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題名 Estimation and Monitoring of Traffic Intensities with Application to Control of Stochastic Systems
作者 洪英超
Hung,Ying-Chao ; George Michailidis ; Chuang,Shih-Chung
貢獻者 統計系
關鍵詞 traffic intensity;EWMA smoother;control chart;control policy;stochastic systems
日期 2012-12
上傳時間 4-Dec-2013 17:40:40 (UTC+8)
摘要 The development of optimal control strategies for many stochastic models relies on the observed traffic intensity. However, implementation of such control strategies is often infeasible because of high operating costs induced by the fluctuations of traffic flows. In this study, we propose a framework for estimating and monitoring the traffic intensities of stochastic systems. The framework does not require knowledge of any input traffic statistics, and it allows us to adaptively estimate the intensity function over time and simultaneously detect its significant changes so that the control strategy can be adjusted accordingly without requiring high operating costs. Finally, a canonical queueing system with various types of input traffic is used to evaluate the effectiveness of the proposed framework.
關聯 Applied Stochastic Models in Business and Industry, 30(2), 200-217
資料類型 article
DOI http://dx.doi.org/10.1002/asmb.1961
dc.contributor 統計系en_US
dc.creator (作者) 洪英超zh_TW
dc.creator (作者) Hung,Ying-Chao ; George Michailidis ; Chuang,Shih-Chungen_US
dc.date (日期) 2012-12en_US
dc.date.accessioned 4-Dec-2013 17:40:40 (UTC+8)-
dc.date.available 4-Dec-2013 17:40:40 (UTC+8)-
dc.date.issued (上傳時間) 4-Dec-2013 17:40:40 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/62131-
dc.description.abstract (摘要) The development of optimal control strategies for many stochastic models relies on the observed traffic intensity. However, implementation of such control strategies is often infeasible because of high operating costs induced by the fluctuations of traffic flows. In this study, we propose a framework for estimating and monitoring the traffic intensities of stochastic systems. The framework does not require knowledge of any input traffic statistics, and it allows us to adaptively estimate the intensity function over time and simultaneously detect its significant changes so that the control strategy can be adjusted accordingly without requiring high operating costs. Finally, a canonical queueing system with various types of input traffic is used to evaluate the effectiveness of the proposed framework.en_US
dc.format.extent 761501 bytes-
dc.format.mimetype application/pdf-
dc.language.iso en_US-
dc.relation (關聯) Applied Stochastic Models in Business and Industry, 30(2), 200-217en_US
dc.subject (關鍵詞) traffic intensity;EWMA smoother;control chart;control policy;stochastic systemsen_US
dc.title (題名) Estimation and Monitoring of Traffic Intensities with Application to Control of Stochastic Systemsen_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1002/asmb.1961en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1002/asmb.1961en_US