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Design of Time-varying Stochastic Process with Dynamic Bayesian Networks
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 Title & Authors
Design of Time-varying Stochastic Process with Dynamic Bayesian Networks
Cho, Hyun-Cheol; Fadali, M.Sami; Lee, Kwon-Soon;
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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.
Adaptive estimation;Birth-Death process;Convergence property;Dynamic Bayesian networks;
 Cited by
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