Input Modeling With Phase Type Distributions And Markov Models

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Input Modeling With Phase Type Distributions And Markov Models
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Author : Peter Buchholz
language : en
Publisher: Springer
Release Date : 2014-05-20
Input Modeling With Phase Type Distributions And Markov Models written by Peter Buchholz and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-20 with Mathematics categories.
Containing a summary of several recent results on Markov-based input modeling in a coherent notation, this book introduces and compares algorithms for parameter fitting and gives an overview of available software tools in the area. Due to progress made in recent years with respect to new algorithms to generate PH distributions and Markovian arrival processes from measured data, the models outlined are useful alternatives to other distributions or stochastic processes used for input modeling. Graduate students and researchers in applied probability, operations research and computer science along with practitioners using simulation or analytical models for performance analysis and capacity planning will find the unified notation and up-to-date results presented useful. Input modeling is the key step in model based system analysis to adequately describe the load of a system using stochastic models. The goal of input modeling is to find a stochastic model to describe a sequence of measurements from a real system to model for example the inter-arrival times of packets in a computer network or failure times of components in a manufacturing plant. Typical application areas are performance and dependability analysis of computer systems, communication networks, logistics or manufacturing systems but also the analysis of biological or chemical reaction networks and similar problems. Often the measured values have a high variability and are correlated. It’s been known for a long time that Markov based models like phase type distributions or Markovian arrival processes are very general and allow one to capture even complex behaviors. However, the parameterization of these models results often in a complex and non-linear optimization problem. Only recently, several new results about the modeling capabilities of Markov based models and algorithms to fit the parameters of those models have been published.
Phase Type Distributions Volume 2
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Author : András Horváth
language : en
Publisher: John Wiley & Sons
Release Date : 2024-10-29
Phase Type Distributions Volume 2 written by András Horváth and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-29 with Mathematics categories.
Phase type distributions are widely applicable modeling and statistical tools for non-negative random quantities. They are built on Markov chains, which provide a simple, intuitive stochastic interpretation for their use. Phase Type Distribution starts from the Markov chain-based definition of phase type distributions and presents many interesting properties, which follow from the basic definition. As a general family of non-negative distributions with nice analytical properties, phase type distributions can be used for approximating experimental distributions by fitting or by moments matching; and, for discrete event simulation of real word systems with stochastic timing, such as production systems, service operations, communication networks, etc. This book summarizes the up-to-date fitting, matching and simulation methods, and presents the limits of flexibility of phase type distributions of a given order. Additionally, this book lists numerical examples that support the intuitive understanding of the analytical descriptions and software tools that handle phase type distributions.
Quantitative Evaluation Of Systems And Formal Modeling And Analysis Of Timed Systems
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Author : Jane Hillston
language : en
Publisher: Springer Nature
Release Date : 2024-08-28
Quantitative Evaluation Of Systems And Formal Modeling And Analysis Of Timed Systems written by Jane Hillston and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-08-28 with Computers categories.
This book constitutes the proceedings of the First International Joint Conference on Quantitative Evaluation of Systems and Formal Modeling and Analysis of Timed Systems, QEST+Formats 2024, which took place in Calgary, AB, Canada, during September 2024. This year the 21th International Conference on Quantitative Evaluation of SysTems (QEST 2024) and the 22nd International Conference on Formal Modeling and Analysis of Timed Systems (FORMATS 2024) joint forces and took place as part of the CONFEST 2024 umbrella conference. The 19 full papers presented in this book were carefully reviewed and selected from 33 submissions. They deal with up-to-date topics in quantitative evaluation and verification of systems, focusing on fundamental and practical aspects of systems with quantitative nature, such as probability, timing, and cost, and modeling, design and analysis of computational systems.
Information Technologies And Mathematical Modelling Queueing Theory And Applications
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Author : Alexander Dudin
language : en
Publisher: Springer
Release Date : 2016-08-27
Information Technologies And Mathematical Modelling Queueing Theory And Applications written by Alexander Dudin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-27 with Computers categories.
This book constitutes the refereed proceedings of the 15th International Scientific Conference on Information Technologies and Mathematical Modeling, named after A. F. Terpugov, ITMM 2016, held in Katun, Russia, in September 2016. The 33 full papers presented together with 4 short papers were carefully reviewed and selected from 96 submissions. They are devoted to new results in the queueing theory and its applications, addressing specialists in probability theory, random processes, mathematical modeling as well as engineers dealing with logical and technical design and operational management of telecommunication and computer networks.
Measurement Modeling And Evaluation Of Computing Systems And Dependability And Fault Tolerance
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Author : Kai Fischbach
language : en
Publisher: Springer
Release Date : 2014-02-14
Measurement Modeling And Evaluation Of Computing Systems And Dependability And Fault Tolerance written by Kai Fischbach and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-14 with Computers categories.
This book constitutes the refereed proceedings of the 17th International GI/ITG Conference on Measurement, Modeling and Evaluation of Computing Systems and Dependability and Fault-Tolerance, MMB & DFT 2014, held in Bamberg, Germany, in March 2014. The 21 papers presented (2 invited papers, 3 tool papers and 16 full papers) were carefully reviewed and selected from numerous submissions. MMB & DFT 2014 cover all aspects of performance and dependability evaluation of systems including networks, computer architectures, distributed systems, workflow systems, software, fault-tolerant and secure systems. The conference also featured 3 satellite workshops namely the International Workshop on Demand Modeling and Quantitative Analysis of Future Generation Energy Networks and Energy-Efficient Systems, FGENET 2014; the International Workshop on Modeling, Analysis and Management of Social Networks and their Applications, SOCNET 2014 and the 2nd Workshop on Network Calculus, WoNeCa 2014.
Statistical Methods And Modeling Of Seismogenesis
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Author : Nikolaos Limnios
language : en
Publisher: John Wiley & Sons
Release Date : 2021-04-27
Statistical Methods And Modeling Of Seismogenesis written by Nikolaos Limnios and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-04-27 with Social Science categories.
The study of earthquakes is a multidisciplinary field, an amalgam of geodynamics, mathematics, engineering and more. The overriding commonality between them all is the presence of natural randomness. Stochastic studies (probability, stochastic processes and statistics) can be of different types, for example, the black box approach (one state), the white box approach (multi-state), the simulation of different aspects, and so on. This book has the advantage of bringing together a group of international authors, known for their earthquake-specific approaches, to cover a wide array of these myriad aspects. A variety of topics are presented, including statistical nonparametric and parametric methods, a multi-state system approach, earthquake simulators, post-seismic activity models, time series Markov models with regression, scaling properties and multifractal approaches, selfcorrecting models, the linked stress release model, Markovian arrival models, Poisson-based detection techniques, change point detection techniques on seismicity models, and, finally, semi-Markov models for earthquake forecasting.
Quantitative Evaluation Of Systems
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Author : Gul Agha
language : en
Publisher: Springer
Release Date : 2016-08-02
Quantitative Evaluation Of Systems written by Gul Agha and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-02 with Computers categories.
This book constitutes the proceedings of the 13th International Conference on Quantitative Evaluation Systems, QEST 2016, held in Quebec City, Canada, in August 2016. The 21 full papers and 3 tool demonstration papers presented were carefully reviewed and selected from 46 submissions. They are organized in topical sections entitled: Markov processes; tools; sampling, inference, and optimization methods; Markov decision processes and Markovian analysis; networks.
Computer Networks
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Author : Piotr Gaj
language : en
Publisher: Springer
Release Date : 2016-05-31
Computer Networks written by Piotr Gaj and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-31 with Computers categories.
This book constitutes the thoroughly refereed proceedings of the 23rd International Conference on Computer Networks, CN 2016, held in Brunów, Poland, in June 2016. The 32 full papers and the 4 short papers presented were carefully reviewed and selected from 72 submissions. They are organized in topical sections on computer networks architectures and protocols, teleinformatics and telecommunications, new technologies, queueing theory, and innovative applications.
Measurement Modelling And Evaluation Of Dependable Computer And Communication Systems
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Author : Anne Remke
language : en
Publisher: Springer
Release Date : 2016-03-24
Measurement Modelling And Evaluation Of Dependable Computer And Communication Systems written by Anne Remke and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-24 with Computers categories.
This book constitutes the proceedings of the 18th International GI/ITG Conference on Measurement, Modelling and Evaluation of Computing Systems and Dependability and Fault Tolerance, MMB & DFT 2016, held in Münster, Germany, in April 2016. The 12 full papers and 3 short papers included in this volume were carefully reviewed and selected from 23 submissions. The papers deal with the fields of performance evaluation, dependability, and fault-tolerance of computer and communication systems. A relatively new topic of smart grids is also covered.
Stochastic Modeling Of Manufacturing Systems
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Author : George Liberopoulos
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-12
Stochastic Modeling Of Manufacturing Systems written by George Liberopoulos and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-12 with Business & Economics categories.
Manufacturing systems rarely perform exactly as expected and predicted. Unexpected events, such as order changes, equipment failures and product defects, affect the performance of the system and complicate decision-making. This volume is devoted to the development of analytical methods aiming at responding to variability in a way that limits its corrupting effects on system performance. The book includes fifteen novel chapters that mostly focus on the development and analysis of performance evaluation models of manufacturing systems using decomposition-based methods, Markovian and queuing analysis, simulation, and inventory control approaches. They are organized into four distinct sections to reflect their shared viewpoints: factory design, unreliable production lines, queuing network models, production planning and assembly.