CUSUM Algorithms for Parameter Estimation in Queueing Systems with Jump Intensity of the Arrival Process / Yu. B. Burkatovskaya, T. V. Kabanova, S. E. Vorobeychikov
Уровень набора: Communications in Computer and Information ScienceЯзык: английский.Резюме или реферат: The problem of Markov-modulated Poisson process intensities estimating is studied. A new approach based on sequential change point detection method is proposed to determine switching points of the flow parameter. Both the intensities of the controlling Markovian chain and the intensities of the flow of events are estimated. The results of simulation are presented..Примечания о наличии в документе библиографии/указателя: [References: 14 tit.].Аудитория: .Тематика: электронный ресурс | труды учёных ТПУ | пуассоновские процессы | скачки | интенсивность | алгоритмы Ресурсы он-лайн:Щелкните здесь для доступа в онлайнНет реальных экземпляров для этой записи
Title screen
[References: 14 tit.]
The problem of Markov-modulated Poisson process intensities estimating is studied. A new approach based on sequential change point detection method is proposed to determine switching points of the flow parameter. Both the intensities of the controlling Markovian chain and the intensities of the flow of events are estimated. The results of simulation are presented.
Для данного заглавия нет комментариев.
Личный кабинет оставить комментарий.