摘要
ACPH分布继承了PH分布具有良好特性的特点,对其进行数据拟合的难度比PH大大降低。针对ACPH分布缺乏数值稳定拟合算法的问题,提出采用EM算法解决该问题,给出了ACPH分布数据拟合EM算法的理论推导,并通过3个拟合实例验证了算法的有效性。
ACPH（Acyclic Continuous Phase-type） distribution inherits the better characteristic form Phase-type（PH） distribution. The difficulty in fitting data with ACPH distribution is lower than that with PH one. To solve the numerical instability problem existed in the current ACPH data fitting methods, a new ACPH data fit method based on EM algorithm is proposed. The theoretical analysis process of the new method is given. The effectiveness of the new method is verified by three examples.
出处
《计算机工程》
CAS
CSCD
北大核心
2008年第4期75-78,共4页
Computer Engineering
基金
国家自然科学基金资助项目(70501031)
关键词
ACPH分布
PH分布
EM算法
数据拟合
ACPH（Acyclic Continuous Phase-type） distribution
PH（Phase-type） distribution
EM algorithm
data fitting
