Design of Time-varying Stochastic Process with Dynamic Bayesian Networks
Hyun-Cheol Cho, M. Sami Fadali, Kwon-Soon Lee · Journal of Electrical Engineering and Technology · 2007
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.