Parameter estimation of queueing system using mixture model and the EM algorithm

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dc.contributor.authorLi, Hang
dc.contributor.supervisorWu, Kui
dc.date.accessioned2016-12-02T18:00:08Z
dc.date.available2016-12-02T18:00:08Z
dc.date.copyright2016en_US
dc.date.issued2016-12-02
dc.degree.departmentDepartment of Computer Science
dc.degree.levelMaster of Science M.Sc.en_US
dc.description.abstractParameter estimation is a long-lasting topic in queueing systems and has attracted considerable attention from both academia and industry. In this thesis, we design a parameter estimation framework for a tandem queueing system that collects end-to-end measurement data and utilizes the finite mixture model for the maximum likelihood (ML) estimation. The likelihood equations produced by ML are then solved by the iterative expectation-maximization (EM) algorithm, a powerful algorithm for parameter estimation in scenarios involving complicated distributions. We carry out a set of experiments with different parameter settings to test the performance of the proposed framework. Experimental results show that our method performs well for tandem queueing systems, in which the constituent nodes' service time follow distributions governed by exponential family. Under this framework, both the Newton-Raphson (NR) algorithm and the EM algorithm could be applied. The EM algorithm, however, is recommended due to its ease of implementation and lower computational overhead.en_US
dc.description.proquestemailhangli@uvic.caen_US
dc.description.scholarlevelGraduateen_US
dc.identifier.urihttp://hdl.handle.net/1828/7647
dc.languageEnglisheng
dc.language.isoenen_US
dc.rightsAvailable to the World Wide Weben_US
dc.subjectEM algorithmen_US
dc.subjectQueueing Theoryen_US
dc.subjectMixture Modelen_US
dc.subjectTandem Queueing Systemen_US
dc.titleParameter estimation of queueing system using mixture model and the EM algorithmen_US
dc.typeThesisen_US

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