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A Fast EM Algorithm for Fitting Marked Markovian Arrival Processes with a New Special Structure
13 references·1 citing·22 second hop
A Fast EM Algorithm for Fitting Marked Markovian Arrival Processes with a New Special Structure (2013)A Fast EM Algorithm for Fitting Marked Ma…A refined EM algorithm for PH distributions (2011)A refined EM algorithm for PH…Multi-class Markovian arrival processes and their parameter fitting (2010)Multi-class Markovian arrival…Faster Maximum Likelihood Estimation Algorithms for Markovian Arrival Processes (2009)Faster Maximum Likelihood Est…A Heuristic Approach for Fitting MAPs to Moments and Joint Moments (2009)A Heuristic Approach for Fitt…KPC-Toolbox: Simple Yet Effective Trace Fitting Using Markovian Arrival Processes (2008)KPC-Toolbox: Simple Yet Effec…A minimal representation of Markov arrival processes and a moments matching method (2007)A minimal representation of M…A Novel Approach for Phase-Type Fitting with the EM Algorithm (2006)A Novel Approach for Phase-Ty…A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation (2005)A MAP fitting approach with i…Modeling IP traffic using the batch Markovian arrival process (2003)Modeling IP traffic using the…An EM-Algorithm for MAP Fitting from Real Traffic Data (2003)An EM-Algorithm for MAP Fitti…An EM Algorithm for Batch Markovian Arrival Processes and its Comparison to a Simpler Estimation Procedure (2002)An EM Algorithm for Batch Mar…Introduction to Matrix Analytic Methods in Stochastic Modeling (1999)Introduction to Matrix Analyt…Markov chains with marked transitions11This research was supported in part by Grant No. DMI-930628 from the National Science Foundation and the K.C. Wang Education Foundation. (1998)Markov chains with marked tra…Fitting Phase-Type Distributions and Markovian Arrival Processes: Algorithms and Tools (2016)Fitting Phase-Type Distributi…Applied Probability and Queues (1987)New results on the single server queue with a batch markovian arrival process (1991)Queue Length Distribution in a FIFO Single-Server Queue with Multiple Arrival Streams Having Different Service Time Distributions (2001)Applied Probability and Queues (2003)Markovian arrivals in stochastic modelling: a survey and some new results (2010)The Markov-modulated Poisson process (MMPP) cookbook (1993)Matrix-Analytic Methods in Stochastic Models (2014)Marked point processes as limits of Markovian arrival streams (1993)Analysis of the adaptive MMAP[K]/PH[K]/1 queue: A multi-type queue with adaptive arrivals and general impatience (2012)Analysis and optimization of Guard Channel Policy in cellular mobile networks with account of retrials (2013)Queueing systems with correlated arrival flows and their applications to modeling telecommunication networks (2017)Structured Stochastic Matrices of M/G/1 Type and Their Applications. (1991)Model-Driven System Capacity Planning under Workload Burstiness (2009)Cluster-based fitting of phase-type distributions to empirical data (2012)Introduction to Matrix Analytic Methods in Stochastic Modeling (2000)Markovian Arrival Process Parameter Estimation With Group Data (2009)The Batch Markovian Arrival Process: A Review and Future Work (2001)Telephone Call Centers: Tutorial, Review, and Research Prospects (2003)Fundamentals of Matrix-Analytic Methods (2013)Trace data characterization and fitting for Markov modeling (2009)Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions (2010)Risk processes analyzed as fluid queues (2004)
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References

  • 1999Introduction to Matrix Analytic Methods in Stochastic Modeling1,988 cited
  • 2003Modeling IP traffic using the batch Markovian arrival process251 cited
  • 2006A Novel Approach for Phase-Type Fitting with the EM Algorithm217 cited
  • 2007A minimal representation of Markov arrival processes and a moments matching method152 cited
  • 1998Markov chains with marked transitions11This research was supported in part by Grant No. DMI-930628 from the National Science Foundation and the K.C. Wang Education Foundation.129 cited
  • 2002An EM Algorithm for Batch Markovian Arrival Processes and its Comparison to a Simpler Estimation Procedure90 cited
  • 2005A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation85 cited
  • 2003An EM-Algorithm for MAP Fitting from Real Traffic Data78 cited
  • 2010Multi-class Markovian arrival processes and their parameter fitting69 cited
  • 2008KPC-Toolbox: Simple Yet Effective Trace Fitting Using Markovian Arrival Processes64 cited
  • 2011A refined EM algorithm for PH distributions55 cited
  • 2009A Heuristic Approach for Fitting MAPs to Moments and Joint Moments43 cited
  • 2009Faster Maximum Likelihood Estimation Algorithms for Markovian Arrival Processes35 cited

Cited by

  • 2016Fitting Phase-Type Distributions and Markovian Arrival Processes: Algorithms and Tools

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28 cited