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Wyświetlanie 1-4 z 4
Tytuł:
Fitting traffic traces with discrete canonical phase type distributions and Markov arrival processes
Autorzy:
Mészáros, A.
Papp, J.
Telek, M.
Powiązania:
https://bibliotekanauki.pl/articles/329820.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
fitting traffic traces
discrete phase type distribution
discrete Markov arrival process
canonical representation
rozkład fazowy
proces Markowa
przedstawienie kanoniczne
Opis:
Recent developments of matrix analytic methods make phase type distributions (PHs) and Markov Arrival Processes (MAPs) promising stochastic model candidates for capturing traffic trace behaviour and for efficient usage in queueing analysis. After introducing basics of these sets of stochastic models, the paper discusses the following subjects in detail: (i) PHs and MAPs have different representations. For efficient use of these models, sparse (defined by a minimal number of parameters) and unique representations of discrete time PHs and MAPs are needed, which are commonly referred to as canonical representations. The paper presents new results on the canonical representation of discrete PHs and MAPs. (ii) The canonical representation allows a direct mapping between experimental moments and the stochastic models, referred to as moment matching. Explicit procedures are provided for this mapping. (iii) Moment matching is not always the best way to model the behavior of traffic traces. Model fitting based on appropriately chosen distance measures might result in better performing stochastic models. We also demonstrate the efficiency of fitting procedures with experimental results.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2014, 24, 3; 453-470
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bottom-up learning of hierarchical models in a class of deterministic POMDP environments
Autorzy:
Itoh, H.
Fukumoto, H.
Wakuya, H.
Furukawa, T.
Powiązania:
https://bibliotekanauki.pl/articles/330566.pdf
Data publikacji:
2015
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
partially observable system
Markov decision process
hierarchical model
bottom up learning
układ częściowo obserwowalny
decyzyjny proces Markowa
model hierarchiczny
Opis:
The theory of partially observable Markov decision processes (POMDPs) is a useful tool for developing various intelligent agents, and learning hierarchical POMDP models is one of the key approaches for building such agents when the environments of the agents are unknown and large. To learn hierarchical models, bottom-up learning methods in which learning takes place in a layer-by-layer manner from the lowest to the highest layer are already extensively used in some research fields such as hidden Markov models and neural networks. However, little attention has been paid to bottom-up approaches for learning POMDP models. In this paper, we present a novel bottom-up learning algorithm for hierarchical POMDP models and prove that, by using this algorithm, a perfect model (i.e., a model that can perfectly predict future observations) can be learned at least in a class of deterministic POMDP environments.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2015, 25, 3; 597-615
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On truncations for weakly ergodic inhomogeneous birth and death processes
Autorzy:
Zeifman, A.
Satin, Y.
Korolev, V.
Shorgin, S.
Powiązania:
https://bibliotekanauki.pl/articles/330983.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
birth process
death process
weak ergodicity
truncation
forward Kolmogorov system
nonstationary Markovian queueing model
proces narodzin
proces śmierci
obcinanie
system Kołmogorowa
model Markowa
Opis:
We investigate a class of exponentially weakly ergodic inhomogeneous birth and death processes. We consider special transformations of the reduced intensity matrix of the process and obtain uniform (in time) error bounds of truncations. Our approach also guarantees that we can find limiting characteristics approximately with an arbitrarily fixed error. As an example, we obtain the respective bounds of the truncation error for an Mt/Mt/S queue for any number of servers S. Arbitrary intensity functions instead of periodic ones can be considered in the same manner.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2014, 24, 3; 503-518
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Transient and stationary characteristics of a packet buffer modelled as an MAP/SM/1/b system
Autorzy:
Rusek, K.
Janowski, L.
Papir, Z.
Powiązania:
https://bibliotekanauki.pl/articles/330560.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
router interface
Markovian arrival process
semi Markov service time
hidden Markov model
finite buffer queue
packet loss
first passage time
proces Markowiana
model Markowa niejawny
utrata pakietu
Opis:
A packet buffer limited to a fixed number of packets (regardless of their lengths) is considered. The buffer is described as a finite FIFO queuing system fed by a Markovian Arrival Process (MAP) with service times forming a Semi-Markov (SM) process (MAP/SM/1/b in Kendall’s notation). Such assumptions allow us to obtain new analytical results for the queuing characteristics of the buffer. In the paper, the following are considered: the time to fill the buffer, the local loss intensity, the loss ratio, and the total number of losses in a given time interval. Predictions of the proposed model are much closer to the trace-driven simulation results compared with the prediction of the MAP/G/1/b model.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2014, 24, 2; 429-442
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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