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。
关键词:
ACPH分布,
PH分布,
EM算法,
数据拟合
Abstract: 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.
Key words:
ACPH(Acyclic Continuous Phase-type) distribution,
PH(Phase-type) distribution,
EM algorithm,
data fitting
中图分类号:
黄 卓;潘 晓;郭 波. 基于EM算法的ACPH分布数据拟合方法[J]. 计算机工程, 2008, 34(4): 75-78.
HUANG Zhuo; PAN Xiao; GUO Bo. Data Fitting Method of ACPH Distributions Based on EM Algorithm[J]. Computer Engineering, 2008, 34(4): 75-78.