Heuristic approximation method for a random flow of events by an MC-flow with arbitrary number of states

  • Authors:
  • E. N. Bekkerman;S. G. Kataev;S. S. Kataeva

  • Affiliations:
  • Tomsk State Pedagogical University, Tomsk, Russia;Tomsk State Pedagogical University, Tomsk, Russia;Tomsk State University, Tomsk, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2013

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Abstract

This paper considers the approximation problem for an observable random flow of events using an MC-flow. A separation algorithm for stationarity segments is suggested. In addition, we propose an evaluation algorithm for the number of states and intensity of the approximating MC-flow by event occurrence instants in the observable flow.