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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| Autor Principal: | |
| Autor Corporativo: | |
| Outros autores: | , |
| Summary: | 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 |
| Idioma: | inglés |
| Publicado: |
2014
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| Subjects: | |
| Acceso en liña: | http://dx.doi.org/10.1007/978-3-319-44615-8_2 |
| Formato: | Electrónico Capítulo de libro |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=650785 |
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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 | ||
| 610 | 1 | |a электронный ресурс | |
| 610 | 1 | |a труды учёных ТПУ | |
| 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 | |
| 712 | 0 | 2 | |a Томский политехнический университет |b Институт кибернетики, ИК |c 2010-2017 |9 27025 |
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| 856 | 4 | |u http://dx.doi.org/10.1007/978-3-319-44615-8_2 | |
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