基于EM算法的ACPH分布数据拟合方法  

Data Fitting Method of ACPH Distributions Based on EM Algorithm

作　　者：黄卓[1] 潘晓[2] 郭波[1] 

机构地区：[1]国防科技大学系统工程系,长沙410073 [2]国防科技大学机电工程与自动化学院,长沙410073

出　　处：《计算机工程》2008年第4期75-78,共4页Computer Engineering

基　　金：国家自然科学基金资助项目(70501031)

摘　　要：ACPH分布继承了PH分布具有良好特性的特点,对其进行数据拟合的难度比PH大大降低。针对ACPH分布缺乏数值稳定拟合算法的问题,提出采用EM算法解决该问题,给出了ACPH分布数据拟合EM算法的理论推导,并通过3个拟合实例验证了算法的有效性。ACPH（Acyclic Continuous Phase-type） distribution inherits the better characteristic form Phase-type（PH） distribution. The difficulty in fitting data with ACPH distribution is lower than that with PH one. To solve the numerical instability problem existed in the current ACPH data fitting methods, a new ACPH data fit method based on EM algorithm is proposed. The theoretical analysis process of the new method is given. The effectiveness of the new method is verified by three examples.

关 键 词：ACPH分布 PH分布 EM算法 数据拟合 

分 类 号：O211.1[理学—概率论与数理统计]