Proceedings of the 2016 Conference on Information Technologies in Science, Management, Social Sphere and Medicine

Choice of the Parameters of the CUSUM Algorithms for Parameter Estimation in the Markov Modulated Poisson Process

Authors
Yulia Burkatovskaya, Tatiana Kabanova, Pavel Khaustov
Corresponding Author
Yulia Burkatovskaya
Available Online May 2016.
DOI
10.2991/itsmssm-16.2016.90How to use a DOI?
Keywords
Markov modulated Poisson process, parameter estimation, sequential change point detection, CUSUM algorithm.
Abstract

CUSUM algorithm for controlling chain state switching in the Markov modulated Poisson process was investigated via simulation. Recommendations concerning the parameter choice were given subject to characteristics of the process. Procedure of the process parameter estimation was described.

Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2016 Conference on Information Technologies in Science, Management, Social Sphere and Medicine
Series
Advances in Computer Science Research
Publication Date
May 2016
ISBN
978-94-6252-196-4
ISSN
2352-538X
DOI
10.2991/itsmssm-16.2016.90How to use a DOI?
Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Yulia Burkatovskaya
AU  - Tatiana Kabanova
AU  - Pavel Khaustov
PY  - 2016/05
DA  - 2016/05
TI  - Choice of the Parameters of the CUSUM Algorithms for Parameter Estimation in the Markov Modulated Poisson Process
BT  - Proceedings of the 2016 Conference on Information Technologies in Science, Management, Social Sphere and Medicine
PB  - Atlantis Press
SP  - 456
EP  - 462
SN  - 2352-538X
UR  - https://doi.org/10.2991/itsmssm-16.2016.90
DO  - 10.2991/itsmssm-16.2016.90
ID  - Burkatovskaya2016/05
ER  -