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

Бібліографічні деталі
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]
Автор: Burkatovskaya Yu. B. Yuliya Borisovna
Співавтор: Томский политехнический университет Институт кибернетики, ИК
Інші автори: Kbanova T. V. Tatjyana Vladimirovna, Tokareva O. S. Olga Sergeevna
Резюме: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
Мова:Англійська
Опубліковано: 2014
Предмети:
электронный ресурс
труды учёных ТПУ
Онлайн доступ:http://dx.doi.org/10.1007/978-3-319-44615-8_2
Формат: Електронний ресурс Частина з книги
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=650785

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