Results 161 to 170 of about 1,619 (185)
Circulant Preconditioners for Markov-Modulated Poisson Processes and Their Applications to Manufacturing Systems [PDF]
SIAM Journal on Matrix Analysis and Applications, 1997 Summary: The Markov-modulated Poisson process (MMPP) is a generalization of the Poisson process and is commonly used in modeling the input process of communication systems such as data traffic systems and ATM networks. In this paper, we give fast algorithms for solving queueing systems and manufacturing systems with MMPP inputs.
Wai Ki Ching +2 more
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Semi-Markov modulated Poisson process: probabilistic and statistical analysis
Mathematical Methods of Operations Research, 2006The authors consider a Poisson process with the arrival rate function represented by a stationary stochastic process \(Z\). The process \(Z\) is supposed to be modulated by a stochastic process \(Y\) with a discrete state space \(E\) such that \(Z_{t}=\lambda(Y_{t})\) for all \(t\geq 0\) where \(\lambda(i)\) is the rate of arrivals when the state of ...
Suleyman Özekici
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Robust EM algorithms for Markov modulated Poisson processes
Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187), 2002We consider robust filtering and smoothing for Markov modulated Poisson processes. Using the EM algorithm, these filters and smoothers can be applied to estimate the parameters of our model. Our dynamics do not involve stochastic integrals and our new formulae, in terms of time integrals, are easily discretized.
Robert J. Elliott, W. Paul Malcolm
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Cyclic markov modulated poisson processes in traffic characterization
Communications in Statistics. Stochastic Models, 1996Summary: A new class of Markov modulated Poisson processes (MMPP) is introduced where arrival rates vary according to a cyclic Markov chain. A closed form expression for the autocovariance function of the arrival rate process is derived and a recursive procedure for its calculation is given.
Chen, David Teyao, Rieders, Maria
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A New Dependence Model for Heterogeneous Markov Modulated Poisson Processes
2018 IFIP Networking Conference (IFIP Networking) and Workshops, 2018Markov Modulated Poisson Process (MMPP) has been extensively studied in random process theory and widely applied in various applications involving Poisson arrivals whose rate varies following a Markov process. The most general form of aggregated MMPP is the superposition of heterogeneous MMPPs (HeMMPP), in which each constituent MMPP has different ...
Fang Dong 0004 +2 more
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Copula-based parameter estimation for Markov-modulated Poisson Process
2017 IEEE/ACM 25th International Symposium on Quality of Service (IWQoS), 2017Markov-modulated Poisson Process (MMPP) has been extensively studied in random process theory and widely used as a network traffic model. Most methods for estimating MMPP parameters are based on the exact arrival times. Nevertheless, in many applications it is costly to record the exact time of each arrival.
Fang Dong 0004 +2 more
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Multiscale Fitting Procedure Using Markov Modulated Poisson Processes
Telecommunication Systems, 2003This paper proposes a parameter fitting procedure using Markov Modulated Poisson Processes (MMPPs) that leads to accurate estimates of queuing behavior for network traffic exhibiting long-range dependence behavior. The procedure matches both the autocovariance and marginal distribution of the counting process.
Paulo Salvador 0001 +2 more
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An EM algorithm for estimation in Markov-modulated Poisson processes
Computational Statistics and Data Analysis, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Filters for estimating Markov modulated poisson processes and image-based tracking
Automatica, 1997The paper studies problems of estimation of parameters and for various statistics of Markov modulated Poisson processes (MMPP), i.e. for doubly stochastic Poisson processes with intensities depending on the state of a continuous time finite Markov chain.
Vikram Krishnamurthy, Robert J. Elliott
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Estimation of the parameters of a Markov-modulated loss process in insurance
Insurance: Mathematics and Economics, 2013 International audienceWe present a new model of loss processes in insurance. The process is a couple $(N, \, L)$ where $N$ is a univariate Markov-modulated Poisson process (MMPP) and $L$ is a multivariate loss process whose behaviour is driven by $N$. We
Armelle Guillou +2 more
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