An EM-algorithm for MAP fitting from real traffic data

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 2794, Issue , 2003, Pages 218-236

  Buchholz, Peter ^a  

^a DRESDEN UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Data Fitting; EM Algorithm; Markovian Arrival Process

Indexed keywords

IMAGE SEGMENTATION; MARKOV PROCESSES; MAXIMUM PRINCIPLE; PARAMETER ESTIMATION;

DATA FITTINGS; EM ALGORITHMS; EXPECTATION MAXIMIZATION; HIDDEN MARKOV CHAINS; MARKOVIAN ARRIVAL PROCESS; MODEL-BASED ANALYSIS; NUMERICAL SOLUTION; PHASE TYPE DISTRIBUTIONS;

ALGORITHMS;

EID: 35248877029     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-45232-4_14     Document Type: Article

References (21)

1. The internet traffic archive, http://ita.ee.lbl.gov/index.html.
2. S. Asmussen, O. Nerman, and M. Olsson. Fitting phase type distributions via the EM algorithm. Stand. J. Statist., 23:419-441, 1996.
3. A. Feldmann and W. Whitt. Fitting mixtures of exponentials to long-tail distributions to analyze network performance models. Performance Evaluation, 31:245-258, 1998.
4. W. Fischer and K. Meier-Hellstern. The Markov-modulated Poisson process (MMPP) cookbook. Performance Evaluation, 18:149-171, 1992.
5. B. L. Fox and P. W. Glynn. Computing Poisson probabilities. Communications of the ACM, 31(4):440-445, 1986.
6. A. Horvath and M. Telek. Markovian modeling of real data traffic: Heuristic phase type and MAP fitting of heavy tailed and fractal like samples. In M. C. Calzarossa and S. Tucci, editors, Performance 2002, volume 2459 of LNCS, pages 405-434. Springer, 2002.
7. V. B. Iversen and F. Nielsen. Some properties, of Coxian distributions with applications. In N. Abu el Ata, editor, Modeling Techniques and Tools for Performance Analysis, pages 61-66. Elsevier, 1986.
8. R. El Abdouni Khayari, R. Sadre, and B. Haverkort. Fitting world-wide web request traces with the EM-algorithm. Performance Evaluation, 52:175-191, 2003.
9. A. Klemm, C. Lindemann, and M. Lohmann. Modeling IP traffic using the batch Markovian arrival process. Performance Evaluation, to appear, 2003.
10. A. Lang and J. L. Arthur. Parameter approximation for phase-type distributions. In S. R. Chakravarty and A. S. Alfa, editors, Matrix-analytic methods in stochastic models, Lecture Notes in Pure and Applied Mathematics, pages 151-206. Marcel Dekker, 1996.
11. W. E. Leland, M. Taqqu, W. Willinger, and D. V. Wilson. On the self-similar nature of ethernet traffic. IEEE/ACM Transactions in Networking, 2:1-15, 1994.
12. M. Neuts. Algorithmic Probability: A Collection of Problems. Chapman & Hall, 1995.
13. V. Paxson and S. Floyd. Wide-area traffic: The failure of Poisson modeling. IEEE/ACM Transactions on Networking, 3:226-244, 1995.
14. A. Riska, V. Diev, and E. Smirni. An EM-based technique for approximating long-tailed data sets with PH distributions. Performance Evaluation, to appear, 2003.
15. A. Riska, M. S. Squillante, S. Z. Yu, Z. Liu, and L. Zhang. Matrix-analytic analysis of a MAP/PH/1 queue fitted to web server data. In G. Latouche and P. Taylor, editors, Matrix-Analytic Methods: Theory and Applications, pages 335-356. World Scientific, 2002.
16. T. Ryden. Parameter estimation for Markov modulated Poisson processes. Stochastic Models, 10(4):795-829, 1994.
17. K. Salamatian and S. Vaton. Hidden Markov modelling for network communication channels. In Proc. ACM Sigmetrics, 2001.
18. W. J. Stewart. Introduction to the numerical solution of Markov chains. Princeton University Press, 1994.
19. W. Wei, B. Wang, and D. Towsley. Continuous-time hidden Markov models for network performance evaluation. Performance Evaluation, 49(1-4):129-146, 2002.
20. M. Yajnik, S. Moon, J. Kurose, and D. Towsley. Measurement and modelling of the temporal dependence in packet loss. In Proc. IEEE Infocom. IEEE CS-Press, 1999.
21. T. Yoshihara, S. Kasahara, and Y. Takashi. Pratical time-scale fitting of self-similar traffic with markov-modulated poisson process. Telecommunication Systems, 17:185-211, 2001.