Numerical recipes in C (2nd ed.): the art of scientific computing
Numerical recipes in C (2nd ed.): the art of scientific computing
The impact of autocorrelation on queuing systems
Management Science
On the self-similar nature of Ethernet traffic (extended version)
IEEE/ACM Transactions on Networking (TON)
Wide area traffic: the failure of Poisson modeling
IEEE/ACM Transactions on Networking (TON)
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Time Series Analysis, Forecasting and Control
Time Series Analysis, Forecasting and Control
Numerical Methods for Fitting and Simulating Autoregressive-To-Anything Processes
INFORMS Journal on Computing
Effects of failure correlation on software in operation
PRDC '00 Proceedings of the 2000 Pacific Rim International Symposium on Dependable Computing
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Fitting Time-Series Input Processes for Simulation
Operations Research
QEST '05 Proceedings of the Second International Conference on the Quantitative Evaluation of Systems
A Novel Approach for Phase-Type Fitting with the EM Algorithm
IEEE Transactions on Dependable and Secure Computing
Long-Range Dependence at the Disk Drive Level
QEST '06 Proceedings of the 3rd international conference on the Quantitative Evaluation of Systems
Bound analysis of closed queueing networks with workload burstiness
SIGMETRICS '08 Proceedings of the 2008 ACM SIGMETRICS international conference on Measurement and modeling of computer systems
Evaluation of the ARTAFIT Method for Fitting Time-Series Input Processes for Simulation
INFORMS Journal on Computing
Copula-Based Multivariate Input Models for Stochastic Simulation
Operations Research
Trace data characterization and fitting for Markov modeling
Performance Evaluation
A Heuristic Approach for Fitting MAPs to Moments and Joint Moments
QEST '09 Proceedings of the 2009 Sixth International Conference on the Quantitative Evaluation of Systems
ProFiDo - The Processes Fitting Toolkit Dortmund
QEST '10 Proceedings of the 2010 Seventh International Conference on the Quantitative Evaluation of Systems
An empirical comparison of MAP fitting algorithms
MMB&DFT'10 Proceedings of the 15th international GI/ITG conference on Measurement, Modelling, and Evaluation of Computing Systems and Dependability and Fault Tolerance
Traffic modeling with a combination of phase-type distributions and ARMA processes
Proceedings of the Winter Simulation Conference
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The adequate modeling of correlated input processes is an important step in building simulation models. Modeling independent identically distributed data is well established in simulation whereas the integration of correlation is still a challenge. In this paper, ARTA processes which have been used several times for describing correlated input processes in simulation are extended by using ARMA instead of AR processes to realize the correlation and Acyclic Phase Type distributions to model the marginal distribution. For this new process type a fitting algorithm is presented. By means of some real network traces it is shown that the extended model allows a better fitting of the marginal distribution as well as the correlation structure and results in a compact process description that can be used in simulation models.