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Digital Library of the
European Council for Modelling and Simulation |
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Title: |
Coordinate-Wise
Versions Of The Grid Method For The Analysis Of Intensities Of Non-Stationary
Information Flows By Moving Separation Of Mixtures Of Gamma-Distribution |
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Authors: |
Andrey
Gorshenin, Victor Korolev,
Victor Kuzmin, Alexander Zeifman |
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Published in:
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(2013).ECMS 2013 Proceedings edited
by: W. Rekdalsbakken, R. T. Bye, H. Zhang European Council for Modeling
and Simulation. doi:10.7148/2013 ISBN:
978-0-9564944-6-7 27th
European Conference on Modelling and Simulation, Aalesund, Norway, May 27th –
30th, 2013 |
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Citation
format: |
Andrey
Gorshenin, Victor Korolev,
Victor Kuzmin, Alexander Zeifman
(2013). Coordinate-Wise Versions Of The Grid Method For The Analysis Of Intensities
Of Non-Stationary Information Flows By Moving Separation Of Mixtures Of
Gamma-Distribution, ECMS 2013 Proceedings edited by: W. Rekdalsbakken, R. T. Bye,
H. Zhang, European Council for Modeling and Simulation. doi:10.7148/2013-0565 |
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DOI: |
http://dx.doi.org/10.7148/2013-0565 |
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Abstract: |
A
coordinate-wise modification of the grid method for separation of mixtures is
proposed in the problem of the dynamical monitoring of the stochastic structure
of information flows. Statistical
analysis of the traffic in information flows in modern computational and
telecommunication systems reveals their noticeable nonstationarity.
Within the approach based of representation of the traffic as a stochastic
process is very convenient to model this non-stationarity
by representing the flow intensity as a nonstationary
random process with mixed gamma onedimensional distributions.
As this is so, the evolution of the parameters of these mixtures in time reflects
the non-stationarity of the original process and
can be used as the estimate of the stochastic structure of the information
flow. |
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