NDLI: Fitting Markovian Arrival Processes by Incorporating Correlation into Phase Type Renewal Processes

Content Provider	IEEE Xplore Digital Library
Author	Bause, F. Horvath, G.
Copyright Year	2010
Abstract	This paper presents a novel MAP fitting method. As many recent fitting methods, it is based on the separate fitting of the distribution of the inter-arrival times and the correlation structure of the arrival process. We assume that a Phase-type(PH) distribution representing the inter-arrival times is available. Our procedure obtains a MAP featuring the prescribed PH distributed inter-arrival times and capturing several correlation measures as accurately as possible. The correlation measures being used during the fitting are the joint moments of two inter-arrival times (including higher order ones). Contrary to other available MAP fitting methods, the proposed method does not only fit the lag-1, but also higher lag joint moments. The special MAP structure used for fitting enables to formulate the fitting problem as a non-negative least-squares problem for which efficient numerical implementations exist. Several numerical examples are presented to demonstrate that our method can be used in various practical applications.
Starting Page	97
Ending Page	106
File Size	450320
Page Count	10
File Format	PDF
ISBN	9781424480821
DOI	10.1109/QEST.2010.21
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2010-09-15
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Correlation Correlation Fitting Markovian Arrival Process Switches Artificial neural networks Fitting Method Markov processes Steady-state Moment Fitting Joints Equations
Content Type	Text
Resource Type	Article

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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