A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation

@article{Horvth2005AMF,
  title={A MAP fitting approach with independent approximation of the inter-arrival time distribution and the lag correlation},
  author={G{\'a}bor Horv{\'a}th and Mikl{\'o}s Telek and Peter Buchholz},
  journal={Second International Conference on the Quantitative Evaluation of Systems (QEST'05)},
  year={2005},
  pages={124-133}
}
This paper proposes a two-step Markov arrival process (MAP) fitting approach, where the first step is the phase type fitting of the inter-arrival time and the second step is the approximation of the first n lag correlation values. Depending on the description of the arrival process to approximate various phase type fitting methods can be applied for the first step. In the second step the approximation of the lag correlation values is computed through a non-linear optimization problem. Numerical… CONTINUE READING
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