DocumentCode :
3549479
Title :
A novel approach for fitting probability distributions to real trace data with the EM algorithm
Author :
Thümmler, Axel ; Buchholz, Peter ; Telek, Miklós
Author_Institution :
Dept. of Comput. Sci., Dortmund Univ., Germany
fYear :
2005
fDate :
28 June-1 July 2005
Firstpage :
712
Lastpage :
721
Abstract :
The representation of general distributions or measured data by phase-type distributions is an important and non-trivial task in analytical modeling. Although a large number of different methods for fitting parameters of phase-type distributions to data traces exist, many approaches lack efficiency and numerical stability. In this paper, a novel approach is presented that fits a restricted class of phase-type distributions, namely mixtures of Erlang distributions, to trace data. For the parameter fitting an algorithm of the expectation maximization type is developed. The paper shows that these choices result in a very efficient and numerically stable approach which yields phase-type approximations for a wide range of data traces that are as good or better than approximations computed with other less efficient and less stable fitting methods. To illustrate the effectiveness of the proposed fitting algorithm, we present comparative results for our approach and two other methods using six benchmark traces and two real traffic traces.
Keywords :
approximation theory; maximum likelihood estimation; numerical stability; statistical distributions; EM algorithm; Erlang distribution; data traces; expectation maximization algorithm; numerical stability; parameter fitting; phase-type approximation; phase-type distributions; probability distribution; Analytical models; Computer science; Density functional theory; Distributed computing; Numerical stability; Parameter estimation; Performance analysis; Phase estimation; Phase measurement; Traffic control;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Dependable Systems and Networks, 2005. DSN 2005. Proceedings. International Conference on
Print_ISBN :
0-7695-2282-3
Type :
conf
DOI :
10.1109/DSN.2005.11
Filename :
1467845
Link To Document :
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