Package jline.lang.processes
Class MAP
- All Implemented Interfaces:
Serializable,Copyable
A Markovian Arrival Process
- See Also:
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Field Summary
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionD(int i) Gets the i-th matrix of the Markovian arrival process representation.booleanChecks if this MAP is equal to another object.evalACFT(int[] lags, double timescale) Evaluates the autocorrelation function at given lags and timescale.doubleevalCDF(double t) Evaluates the cumulative distribution function (CDF) at time t.doubleevalLST(double s) Evaluates the Laplace-Stieltjes Transform (LST) at parameter s.doubleevalMeanT(double t) Evaluates the mean of the counting process at time t.doubleevalPDF(double t) Evaluates the probability density function (PDF) at time t.doubleevalVarT(double t) Evaluates the variance of the counting process at time t.static MAPfitCentralAndACFDecay(double mean, double var, double skew, double gamma2) Fit MAP from central moments and autocorrelation function decay.static MAPfitRawMomentsAndACFDecay(double m1, double m2, double m3, double gamma2) Fit MAP from raw moments and autocorrelation function decay.doublegetMean()Gets the mean of this Markovian distribution.longGets the number of phases in this Markovian distribution.Gets the matrix representation of this Markovian process.doublegetRate()Gets the rate of this distribution (inverse of mean).doublegetSCV()Gets the squared coefficient of variation (SCV) of this distribution.doubleGets the skewness of this distribution.doublegetVar()Gets the variance of this distribution.inthashCode()Returns the hash code for this MAP process.voidNormalizes the MAP so that D0+D1 forms a proper infinitesimal generator.static MAPrand()static MAPrand(int order) static MAPrandn()static MAPrandn(int order, double mu, double sigma) toString()Returns a string representation of this MAP process.Methods inherited from class jline.lang.processes.MarkovModulated
getACFDecayMethods inherited from class jline.lang.processes.Markovian
acf, embedded, embeddedProb, evalCDF, getACF, getEmbedded, getEmbeddedProb, getIDC, getIDI, getInitProb, getMoments, getMu, getPhi, getSubgenerator, getVariance, idc, idi, initProb, mean, moments, mu, numberOfPhases, numPhases, phi, process, rate, sample, sample, scv, setMean, setProcess, setRate, skewness, subgenerator, var, varianceMethods inherited from class jline.lang.processes.Distribution
evalProbInterval, getName, getNumParams, getParam, getSupport, isContinuous, isDisabled, isDiscrete, isImmediate, isMarkovian, name, numParams, param, setNumParams, setParam, support
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Constructor Details
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MAP
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MAP
public MAP() -
MAP
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Method Details
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rand
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rand
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randn
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randn
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D
Description copied from class:MarkovianGets the i-th matrix of the Markovian arrival process representation. -
evalCDF
public double evalCDF(double t) Evaluates the cumulative distribution function (CDF) at time t. For a MAP, this represents the probability that an inter-arrival time is less than or equal to t. -
evalLST
public double evalLST(double s) Evaluates the Laplace-Stieltjes Transform (LST) at parameter s. For a MAP, LST(s) = alpha * (-T + s*I)^(-1) * t where alpha is the initial probability vector, T is the subgenerator, and t is the exit rate vector. -
getMean
public double getMean()Description copied from class:MarkovianGets the mean of this Markovian distribution. -
getNumberOfPhases
public long getNumberOfPhases()Description copied from class:MarkovianGets the number of phases in this Markovian distribution.- Overrides:
getNumberOfPhasesin classMarkovian- Returns:
- the number of phases
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getProcess
Description copied from class:MarkovianGets the matrix representation of this Markovian process.- Overrides:
getProcessin classMarkovian- Returns:
- MatrixCell containing D0, D1, ... matrices
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getRate
public double getRate()Description copied from class:DistributionGets the rate of this distribution (inverse of mean). -
getRenewalProcess
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getSCV
public double getSCV()Description copied from class:DistributionGets the squared coefficient of variation (SCV) of this distribution. SCV = Var(X) / E[X]^2. -
getSkewness
public double getSkewness()Description copied from class:DistributionGets the skewness of this distribution. Skewness measures the asymmetry of the probability distribution.- Overrides:
getSkewnessin classMarkovian- Returns:
- the skewness value
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getVar
public double getVar()Description copied from class:DistributionGets the variance of this distribution. Computed as SCV * mean^2. -
toTimeReversed
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evalMeanT
public double evalMeanT(double t) Evaluates the mean of the counting process at time t. For MAP, this gives the expected number of arrivals by time t. -
evalVarT
public double evalVarT(double t) Evaluates the variance of the counting process at time t. For MAP, this provides the variance of the number of arrivals by time t. -
evalACFT
Evaluates the autocorrelation function at given lags and timescale. For MAP, this measures the correlation between arrivals at different times.- Overrides:
evalACFTin classMarkovModulated- Parameters:
lags- array of lag valuestimescale- the timescale parameter- Returns:
- matrix of autocorrelation values
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evalPDF
public double evalPDF(double t) Evaluates the probability density function (PDF) at time t. For MAP, this is the derivative of the CDF.- Parameters:
t- the time value- Returns:
- the PDF value at time t
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normalize
public void normalize()Normalizes the MAP so that D0+D1 forms a proper infinitesimal generator. Each row sum of (D0+D1) should equal zero for a valid generator. -
fitCentralAndACFDecay
Fit MAP from central moments and autocorrelation function decay. This creates a MAP that matches the given statistical properties.- Parameters:
mean- the mean inter-arrival timevar- the variance of inter-arrival timesskew- the skewness of inter-arrival timesgamma2- the autocorrelation function decay parameter- Returns:
- fitted MAP process
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fitRawMomentsAndACFDecay
Fit MAP from raw moments and autocorrelation function decay. This is a simplified version that creates a 2-phase MAP.- Parameters:
m1- first raw momentm2- second raw momentm3- third raw momentgamma2- autocorrelation function decay parameter- Returns:
- fitted MAP process
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toString
Returns a string representation of this MAP process. -
equals
Checks if this MAP is equal to another object. -
hashCode
public int hashCode()Returns the hash code for this MAP process.
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