Sign CUSUM Algorithm for Change-Point Detection of the MMPP Controlling Chain State

Sign CUSUM Algorithm for Change-Point Detection of the MMPP Controlling Chain State

Manylion Llyfryddiaeth
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]
Prif Awdur:	Burkatovskaya Yu. B. Yuliya Borisovna
Awdur Corfforaethol:	Национальный исследовательский Томский политехнический университет (ТПУ) Институт кибернетики (ИК) Кафедра вычислительной техники (ВТ)
Awduron Eraill:	Kbanova T. V. Tatjyana Vladimirovna, Tokareva O. S. Olga Sergeevna
Crynodeb:	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
Iaith:	Saesneg
Cyhoeddwyd:	2014
Pynciau:	электронный ресурс труды учёных ТПУ
Mynediad Ar-lein:	http://dx.doi.org/10.1007/978-3-319-44615-8_2
Fformat:	Electronig Pennod Llyfr
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=650785

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