Compact Markov-modulated models for multiclass trace fitting
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Published version
Accepted version
Author(s)
Casale, G
Sansottera, A
Cremonesi, P
Type
Journal Article
Abstract
Markov-modulated Poisson processes (MMPPs) are stochastic models for fitting empirical traces for simulation, workload characterization and queueing analysis purposes. In this paper, we develop the first counting process fitting algorithm for the marked MMPP (M3PP), a generalization of the MMPP for modeling traces with events of multiple types. We initially explain how to fit two-state M3PPs to empirical traces of counts. We then propose a novel form of composition, called interposition, which enables the approximate superposition of several two-state M3PPs without incurring into state space explosion. Compared to exact superposition, where the state space grows exponentially in the number of composed processes, in interposition the state space grows linearly in the number of composed M3PPs. Experimental results indicate that the proposed interposition methodology provides accurate results against artificial and real-world traces, with a significantly smaller state space than superposed processes.
Date Issued
2016-06-14
Date Acceptance
2016-06-06
Citation
European Journal of Operational Research, 2016, 255 (3), pp.822-833
ISSN
1872-6860
Publisher
Elsevier
Start Page
822
End Page
833
Journal / Book Title
European Journal of Operational Research
Volume
255
Issue
3
Copyright Statement
© 2016 The Authors. Published by Elsevier B.V.
This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
License URL
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Grant Number
EP/M009211/1
Subjects
Social Sciences
Science & Technology
Technology
Management
Operations Research & Management Science
Business & Economics
Counting process
Marked Markov-modulated Poisson process
Trace
Fitting
ARRIVAL PROCESSES
PERFORMANCE
2ND-ORDER
CHAINS
VOICE
QUEUE
Operations Research
MD Multidisciplinary
Publication Status
Published