loading...
 This Article 
   
 Share 
   
 Bibliographic References 
   
 Add to: 
 
Digg
Furl
Spurl
Blink
Simpy
Google
Del.icio.us
Y!MyWeb
 
 Search 
   
39th Annual Simulation Symposium (ANSS'06)
A New Approach for Computing Conditional Probabilities of General Stochastic Processes
Huntsville, Alabama
April 02-April 06
ISBN: 0-7695-2559-8
ASCII Text
x 
 
Fabian Wickborn, Claudia Isensee, Thomas Simon, Sanja Lazarova-Molnar, Graham Horton, "A New Approach for Computing Conditional Probabilities of General Stochastic Processes," Simulation Symposium, Annual, pp. 152-159, 39th Annual Simulation Symposium (ANSS'06), 2006.
 
 
BibTex
x
 
@article{ 10.1109/ANSS.2006.7,
author = {Fabian Wickborn and Claudia Isensee and Thomas Simon and Sanja Lazarova-Molnar and Graham Horton},
title = {A New Approach for Computing Conditional Probabilities of General Stochastic Processes},
journal ={Simulation Symposium, Annual},
volume = {0},
year = {2006},
issn = {1080-241X},
pages = {152-159},
doi = {http://doi.ieeecomputersociety.org/10.1109/ANSS.2006.7},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
x 
 
TY - CONF
JO - Simulation Symposium, Annual
TI - A New Approach for Computing Conditional Probabilities of General Stochastic Processes
SN - 1080-241X
SP152
EP159
A1 - Fabian Wickborn,
A1 - Claudia Isensee,
A1 - Thomas Simon,
A1 - Sanja Lazarova-Molnar,
A1 - Graham Horton,
PY - 2006
KW - null
VL - 0
JA - Simulation Symposium, Annual
ER -
 
Fabian Wickborn, Otto-von-Guericke Universität Magdeburg, Germany
Claudia Isensee, Otto-von-Guericke Universität Magdeburg, Germany
Thomas Simon, Otto-von-Guericke Universität Magdeburg, Germany
Sanja Lazarova-Molnar, Otto-von-Guericke Universität Magdeburg, Germany
Graham Horton, Otto-von-Guericke Universität Magdeburg. Germany
In this paper Hidden Markov Model algorithms are considered as a method for computing conditional properties of continuous-time stochastic simulation models. The goal is to develop an algorithm that adapts known Hidden Markov Model algorithms for use with proxel-based simulation. It is shown how the Forward- and Viterbi-algorithms can be directly integrated in the proxel-method. The possibility of integrating the more complex Baum-Welch-algorithm is theoretically addressed. Experiments are conducted to determine the practicability of the new approach and to illustrate the type of analysis that is possible.
Citation:
Fabian Wickborn, Claudia Isensee, Thomas Simon, Sanja Lazarova-Molnar, Graham Horton, "A New Approach for Computing Conditional Probabilities of General Stochastic Processes," anss, pp.152-159, 39th Annual Simulation Symposium (ANSS'06), 2006
Usage of this product signifies your acceptance of the Terms of Use.