A New Approach for Computing Conditional Probabilities of General Stochastic Processes

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	Similar Articles Articles by Fabian Wickborn Articles by Claudia Isensee Articles by Thomas Simon Articles by Sanja Lazarova-Molnar Articles by Graham Horton

39th Annual Simulation Symposium (ANSS'06)

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

DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/ANSS.2006.7

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

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