Analysis of nonhomogeneous input data using likelihood ratio test
Performing an accurate input analysis in simulation experimentation basically involves selecting the exact probability distributions of random input variables. Frequently in practice these inputs are not constant over time i.e., the underlying distribution may be affected by their time-dependent par...
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| creator | Shams, I. Shahanaghi, K. |
| description | Performing an accurate input analysis in simulation experimentation basically involves selecting the exact probability distributions of random input variables. Frequently in practice these inputs are not constant over time i.e., the underlying distribution may be affected by their time-dependent parameters. In this paper, we propose an approach that can identify whether or not a set of observations follow an identical distribution in a specific period. The model is formulated in a base of likelihood ratio test in the case that input observations come from nonhomogeneous exponentially random variable. Finally, performance comparisons are explored through simulation studies. |
| doi_str_mv | 10.1109/IEEM.2009.5373166 |
| format | Conference Proceeding |
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Finally, performance comparisons are explored through simulation studies.</description><subject>Analytical models</subject><subject>change point detection</subject><subject>Computational modeling</subject><subject>Data analysis</subject><subject>Input variables</subject><subject>likelihood ratio test</subject><subject>nonhomogeneous Poisson process</subject><subject>Parameter estimation</subject><subject>Performance analysis</subject><subject>Performance evaluation</subject><subject>Probability distribution</subject><subject>Random variables</subject><subject>Simulation input data analysis</subject><subject>Testing</subject><issn>2157-3611</issn><issn>2157-362X</issn><isbn>1424448697</isbn><isbn>9781424448692</isbn><isbn>9781424448708</isbn><isbn>1424448700</isbn><fulltext>true</fulltext><rsrctype>conference_proceeding</rsrctype><creationdate>2009</creationdate><recordtype>conference_proceeding</recordtype><sourceid>6IE</sourceid><sourceid>RIE</sourceid><recordid>eNo9kMtOwkAYhccLiYA8gHEzL1D8_7nPkpCiJBg3mrgjUzqF0dIhnXbB24uxcXUWX_LlnEPIA8IcEezTOs9f5wzAziXXHJW6IjOrDQomhDAazDUZM5Q644p93pDJAJTVt_8AcUQmvw4L0oC-I7OUvgAAmVHMqjFZLBpXn1NINFa0ic0hHuPeNz72iYbm1He0dJ2jfQrNntbh29fhEGNJW9eFSDufunsyqlyd_GzIKflY5e_Ll2zz9rxeLjZZQC27DFEZLVUhCr7jcue0KIFfVqDhQl4aVeAEMwx1VRZyZyrOrC-MAaZKV2pZ8Sl5_PMG7_321Iaja8_b4Rr-AxpQUEM</recordid><startdate>200912</startdate><enddate>200912</enddate><creator>Shams, I.</creator><creator>Shahanaghi, K.</creator><general>IEEE</general><scope>6IE</scope><scope>6IL</scope><scope>CBEJK</scope><scope>RIE</scope><scope>RIL</scope></search><sort><creationdate>200912</creationdate><title>Analysis of nonhomogeneous input data using likelihood ratio test</title><author>Shams, I. ; Shahanaghi, K.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-i175t-1168756b4b3c35ca74d0387018345000f0a428217fdb5c8f329eb88026dad75f3</frbrgroupid><rsrctype>conference_proceedings</rsrctype><prefilter>conference_proceedings</prefilter><language>eng</language><creationdate>2009</creationdate><topic>Analytical models</topic><topic>change point detection</topic><topic>Computational modeling</topic><topic>Data analysis</topic><topic>Input variables</topic><topic>likelihood ratio test</topic><topic>nonhomogeneous Poisson process</topic><topic>Parameter estimation</topic><topic>Performance analysis</topic><topic>Performance evaluation</topic><topic>Probability distribution</topic><topic>Random variables</topic><topic>Simulation input data analysis</topic><topic>Testing</topic><toplevel>online_resources</toplevel><creatorcontrib>Shams, I.</creatorcontrib><creatorcontrib>Shahanaghi, K.</creatorcontrib><collection>IEEE Electronic Library (IEL) Conference Proceedings</collection><collection>IEEE Proceedings Order Plan All Online (POP All Online) 1998-present by volume</collection><collection>IEEE Xplore All Conference Proceedings</collection><collection>IEEE Electronic Library (IEL)</collection><collection>IEEE Proceedings Order Plans (POP All) 1998-Present</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Shams, I.</au><au>Shahanaghi, K.</au><format>book</format><genre>proceeding</genre><ristype>CONF</ristype><atitle>Analysis of nonhomogeneous input data using likelihood ratio test</atitle><btitle>2009 IEEE International Conference on Industrial Engineering and Engineering Management</btitle><stitle>IEEM</stitle><date>2009-12</date><risdate>2009</risdate><spage>1780</spage><epage>1784</epage><pages>1780-1784</pages><issn>2157-3611</issn><eissn>2157-362X</eissn><isbn>1424448697</isbn><isbn>9781424448692</isbn><eisbn>9781424448708</eisbn><eisbn>1424448700</eisbn><abstract>Performing an accurate input analysis in simulation experimentation basically involves selecting the exact probability distributions of random input variables. Frequently in practice these inputs are not constant over time i.e., the underlying distribution may be affected by their time-dependent parameters. In this paper, we propose an approach that can identify whether or not a set of observations follow an identical distribution in a specific period. The model is formulated in a base of likelihood ratio test in the case that input observations come from nonhomogeneous exponentially random variable. Finally, performance comparisons are explored through simulation studies.</abstract><pub>IEEE</pub><doi>10.1109/IEEM.2009.5373166</doi><tpages>5</tpages></addata></record> |
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| source | IEEE Electronic Library (IEL) Conference Proceedings |
| subjects | Analytical models change point detection Computational modeling Data analysis Input variables likelihood ratio test nonhomogeneous Poisson process Parameter estimation Performance analysis Performance evaluation Probability distribution Random variables Simulation input data analysis Testing |
| title | Analysis of nonhomogeneous input data using likelihood ratio test |
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