Choice of the Parameters of the CUSUM Algorithms for Parameter Estimation in the Markov Modulated Poisson Process
- Yulia Burkatovskaya, Tatiana Kabanova, Pavel Khaustov
- Corresponding Author
- Yulia Burkatovskaya
Available Online May 2016.
- https://doi.org/10.2991/itsmssm-16.2016.90How to use a DOI?
- Markov modulated Poisson process, parameter estimation, sequential change point detection, CUSUM algorithm.
- 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.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
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 - Information Technologies in Science, Management, Social Sphere and Medicine PB - Atlantis Press UR - https://doi.org/10.2991/itsmssm-16.2016.90 DO - https://doi.org/10.2991/itsmssm-16.2016.90 ID - Burkatovskaya2016/05 ER -