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https://elib.bsu.by/handle/123456789/291864| Title: | Using of CUSUM change-point detection algorithm for Markov-modulated Poisson process identification |
| Authors: | Vorobejchikov, S. E. Burkatovskaya, Yu. B. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2022 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIII Intern. Conf., Minsk, Sept. 6–10, 2022 / Belarusian State University ; eds.: Yu. Kharin [et al.]. – Minsk : BSU, 2022. – Pp. 218-221. |
| Abstract: | The paper is devoted to the problem of Markov-modulated Poisson process identification. The length of the intervals between neighboring arrivals are considered as a discrete-time continuous-valued process with multiple change-points. A CUSUM algorithm to detect these change-points and, hence, the changes of the hidden Markovian chain state is developed |
| URI: | https://elib.bsu.by/handle/123456789/291864 |
| ISBN: | 978-985-881-420-5 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2022. Computer Data Analysis and Modeling: Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 218-221.pdf | 275,59 kB | Adobe PDF | View/Open |
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