The recently introduced triple exponentially weighted moving average (TEWMA) chart is the extended form of classical EWMA and double (DEWMA) charts. On other hand, auxiliary information-based (AIB) homogeneously ( HWMA AIB ) used for monitoring process location shifts ef...

This paper deals with the modeling of real IP flows using Markov-modulated On–Off processes. In first section paper, we summarize knowledge found so far about Markov modulated regular process model, which has already been published in our previous papers. For sake completeness, also well-known facts regarding Bernoulli process. second section, deal continuation Our own derivation hitherto-unkno...

In this paper an analytical framework is proposed for the evaluation of the tradeoffs between location privacy and energy efficiency in wireless sensor networks. We assume that random routing is utilized to improve privacy. However, this involves an increase in the average path length and thus an increase in energy consumption. The privacy loss is measured using information theory concepts; ind...

We study properties and parameter estimation of finite-state homogeneous continuous-time bivariate Markov chains. Only one of the two processes of the bivariate Markov chain is observable. The general form of the bivariate Markov chain studied here makes no assumptions on the structure of the generator of the chain, and hence, neither the underlying process nor the observable process is necessa...

The quality is typically modeled as the univariate or multivariate distribution of quality characteristic/s. In recent applications of statistical process control, quality profiles in which the relationship between a response and explanatory variable/s is captured and monitored are increasingly used to model the quality. Several techniques have been developed to enhance the speed of detecting c...

We devise an approximation of the marginal queue length distribution in discrete-time polling systems with batch arrivals and fixed packet sizes. The polling server uses the Bernoulli service discipline and Markovian routing. The 1-limited and exhaustive service disciplines are special cases of the Bernoulli service discipline, and traditional cyclic routing is a special case of Markovian routi...

One of the major tasks of evolutionary biology is the reconstruction of phylogenetic trees from molecular data. The evolutionary model is given by a Markov chain on the true evolutionary tree. Given samples from this Markov chain at the leaves of the tree, the goal is to reconstruct the evolutionary tree. It is well known that in order to reconstruct a tree on n leaves, sequences of length Ω(lo...

We propose a flexible prior model for the parameters of a binary Markov random field (MRF) defined on a rectangular lattice and with k ×l cliques. The prior model allows higher-order interactions to be included in the MRF. We also define a reversible jump Markov chain Monte Carlo (RJMCMC) algorithm to sample from the associated posterior distribution. The number of possible parameters for an MR...

In this paper, we study the problem of estimating a Markov chain X(signal) from its noisy partial information Y , when the transition probability kernel depends on some unknown parameters. Our goal is to compute the conditional distribution process P{Xn|Yn, . . . , Y1}, referred to hereafter as the optimal filter. Following a standard Bayesian technique, we treat the parameters as a nondynamic ...