CUSUM algorithms for parameter estimation in queueing systems with jump intensity of the arrival process

Yulia Burkatovskaya, Tatiana Kabanova, Sergey Vorobeychikov

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

Abstract

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.

Original languageEnglish
Title of host publicationCommunications in Computer and Information Science
PublisherSpringer Verlag
Pages275-288
Number of pages14
Volume564
ISBN (Print)9783319258607
DOIs
Publication statusPublished - 2015
Event14th International Scientific Conference on Information Technologies and Mathematical Modelling, ITMM 2015 - Anzhero-Sudzhensk, Russian Federation
Duration: 18 Nov 201522 Nov 2015

Publication series

NameCommunications in Computer and Information Science
Volume564
ISSN (Print)18650929

Other

Other14th International Scientific Conference on Information Technologies and Mathematical Modelling, ITMM 2015
CountryRussian Federation
CityAnzhero-Sudzhensk
Period18.11.1522.11.15

Keywords

  • CUSUM algorithm
  • Jump intensity
  • Markov-modulated Poisson process

ASJC Scopus subject areas

  • Computer Science(all)

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  • Activities

    • 1 Participation in conference

    The International MultiConference of Engineers and Computer Scientists

    Yulia Borisovna Burkatovskaya (Participant), & Andrey Vladimirovich Proskokov (Participant)

    16 Mar 201618 Mar 2016

    Activity: Participating in or organising an event typesParticipation in conference

    Cite this

    Burkatovskaya, Y., Kabanova, T., & Vorobeychikov, S. (2015). CUSUM algorithms for parameter estimation in queueing systems with jump intensity of the arrival process. In Communications in Computer and Information Science (Vol. 564, pp. 275-288). (Communications in Computer and Information Science; Vol. 564). Springer Verlag. https://doi.org/10.1007/978-3-319-25861-4_24