Compact Markov-modulated models for multiclass trace fitting

File Description SizeFormat 
main.pdfAccepted version257.84 kBAdobe PDFView/Open
1-s2.0-S0377221716304258-main.pdfPublished version670.59 kBAdobe PDFView/Open
Title: Compact Markov-modulated models for multiclass trace fitting
Authors: Casale, G
Sansottera, A
Cremonesi, P
Item 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.
Issue Date: 14-Jun-2016
Date of Acceptance: 6-Jun-2016
URI: http://hdl.handle.net/10044/1/33408
DOI: https://dx.doi.org/10.1016/j.ejor.2016.06.005
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/).
Sponsor/Funder: Engineering & Physical Science Research Council (EPSRC)
Funder's Grant Number: EP/M009211/1
Keywords: 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
Appears in Collections:Faculty of Engineering
Computing



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

Creative Commonsx