Time‐series analysis of traffic updates in loss systems

Janusz Filipiak and Prosper Chemouil

Applied Stochastic Models and Data Analysis, 1990, vol. 6, issue 1, 1-11

Abstract: The paper deals with time‐series analysis of one‐line traffic measurements in loss systems. Discrete‐time stochastic models are derived for finite‐capacity trunk groups with non‐exponential distributions of interarrival and service times. The modelling accuracy is characterized by a prediction error. Simulation results are used to assert situations when the application of the proposed modelling technique is practical. Finally the adaptive Kalman filter is used to deal with cases when the statistics of observed processes are not known a priori.

Date: 1990
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https://doi.org/10.1002/asm.3150060102

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:6:y:1990:i:1:p:1-11

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