Estimating mixtures of exponential distributions using maximum likelihood and the EM algorithm to improve simulation of telecommunications networks

This thesis explores the topic of mixture-distributions as they relate to modeling call demand on a telecommunications network. Modeling call duration demand in particular proves difficult for a number of reasons. Historically, this has been modeled using a simple exponential distribution with a...

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Main Author: Baird, Sean Robert
Language:English
Published: 2009
Online Access:http://hdl.handle.net/2429/13868
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spelling ndltd-LACETR-oai-collectionscanada.gc.ca-BVAU.2429-138682014-03-14T15:47:16Z Estimating mixtures of exponential distributions using maximum likelihood and the EM algorithm to improve simulation of telecommunications networks Baird, Sean Robert This thesis explores the topic of mixture-distributions as they relate to modeling call demand on a telecommunications network. Modeling call duration demand in particular proves difficult for a number of reasons. Historically, this has been modeled using a simple exponential distribution with a single parameter. This work extends that modeling technique to using multi-component exponential distributions. Development of these models is shown to be possible using non-linear programming as well as an application of the EM algorithm. These independent approaches yield remarkably similar results. Also relevant are the treatment of statistical significance testing for large data set samples, since these notoriously pose difficulty by magnifying statistical significance. This problem is treated through a more robust comparison of data to the theoretical distribution using a bootstrapping technique of sampling against the large data set. Finally, the results of the demand modeling are also validated using a more intuitive comparison to the simulation model output. 2009-10-09T23:55:42Z 2009-10-09T23:55:42Z 2002 2009-10-09T23:55:42Z 2003-05 Electronic Thesis or Dissertation http://hdl.handle.net/2429/13868 eng UBC Retrospective Theses Digitization Project [http://www.library.ubc.ca/archives/retro_theses/]
collection NDLTD
language English
sources NDLTD
description This thesis explores the topic of mixture-distributions as they relate to modeling call demand on a telecommunications network. Modeling call duration demand in particular proves difficult for a number of reasons. Historically, this has been modeled using a simple exponential distribution with a single parameter. This work extends that modeling technique to using multi-component exponential distributions. Development of these models is shown to be possible using non-linear programming as well as an application of the EM algorithm. These independent approaches yield remarkably similar results. Also relevant are the treatment of statistical significance testing for large data set samples, since these notoriously pose difficulty by magnifying statistical significance. This problem is treated through a more robust comparison of data to the theoretical distribution using a bootstrapping technique of sampling against the large data set. Finally, the results of the demand modeling are also validated using a more intuitive comparison to the simulation model output.
author Baird, Sean Robert
spellingShingle Baird, Sean Robert
Estimating mixtures of exponential distributions using maximum likelihood and the EM algorithm to improve simulation of telecommunications networks
author_facet Baird, Sean Robert
author_sort Baird, Sean Robert
title Estimating mixtures of exponential distributions using maximum likelihood and the EM algorithm to improve simulation of telecommunications networks
title_short Estimating mixtures of exponential distributions using maximum likelihood and the EM algorithm to improve simulation of telecommunications networks
title_full Estimating mixtures of exponential distributions using maximum likelihood and the EM algorithm to improve simulation of telecommunications networks
title_fullStr Estimating mixtures of exponential distributions using maximum likelihood and the EM algorithm to improve simulation of telecommunications networks
title_full_unstemmed Estimating mixtures of exponential distributions using maximum likelihood and the EM algorithm to improve simulation of telecommunications networks
title_sort estimating mixtures of exponential distributions using maximum likelihood and the em algorithm to improve simulation of telecommunications networks
publishDate 2009
url http://hdl.handle.net/2429/13868
work_keys_str_mv AT bairdseanrobert estimatingmixturesofexponentialdistributionsusingmaximumlikelihoodandtheemalgorithmtoimprovesimulationoftelecommunicationsnetworks
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