Combining Response Surface Methodology with Numerical Methods for Optimization of Markovian Models
IEEE Transactions on Dependable and Secure Computing
jPhase: an object-oriented tool for modeling phase-type distributions
SMCtools '06 Proceeding from the 2006 workshop on Tools for solving structured Markov chains
Dynamic spectrum access in WLAN channels: empirical model and its stochastic analysis
TAPAS '06 Proceedings of the first international workshop on Technology and policy for accessing spectrum
Efficient phase-type fitting with aggregated traffic traces
Performance Evaluation
Winter Simulation Conference
A two-phase map fitting method with APH interarrival time distribution
Proceedings of the Winter Simulation Conference
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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 phasetype 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.