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Change Detection in Teletraffic Models

Jana, R; Dey, S

Description

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.authorJana, R
dc.contributor.authorDey, S
dc.date.accessioned2015-12-13T23:15:46Z
dc.date.available2015-12-13T23:15:46Z
dc.identifier.issn1053-587X
dc.identifier.urihttp://hdl.handle.net/1885/89046
dc.description.abstractIn 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.publisherInstitute of Electrical and Electronics Engineers (IEEE Inc)
dc.sourceIEEE Transactions on Signal Processing
dc.subjectKeywords: 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.titleChange Detection in Teletraffic Models
dc.typeJournal article
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.citationvolume48
dc.date.issued2000
local.identifier.absfor100503 - Computer Communications Networks
local.identifier.ariespublicationMigratedxPub18949
local.type.statusPublished Version
local.contributor.affiliationJana, R, College of Engineering and Computer Science, ANU
local.contributor.affiliationDey, S, College of Engineering and Computer Science, ANU
local.bibliographicCitation.issue3
local.bibliographicCitation.startpage846
local.bibliographicCitation.lastpage853
local.identifier.doi10.1109/78.824678
dc.date.updated2015-12-12T08:45:04Z
local.identifier.scopusID2-s2.0-0033886043
CollectionsANU Research Publications

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