A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation

G. Horváth, P. Buchholz, M. Telek

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

51 Citations (Scopus)

Abstract

This paper proposes a two-step Markov arrival process (MAP) fitting approach, where the first step is the phase type fitting of the inter-arrival time and the second step is the approximation of the first n lag correlation values. Depending on the description of the arrival process to approximate various phase type fitting methods can be applied for the first step. In the second step the approximation of the lag correlation values is computed through a non-linear optimization problem. Numerical examples demonstrate the abilities and the limits of the fitting method.

Original languageEnglish
Title of host publicationQEST 2005 - Proceedings Second International Conference on the Quantitative Evaluation of SysTems
Pages124-133
Number of pages10
DOIs
Publication statusPublished - Dec 1 2005
EventQEST 2005 - Second International Conference on the Quantitative Evaluation of SysTems - Torino, Italy
Duration: Sep 19 2005Sep 22 2005

Publication series

NameQEST 2005 - Proceedings Second International Conference on the Quantitative Evaluation of SysTems
Volume2005

Other

OtherQEST 2005 - Second International Conference on the Quantitative Evaluation of SysTems
CountryItaly
CityTorino
Period9/19/059/22/05

Keywords

  • Inter-arrival time distribution
  • Lag correlation
  • Markov arrival process fitting

ASJC Scopus subject areas

  • Engineering(all)

Cite this

Horváth, G., Buchholz, P., & Telek, M. (2005). A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation. In QEST 2005 - Proceedings Second International Conference on the Quantitative Evaluation of SysTems (pp. 124-133). [1595788] (QEST 2005 - Proceedings Second International Conference on the Quantitative Evaluation of SysTems; Vol. 2005). https://doi.org/10.1109/QEST.2005.1