Journal of Electrical Engineering and Technology

The Korean Institute of Electrical Engineers (대한전기학회)
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Design of Time-varying Stochastic Process with Dynamic Bayesian Networks

  • Published : 2007.12.31
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Abstract

We present a dynamic Bayesian network (DBN) model of a generalized class of nonstationary birth-death processes. The model includes birth and death rate parameters that are randomly selected from a known discrete set of values. We present an on-line algorithm to obtain optimal estimates of the parameters. We provide a simulation of real-time characterization of load traffic estimation using our DBN approach.

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References

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