Change Detection in Teletraffic Models
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In this paper, we propose a likelihood-based ratio test to detect distributional changes in common teletraffic models. These include traditional models like the Markov modulated Poisson process and processes exhibiting long range dependency, in particular, Gaussian fractional ARIMA processes. A practical approach is also developed for the case where the parameter after the change is unknown. It is noticed that the algorithm is robust enough to detect slight perturbations of the parameter value...[Show more]
dc.contributor.author | Jana, R | |
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dc.contributor.author | Dey, S | |
dc.date.accessioned | 2015-12-13T23:15:46Z | |
dc.date.available | 2015-12-13T23:15:46Z | |
dc.identifier.issn | 1053-587X | |
dc.identifier.uri | http://hdl.handle.net/1885/89046 | |
dc.description.abstract | In this paper, we propose a likelihood-based ratio test to detect distributional changes in common teletraffic models. These include traditional models like the Markov modulated Poisson process and processes exhibiting long range dependency, in particular, Gaussian fractional ARIMA processes. A practical approach is also developed for the case where the parameter after the change is unknown. It is noticed that the algorithm is robust enough to detect slight perturbations of the parameter value after the change. A comprehensive set of numerical results including results for the mean detection delay is provided. | |
dc.publisher | Institute of Electrical and Electronics Engineers (IEEE Inc) | |
dc.source | IEEE Transactions on Signal Processing | |
dc.subject | Keywords: Algorithms; Markov processes; Mathematical models; Maximum likelihood estimation; Perturbation techniques; Poisson distribution; Signal to noise ratio; Telecommunication traffic; Autoregressive integrated moving average; Change detection; Generalized like | |
dc.title | Change Detection in Teletraffic Models | |
dc.type | Journal article | |
local.description.notes | Imported from ARIES | |
local.description.refereed | Yes | |
local.identifier.citationvolume | 48 | |
dc.date.issued | 2000 | |
local.identifier.absfor | 100503 - Computer Communications Networks | |
local.identifier.ariespublication | MigratedxPub18949 | |
local.type.status | Published Version | |
local.contributor.affiliation | Jana, R, College of Engineering and Computer Science, ANU | |
local.contributor.affiliation | Dey, S, College of Engineering and Computer Science, ANU | |
local.bibliographicCitation.issue | 3 | |
local.bibliographicCitation.startpage | 846 | |
local.bibliographicCitation.lastpage | 853 | |
local.identifier.doi | 10.1109/78.824678 | |
dc.date.updated | 2015-12-12T08:45:04Z | |
local.identifier.scopusID | 2-s2.0-0033886043 | |
Collections | ANU Research Publications |
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