A fitting algorithm for Markov-modulated Poisson processes having two arrival rates (Q1820538): Difference between revisions

Point processes with fluctuating arrival rates arise in many current applications of queueing theory, notably in communications modeling. Markov-modulated Poisson processes (MMPP) have been used to describe such processes because they incorporate a mechanism to account for the temporal inhomogeneity of the arrival rates, yet yield analytically tractable queueing results. An iterative statistical procedure is developed for fitting MMPP having two arrival rates to observational data. The procedure is largely numerical-experimental and is motivated by maximum likelihood estimation.