Sign CUSUM Algorithm for Change-Point Detection of the MMPP Controlling Chain State / Yu. B. Burkatovskaya, T. V. Kbanova, O. S. Tokareva
Уровень набора: Communications in Computer and Information ScienceЯзык: английский.Резюме или реферат: 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..Примечания о наличии в документе библиографии/указателя: [References: 14 tit.].Аудитория: .Тематика: электронный ресурс | труды учёных ТПУ Ресурсы он-лайн:Щелкните здесь для доступа в онлайнНет реальных экземпляров для этой записи
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[References: 14 tit.]
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.
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