A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation

QEST 2005 - Proceedings Second International Conference on the Quantitative Evaluation of SysTems

Volumn 2005, Issue , 2005, Pages 124-133

  Horvath G ^a   Buchholz, P ^b   Telek, M ^a  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Inter arrival time distribution; Lag correlation; Markov arrival process fitting

Indexed keywords

INTER-ARRIVAL TIME DISTRIBUTION; LAG CORRELATION; MARKOV ARRIVAL PROCESS (MAP) FITTING;

CORRELATION METHODS; NONLINEAR SYSTEMS; NUMERICAL ANALYSIS; OPTIMIZATION; PROBLEM SOLVING;

MARKOV PROCESSES;

EID: 33746370622     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/QEST.2005.1     Document Type: Conference Paper

References (17)

1. A. T. Andersen and B. F. Nielsen. A markovian approach for modeling packet traffic with long-range dependence. IEEE Journal on Selected Areas in Communications, 16(5):719-732, 1998.
2. S. Asmussen and O. Nerman. Fitting Phase-type distributions via the EM algorithm. In Proceedings: "Symposium i Advent Statistik", pages 335-346, Copenhagen, 1991.
3. A. Bobbio and A. Cumani. ML estimation of the parameters of a PH distribution in triangular canonical form. In G. Balbo and O. Serazzi, editors, Computer Performance Evaluation, pages 33-46. Elsevier Science Publishers, 1992.
4. P. Buchholz. An em-algorithm for map fitting from real traffic data. In Computer Performance Evaluation Modelling Techniques and Tools (TOOLS), LNCS 2794, pages 218-236, Urbane, IL, USA, 2003. Springer.
5. P. Buchholz and A. Panchenko. A two-step em-algorithm for map fitting. In 19th Int. Symp. on Computer and Information Sciences (ISCIS'2004), LNCS 3280, pages 217-227, Antalya, Turkey, 2004. Springer.
6. A. Cumani. On the canonical representation of homogeneous Markov processes modelling failure-time distributions. Microelectronics and Reliability, 22:583-602, 1982.
7. R. El Abdouni Khayari, R. Sadre, and B. Haverkort. Fitting world-wide web request traces with the em-algorithm. In Proc. of SPIE, volume 4523, pages 211-220, Denver, USA, 2001.
8. A. Heindl. Inverse characterization of hyperexponential map(2)s. In 11th Int. Conf. on Analytical and Stochastic Modelling Techniques and Applications (ASMTA), pages 183-189, Magdeburg, Germany, 2004.
9. A. Horváth and M. Telek. A Markovian point process exhibiting multifractal behaviour and its application to traffic modeling. In G. Latouche and P. Taylor, editors, Matrix analytic methods: Theory and applications, MAM4, pages 183-208. World Scientific, July 2002.
10. A. Horváth and M. Telek. PhFit: A general purpose phase type fitting tool. In Tools 2002, pages 82-91, London, England, April 2002. Springer, LNCS 2324.
11. G. Latouche and V. Ramaswami. Introduction to matrix analytic methods in stochastic modeling. SIAM, 1999.
12. D. M. Lucantonio. New results on the single server queue with a batch markovian arrival process. Stochastic models, 7(1): 1-46, 1991.
13. K. Mitchell and Appie van de Liefvoort. Approximation models of feed-forward G/G/1/N queueing networks with correlated arrivals. Performance Evaluation, 52(2-4): 137-152, 2003.
14. Alma Riska, Mark S. Squillante, Shun-Zheng Yu, Zhen Liu, and Li Zhang. Matrix-analytic analysis of a MAP/PH/1 queue fitted to web server data. In Matrix-Analytic Methods, MAM4, pages 335-356. World Scientific, 2002.
15. T. Ryden. An em algorithm for estimation in markov-modulated poisson processes. Computational Statistics and Data Analysis, 21:431-447, 1996.
16. A. Thümmler, P. Buchholz, and M. Telek. A novel approach for fitting probability distributions to trace data with the EM algorithm. In Int. Conf. on Dependable Systems and Networks (DSN), Yokohama, Japan, 2005. IEEE CS.
17. The internet traffic archive, http://ita.ee.lbl.gov/index.html.