mapfit
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Mapfit
Description
Estimation methods for phase-type distribution (PH) and Markovian arrival process (MAP) from empirical data (point and grouped data) and density function. The tool is based on the following researches: Okamura et al. (2009) <doi:10.1109/TNET.2008.2008750>, Okamura and Dohi (2009) <doi:10.1109/QEST.2009.28>, Okamura et al. (2011) <doi:10.1016/j.peva.2011.04.001>, Okamura et al. (2013) <doi:10.1002/asmb.1919>, Horvath and Okamura (2013) <doi:10.1007/978-3-642-40725-3_10>, Okamura and Dohi (2016) <doi:10.15807/jorsj.59.72>.
- A Fast EM Algorithm for Fitting Marked Markovian Arrival Processes with a New Special Structure
- A refined EM algorithm for PH distributions
- Faster Maximum Likelihood Estimation Algorithms for Markovian Arrival Processes
- Improvement of expectation-maximization algorithm for phase-type distributions with grouped and truncated data
- Markovian Arrival Process Parameter Estimation With Group Data
- PH fitting algorithm and its application to reliability engineering
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