Salah Al-Deen Almousa , Gábor Horváth , Miklós Telek
{"title":"Parameter estimation of Markov modulated fluid arrival processes","authors":"Salah Al-Deen Almousa , Gábor Horváth , Miklós Telek","doi":"10.1016/j.peva.2022.102316","DOIUrl":null,"url":null,"abstract":"<div><p>Markov modulated discrete arrival processes have a wide literature, including parameter estimation methods based on expectation–maximization (EM). In this paper, we investigate the adaptation of these EM based methods to Markov modulated fluid arrival processes (MMFAP), and conclude that only the generator matrix of the modulating Markov chain of MMFAPs can be approximated by EM based method. For the rest of the parameters, the fluid rates and the fluid variances, we investigate the efficiency of numerical likelihood maximization.</p><p>To reduce the computational complexity of the likelihood computation, we accelerate the numerical inverse Laplace transformation step of the procedure with function fitting.</p></div>","PeriodicalId":19964,"journal":{"name":"Performance Evaluation","volume":"157 ","pages":"Article 102316"},"PeriodicalIF":1.0000,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0166531622000256/pdfft?md5=aedc437af6444b2801e92fd5922ca3f7&pid=1-s2.0-S0166531622000256-main.pdf","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Performance Evaluation","FirstCategoryId":"94","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0166531622000256","RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, HARDWARE & ARCHITECTURE","Score":null,"Total":0}
引用次数: 1
Abstract
Markov modulated discrete arrival processes have a wide literature, including parameter estimation methods based on expectation–maximization (EM). In this paper, we investigate the adaptation of these EM based methods to Markov modulated fluid arrival processes (MMFAP), and conclude that only the generator matrix of the modulating Markov chain of MMFAPs can be approximated by EM based method. For the rest of the parameters, the fluid rates and the fluid variances, we investigate the efficiency of numerical likelihood maximization.
To reduce the computational complexity of the likelihood computation, we accelerate the numerical inverse Laplace transformation step of the procedure with function fitting.
期刊介绍：
Performance Evaluation functions as a leading journal in the area of modeling, measurement, and evaluation of performance aspects of computing and communication systems. As such, it aims to present a balanced and complete view of the entire Performance Evaluation profession. Hence, the journal is interested in papers that focus on one or more of the following dimensions:
-Define new performance evaluation tools, including measurement and monitoring tools as well as modeling and analytic techniques
-Provide new insights into the performance of computing and communication systems
-Introduce new application areas where performance evaluation tools can play an important role and creative new uses for performance evaluation tools.
More specifically, common application areas of interest include the performance of:
-Resource allocation and control methods and algorithms (e.g. routing and flow control in networks, bandwidth allocation, processor scheduling, memory management)
-System architecture, design and implementation
-Cognitive radio
-VANETs
-Social networks and media
-Energy efficient ICT
-Energy harvesting
-Data centers
-Data centric networks
-System reliability
-System tuning and capacity planning
-Wireless and sensor networks
-Autonomic and self-organizing systems
-Embedded systems
-Network science
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
