Publisher : The Korean Institute of Electrical Engineers
DOI : 10.5370/JEET.2007.2.4.543
Title & Authors
Design of Time-varying Stochastic Process with Dynamic Bayesian Networks Cho, Hyun-Cheol; Fadali, M.Sami; Lee, Kwon-Soon;
We present a dynamic Bayesian network (DBN) model of a generalized class of nonstationary birth-death processes. The model includes birth and death rate parameters that are randomly selected from a known discrete set of values. We present an on-line algorithm to obtain optimal estimates of the parameters. We provide a simulation of real-time characterization of load traffic estimation using our DBN approach.