A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation
Authors:
- G. HorvathGHG. Horvath
- P. BuchholzPBP. Buchholz
- M. TelekMTM. Telek
- 1 January 2005
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 2324, 124-133
Abstract
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.Keywords
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