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A Fast EM Algorithm for Fitting Marked Markovian Arrival Processes with a New Special Structure

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Computer Performance Engineering (EPEW 2013)

Part of the book series: Lecture Notes in Computer Science ((LNPSE,volume 8168))

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Abstract

This paper presents an EM algorithm for fitting traces with Markovian arrival processes (MAPs). The proposed algorithm operates on a special subclass of MAPs. This special structure enables the efficient implementation of the EM algorithm; it is more orders of magnitudes faster than methods operating on the general MAP class while providing similar or better likelihood values. An other important feature of the algorithm is that it is able to fit multi-class traces with marked Markovian arrival processes as well. Several numerical examples demonstrate the efficiency of the procedure.

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Author information

Authors and Affiliations

  1. Department of Networked Systems and Services, Budapest University of Technology and Economics, Hungary

    Gábor Horváth

  2. MTA-BME Information Systems Research Group, Hungary

    Gábor Horváth

  3. Inter-University Center of Telecommunications and Informatics, Debrecen, 1521, Budapest, Hungary

    Gábor Horváth

  4. Department of Information Engineering, Graduate School of Engineering, Hiroshima University, 1–4–1 Kagamiyama, Higashi, Hiroshima, 739–8527, Japan

    Hiroyuki Okamura

Authors
  1. Gábor Horváth
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  2. Hiroyuki Okamura
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Editor information

Editors and Affiliations

  1. Dipartimento di Scienze Ambientali, Informatica e Statistica, Università Ca’ Foscari di Venezia, via Torino 155, 30170, Venezia, Italy

    Maria Simonetta Balsamo  & Andrea Marin  & 

  2. Department of Computing, Imperial College London, South Kensington Campus, SW7 2AZ, London, UK

    William J. Knottenbelt

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Horváth, G., Okamura, H. (2013). A Fast EM Algorithm for Fitting Marked Markovian Arrival Processes with a New Special Structure. In: Balsamo, M.S., Knottenbelt, W.J., Marin, A. (eds) Computer Performance Engineering. EPEW 2013. Lecture Notes in Computer Science, vol 8168. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-40725-3_10

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  • DOI: https://doi.org/10.1007/978-3-642-40725-3_10

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-40724-6

  • Online ISBN: 978-3-642-40725-3

  • eBook Packages: Computer ScienceComputer Science (R0)

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