Parallel Computing in Electrical Engineering, 2004. International Conference on (2004)
Sept. 7, 2004 to Sept. 10, 2004
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/PCEE.2004.12
Peter Buchholz , Dortmund University, Germany
Andriy Panchenko , Dresden University of Technology, Germany
In this paper we present an algorithm of the EM-type that performs fitting of PH-distributions with a given number of states to empirical distribution. In contrast to known approaches, the algorithm first generates a discretized representation of the observed data and then performs the fitting. In this way the algorithm is more efficient than other known EM-type methods. By an appropriate discretization, the main part as well as the tail of the distribution can be approximated sufficiently accurate.
P. Buchholz and A. Panchenko, "An EM Algorithm for Fitting of Real Traffic Traces to PH-Distribution," Parallel Computing in Electrical Engineering, 2004. International Conference on(PARELEC), Dresden, Germany, 2004, pp. 283-288.