PhFit: a general phase-type fitting tool

Author

Bobbio, Andrea ; Horváth, András ; Telek, Miklós

Author_Institution

DISTA, Univ. del Piemonte Orientale, Alessandria, Italy

fYear

2002

fDate

2002

Firstpage

543

Abstract

PhFit, a new phase-type fitting tool is presented in this paper. PhFit allows for approximating distributions or set of samples not only by continuous but by discrete phase-type distributions as well. The implemented algorithms separate the fitting of the body and the tail part of the distribution which results in satisfactory fitting also for heavy-tail distributions. Moreover, PhFit allows the user to choose the distance measure according to which the fitting is performed. The tool is equipped with a graphical interface that visualizes the goodness of the provided approximation from several aspects.

Keywords

Markov processes; fault tolerant computing; graphical user interfaces; parameter estimation; Markov chains; PhFit tool; approximating distributions; continuous phase type distributions; discrete phase-type distributions; graphical interface; heavy-tail distributions; phase-type fitting tool; Absorption; Area measurement; Density functional theory; Density measurement; Performance evaluation; Polynomials; Probability distribution; Stochastic processes; Tail; Visualization;

fLanguage

English

Publisher

ieee

Conference_Titel

Dependable Systems and Networks, 2002. DSN 2002. Proceedings. International Conference on

Print_ISBN

0-7695-1101-5

Type

conf

DOI

10.1109/DSN.2002.1028966

Filename

1028966