A fitting algorithm for Markov-modulated poisson processes having two arrival rates |
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| Institution: | 1. Max Planck Institute for Dynamics of Complex Technical Systems, Sandtorstraße 1, 39106 Magdeburg, Germany;2. International Max Planck Research School (IMPRS) for Advanced Methods in Process and Systems Engineering, Magdeburg, Germany;3. Laboratoire d’Automatique, Ecole Polytechnique Fédérale de Lausanne, CH-1015 Lausanne, Switzerland;4. Otto-von-Guericke University Magdeburg, Universitätplatz 2, 39106 Magdeburg, Germany;1. School of Mechatronics Engineering, University of Electronic Science and Technology of China, Chengdu, China;2. Electrical and Computer Engineering Department, University of Massachusetts, Dartmouth, MA 02747, USA;3. The Israel Electric Corporation, P. O. Box 10, Haifa 31000, Israel |
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| Abstract: | Point processes with fluctuating arrival rates arise in many current applications of queueing theory, notably in communications modeling. Markov-modulated Poisson processes (MMPP) have been used to describe such processes because they incorporate a mechanism to account for the temporal inhomogeneity of the arrival rates, yet yield analytically tractable queueing results. An iterative statistical procedure is developed for fitting MMPP having two arrival rates to observational data. The procedure is largely numerical-experimental and is motivated by maximum likelihood estimation. |
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