SOLVING HIDDEN NON-MARKOVIAN MODELS: HOW TO COMPUTE CONDITIONAL STATE CHANGE PROBABILITIES

Current production systems produce a wealth of information in the form of protocols, which is hardly exploited, often due to a lack of appropriate analysis methods. Hidden non-Markovian Models attempt to relieve this problem. They enable the analysis of not observable systems only based on recorded output. The paper implements and tests solution algorithms based on the original Hidden Markov Model algorithms. The problem of computing the conditional state change probabilities at specific points in time is solved. The implemented algorithms compute the probability of a given output sequence and the most probable generating path for Markov regenerative models. This enables the analysis of protocols of not observable systems and the solution of problems that cannot be solved using existing methods. This opens up new application areas, including a different approach to mining the wealth of data already collected today with huge monetary effort

PROXEL-BASED SIMULATION OF QUEUING SYSTEMS WITH ATTRIBUTED CUSTOMERS

This paper describes a state space-based simulation method for queuing systems with attributed customers. The approach extends a previous version, which was designed for only one customer class, enabling the simulation of a larger group of queuing models. The work is motivated by the need for exact solutions for queuing systems where no analytical solution is available. In this paper, the original Proxel-based queuing simulation method is extended to incorporate attributed customers, concentrating on efficient coding and storage strategies to dampen the state space explosion. The attribute classes priority, deadline and processing time are implemented. Experimental results indicate the maximum number of attribute values that is still feasible. Some interesting statistics are presented, which would be hard to obtain using traditional simulation methods. The presented method can yield deterministic results for a larger number of queuing systems that cannot be easily solved analytically