Constructor Detail

Method Detail

• maph2m_fitc_approx

   final static MatrixCell maph2m_fitc_approx(Double a, Double bt1, Double binf, Double t1, DoubleArray ai, DoubleArray dvt3, Double t3)

  Fits a second-order Marked MMPP using approximate count-based characteristics.

  Parameters:

  a - Arrival rate

  bt1 - IDC at scale t1

  binf - IDC for t->inf

  t1 - First time scale

  ai - Array where i-th element is the rate of class i

  dvt3 - Array where i-th element is the delta of variance of class i and the variance of all other classes combined, at resolution t3

  t3 - Third time scale

  Returns:

  Fitted MAPH(2,m) model

• optimizeMaph2Parameters

   final static Pair<DoubleArray, Double> optimizeMaph2Parameters(DoubleArray initialParams, Double a, Double bt1, Double binf, Double t1, DoubleArray ai, DoubleArray dvt3, Double t3, Integer maxFunEvals, Double tolerance)

  Optimize MAPH(2) parameters using a simple gradient-free method

• maph2ObjectiveFunction

   final static Double maph2ObjectiveFunction(DoubleArray params, Double a, Double bt1, Double binf, Double t1, DoubleArray ai, DoubleArray dvt3, Double t3)

  Objective function for MAPH(2) parameter optimization

• constructMaph2m

   final static MatrixCell constructMaph2m(Double l1, Double l2, Double r1, DoubleArray ai, Double totalRate)

  Construct MAPH(2,m) model from parameters

• computeArrivalRate

   final static Double computeArrivalRate(MatrixCell maph)

  Helper functions for computing model characteristics

• computeIDC

   final static Double computeIDC(MatrixCell maph, Double t)

• computeIDCInfinity

   final static Double computeIDCInfinity(MatrixCell maph)

• computeClassVarianceDiff

   final static Double computeClassVarianceDiff(MatrixCell maph, Integer classIndex, Double t)