Title :
Modeling of Nonstationary Stochastic Process for Load Traffic Estimation
Author :
Cho, Hyun Cheol ; Fadali, Sami M. ; Lee, Kwon Soon
Author_Institution :
Dept. of Electr. Eng., Nevada Univ., Reno, NV
Abstract :
We provide a dynamic Bayesian network (DBN) model of a generalized class of nonstationary birth-death processes. The model includes birth and death rate parameters that are randomly selected from a known discrete set of values. We present an online algorithm to obtain optimal estimates of the parameters. We provide a simulation of real-time characterization of road traffic estimation using our DBN approach
Keywords :
Markov processes; belief networks; estimation theory; road traffic; dynamic Bayesian network model; nonstationary Markov stochastic process modeling; nonstationary birth-death process; road traffic estimation; Adaptive systems; Bayesian methods; Convergence; Electronic mail; H infinity control; Parameter estimation; Steady-state; Stochastic processes; Telecommunication traffic; Traffic control; Adaptive Parameter Estimation; Birth-Death Process; Dynamic Bayesian Networks;
Conference_Titel :
SICE-ICASE, 2006. International Joint Conference
Conference_Location :
Busan
Print_ISBN :
89-950038-4-7
Electronic_ISBN :
89-950038-5-5
DOI :
10.1109/SICE.2006.314630
