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1st International ICST Workshop on Tools for solving Structured Markov Chains

Research Article

jPhase: an object-oriented tool for modeling phase-type distributions

Cite
BibTeX Plain Text
  • @INPROCEEDINGS{10.1145/1190366.1190370,
        author={Juan F.  Perez and German Riano},
        title={jPhase: an object-oriented tool for modeling phase-type distributions},
        proceedings={1st International ICST Workshop on Tools for solving Structured Markov Chains},
        publisher={ACM},
        proceedings_a={SMCTOOLS},
        year={2012},
        month={4},
        keywords={},
        doi={10.1145/1190366.1190370}
    }
    
  • Juan F. Perez
    German Riano
    Year: 2012
    jPhase: an object-oriented tool for modeling phase-type distributions
    SMCTOOLS
    ACM
    DOI: 10.1145/1190366.1190370
Juan F. Perez1,*, German Riano1,*
  • 1: Centro de Optimizacion y Probabilidad Aplicada (COPA), Departamento de Ingenierıa Industrial, Universidad de los Andes, Bogota D.C., Colombia.
*Contact email: fern-per@uniandes.edu.co, griano@uniandes.edu.co

Abstract

Phase-Type distributions are a powerful tool in stochastic modeling of real systems. In this paper, we describe an object-oriented tool used to represent and manipulate these distributions as computational objects. It allows the computation of multiple closure properties that can be used when modeling large systems with multiple interactions. The tool also includes procedures for fitting the parameter of a distribution from a data set and capabilities for generating random numbers from a specified distribution. This framework is built in a flexible and expandable way, and, therefore, it is not limited to the algorithms provided.

Published
2012-04-05
Publisher
ACM
http://dx.doi.org/10.1145/1190366.1190370
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