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Second International Conference on the Quantitative Evaluation of Systems (QEST'05)
A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation
Torino, Italy
September 19-September 22
ISBN: 0-7695-2427-3
ASCII Text
x 
 
G. Horvath, M. Telek, P. Buchholz, "A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation," Quantitative Evaluation of Systems, International Conference on, pp. 124-133, Second International Conference on the Quantitative Evaluation of Systems (QEST'05), 2005.
 
 
BibTex
x
 
@article{ 10.1109/QEST.2005.1,
author = {G. Horvath and M. Telek and P. Buchholz},
title = {A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation},
journal ={Quantitative Evaluation of Systems, International Conference on},
volume = {0},
year = {2005},
isbn = {0-7695-2427-3},
pages = {124-133},
doi = {http://doi.ieeecomputersociety.org/10.1109/QEST.2005.1},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
x 
 
TY - CONF
JO - Quantitative Evaluation of Systems, International Conference on
TI - A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation
SN - 0-7695-2427-3
SP124
EP133
A1 - G. Horvath,
A1 - M. Telek,
A1 - P. Buchholz,
PY - 2005
KW - Markov arrival process fitting
KW - inter-arrival time distribution
KW - lag correlation.
VL - 0
JA - Quantitative Evaluation of Systems, International Conference on
ER -
 
G. Horvath, Technical University of Budapest
M. Telek, Technical University of Budapest
P. Buchholz, Universitat Dortmund

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.

Index Terms:
Markov arrival process fitting, inter-arrival time distribution, lag correlation.
Citation:
G. Horvath, M. Telek, P. Buchholz, "A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation," qest, pp.124-133, Second International Conference on the Quantitative Evaluation of Systems (QEST'05), 2005
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