7th International Conference on Performance Evaluation Methodologies and Tools

Research Article

Matching marginal moments and lag autocorrelations with MAPs

  • @INPROCEEDINGS{10.4108/icst.valuetools.2013.254368,
        author={Gabor Horvath},
        title={Matching marginal moments and lag autocorrelations with MAPs},
        proceedings={7th International Conference on Performance Evaluation Methodologies and Tools},
        publisher={ICST},
        proceedings_a={VALUETOOLS},
        year={2014},
        month={1},
        keywords={traffic modeling map fitting moment matching autocorrelation matching},
        doi={10.4108/icst.valuetools.2013.254368}
    }
    
  • Gabor Horvath
    Year: 2014
    Matching marginal moments and lag autocorrelations with MAPs
    VALUETOOLS
    ACM
    DOI: 10.4108/icst.valuetools.2013.254368
Gabor Horvath1,*
  • 1: Budapest University of Technology and Economics
*Contact email: ghorvath@hit.bme.hu

Abstract

This paper presents a procedure that constructs a Markovian Arrival Process (MAP) based on the mean, the squared coefficient of variation and the lag-1 autocorrelation of the inter-arrival times. This method always provides a valid MAP without posing any restrictions on the three input parameters. Besides matching these three parameters, it is possible to match the third moment of the inter-arrival times and the decay of the autocorrelation function as well, if they fall into the given (very wide) bounds.