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

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

Dades bibliogràfiques
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]
Autor principal:	Burkatovskaya Yu. B. Yuliya Borisovna
Autor corporatiu:	Национальный исследовательский Томский политехнический университет (ТПУ) Институт кибернетики (ИК) Кафедра вычислительной техники (ВТ)
Altres autors:	Kbanova T. V. Tatjyana Vladimirovna, Tokareva O. S. Olga Sergeevna
Sumari:	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:	anglès
Publicat:	2014
Matèries:	электронный ресурс труды учёных ТПУ
Accés en línia:	http://dx.doi.org/10.1007/978-3-319-44615-8_2
Format:	Electrònic Capítol de llibre
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=650785

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