|
|
基于EM算法的ACPH分布数据拟合方法
Data Fitting Method of ACPH Distributions Based on EM Algorithm
查看参考文献7篇
|
文摘
|
ACPH分布继承了PH分布具有良好特性的特点，对其进行数据拟合的难度比PH大大降低。针对ACPH分布缺乏数值稳定拟合算法的问题，提出采用EM算法解决该问题，给出了ACPH分布数据拟合EM算法的理论推导，并通过3个拟合实例验证了算法的有效性。 |
|
其他语种文摘
|
ACPH（Acyclic Continuous Phase-type） distribution inherits the better characteristic form Phase-type（PH） distribution. The difficulty in fitting data with ACPH distribution is lower than that with PH one. To solve the numerical instability problem existed in the current ACPH data fitting methods, a new ACPH data fit method based on EM algorithm is proposed. The theoretical analysis process of the new method is given. The effectiveness of the new method is verified by three examples. |
|
来源
|
计算机工程
,2008,34(4):75-78 【核心库】
|
|
关键词
|
ACPH分布
;
PH分布
;
EM算法
;
数据拟合
|
|
地址
|
1.
国防科技大学系统工程系, 湖北, 长沙, 410073
2.
国防科技大学机电工程与自动化学院, 湖北, 长沙, 410073
|
|
语种
|
中文 |
|
文献类型
|
研究性论文 |
|
ISSN
|
1000-3428 |
|
学科
|
数学 |
|
基金
|
国家自然科学基金
|
|
文献收藏号
|
CSCD:3215681
|
参考文献 共
7
共1页
|
|
1.
Asmussen S. Fitting Phase-type Distributions via the EM Algorithm.
Scandinavian Journal of Statistics,1996,23(4):419-441
|
被引
8
次
|
|
|
|
|
2.
Bobbio A. A Benchmark for PH Estimation Algorithms:Results for Acyclic-PH.
Stochastic Models,1994,10(3):661-677
|
被引
2
次
|
|
|
|
|
3.
Bobbio A. Matching Three Moments with Minimal Acyclic Phase Type Distributions.
Stochastic Models,2005,21(3):303-326
|
被引
6
次
|
|
|
|
|
4.
Cumani A. On the Canonical Representation of Markov Processes Modelling Failure Time Distributions.
Microelectronics and Reliability,1982,22(3):583-602
|
被引
3
次
|
|
|
|
|
5.
Dempster A. Maximum Likelihood Estimation from Incomplete Data via the EM Algorithm(with Discussion).
Journal of Royal Statistical Society Series B,1977,39(1):1-38
|
被引
954
次
|
|
|
|
|
6.
Johnson M S. The Denseness of Phase Distributions.
Purdue School of Industrial Engineering Research Memoranda,Technique Report:88-20,1988
|
被引
1
次
|
|
|
|
|
7.
Neuts M F.
Matrix-Geometric Solutions in Stochastic Models:An Algorithmic Approach[M],1981
|
被引
1
次
|
|
|
|
|
|
了解气象卫星更多信息，请访问