |v [P. 18-33]  |d 2014 
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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 Kbanova  |b T. V.  |g Tatjyana Vladimirovna 
701 1 |a Tokareva  |b O. S.  |c specialist in the field of informatics and computer technology  |c Associate Professor of Tomsk Polytechnic University, candidate of technical sciences  |f 1966-  |g Olga Sergeevna  |3 (RuTPU)RU\TPU\pers\36906  |9 19935 
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