Article

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

Authors:

G. Horvath,

M. Telek,

P. BuchholzAuthors Info & Claims

QEST '05: Proceedings of the Second International Conference on the Quantitative Evaluation of Systems

Page 124

https://doi.org/10.1109/QEST.2005.1

Published: 19 September 2005 Publication History

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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.

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Buchholz PKriege J(2017)Fitting correlated arrival and service times and related queueing performanceQueueing Systems: Theory and Applications10.1007/s11134-017-9514-585:3-4(337-359)Online publication date: 1-Apr-2017
https://dl.acm.org/doi/10.1007/s11134-017-9514-5
Buchholz PFelko I(2015)PH-graphs for analyzing shortest path problems with correlated traveling timesComputers and Operations Research10.1016/j.cor.2015.01.00159:C(51-65)Online publication date: 1-Jul-2015
https://dl.acm.org/doi/10.1016/j.cor.2015.01.001
Kriege JBuchholz P(2014)PH and MAP Fitting with Aggregated Traffic TracesProceedings of the 17th International GI/ITG Conference on Measurement, Modelling, and Evaluation of Computing Systems and Dependability and Fault Tolerance - Volume 837610.1007/978-3-319-05359-2_1(1-15)Online publication date: 17-Mar-2014
https://dl.acm.org/doi/10.1007/978-3-319-05359-2_1
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A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation

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Published In

QEST '05: Proceedings of the Second International Conference on the Quantitative Evaluation of Systems

September 2005

ISBN:0769524273

Publisher

IEEE Computer Society

United States

Publication History

Published: 19 September 2005

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Buchholz PKriege J(2017)Fitting correlated arrival and service times and related queueing performanceQueueing Systems: Theory and Applications10.1007/s11134-017-9514-585:3-4(337-359)Online publication date: 1-Apr-2017
https://dl.acm.org/doi/10.1007/s11134-017-9514-5
Buchholz PFelko I(2015)PH-graphs for analyzing shortest path problems with correlated traveling timesComputers and Operations Research10.1016/j.cor.2015.01.00159:C(51-65)Online publication date: 1-Jul-2015
https://dl.acm.org/doi/10.1016/j.cor.2015.01.001
Kriege JBuchholz P(2014)PH and MAP Fitting with Aggregated Traffic TracesProceedings of the 17th International GI/ITG Conference on Measurement, Modelling, and Evaluation of Computing Systems and Dependability and Fault Tolerance - Volume 837610.1007/978-3-319-05359-2_1(1-15)Online publication date: 17-Mar-2014
https://dl.acm.org/doi/10.1007/978-3-319-05359-2_1
Xie QShang SYuan BPang CZhang XHe QIyengar ANejdl WPei JRastogi R(2013)Local correlation detection with linearity enhancement in streaming dataProceedings of the 22nd ACM international conference on Information & Knowledge Management10.1145/2505515.2505746(309-318)Online publication date: 27-Oct-2013
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Casale GTribastone M(2013)Modelling exogenous variability in cloud deploymentsACM SIGMETRICS Performance Evaluation Review10.1145/2479942.247995140:4(73-82)Online publication date: 29-Apr-2013
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Mészáros ATelek MRose OUhrmacher A(2012)A two-phase map fitting method with APH interarrival time distributionProceedings of the Winter Simulation Conference10.5555/2429759.2430310(1-12)Online publication date: 9-Dec-2012
https://dl.acm.org/doi/10.5555/2429759.2430310
Kriege JBuchholz P(2011)Correlated phase-type distributed random numbers as input models for simulationsPerformance Evaluation10.1016/j.peva.2011.07.01468:11(1247-1260)Online publication date: 1-Nov-2011
https://dl.acm.org/doi/10.1016/j.peva.2011.07.014
Casale GZhang ESmirni E(2010)KPC-ToolboxPerformance Evaluation10.1016/j.peva.2009.12.00367:9(873-896)Online publication date: 1-Sep-2010
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Bause FBuchholz PKriege JDunkin AIngalls R(2009)A comparison of Markovian arrival and ARMA/ARTA Processes for the modeling of correlated input processesWinter Simulation Conference10.5555/1995456.1995553(634-645)Online publication date: 13-Dec-2009
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Okamura HDohi TTrivedi K(2009)Markovian arrival process parameter estimation with group dataIEEE/ACM Transactions on Networking10.1109/TNET.2008.200875017:4(1326-1339)Online publication date: 1-Aug-2009
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