Non-homogeneous hierarchical Continuous Time Markov Chains

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21240%2F20%3A00342439" target="_blank" >RIV/68407700:21240/20:00342439 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1016/j.micpro.2020.103206" target="_blank" >https://doi.org/10.1016/j.micpro.2020.103206</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.micpro.2020.103206" target="_blank" >10.1016/j.micpro.2020.103206</a>

Result language
angličtina
Original language name
Non-homogeneous hierarchical Continuous Time Markov Chains
Original language description
This paper shows a method of calculating the hazard rate of the non-homogeneous Markov chains using different homogeneous probability matrices for several hundreds small time intervals (using default parameters settings — the number of the intervals can be adjusted to balance accuracy/time-consumption ratio). The method is compared to a pessimistic method based on homogeneous Markov chains and used to calculate the hazard rate of the hierarchical Markov chain. The hazard rates of the blocks are calculated independently and the non-homogeneous approach allows us to use them to calculate the hazard rate of the whole system. The independent calculations are significantly faster than the calculation of a single model composed of all models of the blocks.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
20206 - Computer hardware and architecture

Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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