2 resultados para Markov additive process

em Massachusetts Institute of Technology


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This paper analyzes a proposed release controlmethodology, WIPLOAD Control (WIPLCtrl), using a transfer line case modeled by Markov process modeling methodology. The performance of WIPLCtrl is compared with that of CONWIP under 13 system configurations in terms of throughput, average inventory level, as well as average cycle time. As a supplement to the analytical model, a simulation model of the transfer line is used to observe the performance of the release control methodologies on the standard deviation of cycle time. From the analysis, we identify the system configurations in which the advantages of WIPLCtrl could be observed.

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This report studies when and why two Hidden Markov Models (HMMs) may represent the same stochastic process. HMMs are characterized in terms of equivalence classes whose elements represent identical stochastic processes. This characterization yields polynomial time algorithms to detect equivalent HMMs. We also find fast algorithms to reduce HMMs to essentially unique and minimal canonical representations. The reduction to a canonical form leads to the definition of 'Generalized Markov Models' which are essentially HMMs without the positivity constraint on their parameters. We discuss how this generalization can yield more parsimonious representations of stochastic processes at the cost of the probabilistic interpretation of the model parameters.