QBETS: queue bounds estimation from time series.
Daniel NurmiJohn BrevikRichard WolskiPublished in: SIGMETRICS (2007)
Keyphrases
- upper bound
- upper and lower bounds
- quasi periodic
- multivariate time series
- estimation algorithm
- estimation accuracy
- lower bound
- worst case
- stock market
- arrival rate
- autoregressive
- hazard rate
- moving average
- financial time series
- accurate estimation
- symbolic representation
- robust estimation
- error bounds
- steady state
- parameter estimation
- model selection
- markov chain
- state space