PhFit: A general phase-type fitting tool. PhFit, a new Phase-type fitting tool is presented in this paper. The presented tool is novel from several aspects. It allows for approximating distributions or set of samples not only by continuous but by discrete Phase-type distributions as well. The implemented algorithms separate the fitting of the body and the tail part of the distribution which results in satisfactory fitting also for heavy-tail distributions. Moreover, PhFit allows the user to choose the distance measure according to which the fitting is performed.

References in zbMATH (referenced in 17 articles , 1 standard article )

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  1. Govorun, Maria; Latouche, Guy; Loisel, Stéphane: Phase-type aging modeling for health dependent costs (2015)
  2. Govorun, Maria; Latouche, Guy: Modeling the effect of health: phase-type approach (2014)
  3. M.Asghari, Naser; den Iseger, Peter; Mandjes, Michael: Numerical techniques in Lévy fluctuation theory (2014)
  4. Colledani, Marcello; Gershwin, Stanley B.: A decomposition method for approximate evaluation of continuous flow multi-stage lines with general Markovian machines (2013)
  5. Brandwajn, Alexandre; Begin, Thomas: A recurrent solution of $PH/M/c/N$-like and $PH/M/c$-like queues (2012)
  6. Reinecke, Philipp; Krauß, Tilman; Wolter, Katinka: Cluster-based fitting of phase-type distributions to empirical data (2012)
  7. Abdelkader, Yousry H.: A Laplace transform method for order statistics from nonidentical random variables and its application in phase-type distribution (2011)
  8. Colledani, Marcello; Tolio, Tullio: Performance evaluation of transfer lines with general repair times and multiple failure modes (2011)
  9. Wolter, Katinka; Reinecke, Philipp: Stochastic models for dependable services (2010)
  10. Éltető, T.; Telek, M.: Numerical analysis of M/G/1 type queueing systems with phase type transition structure (2008)
  11. Boute, Robert N.; Disney, Stephen M.; Lambrecht, Marc R.; Van Houdt, Benny: An integrated production and inventory model to dampen upstream demand variability in the supply chain (2007)
  12. Horváth, Gábor; Telek, Miklós: A canonical representation of order 3 phase type distributions (2007)
  13. Phanse, Kaustubh S.; Bhat, Aniket; DaSilva, Luiz A.: Modeling and evaluation of a policy provisioning architecture for mobile ad-hoc networks (2006)
  14. Osogami, Takayuki; Harchol-Balter, Mor: Necessary and sufficient conditions for representing general distributions by Coxians. (2003)
  15. Osogami, Takayuki; Harchol-Balter, Mor: A closed-form solution for mapping general distributions to minimal PH distributions. (2003)
  16. Horváth, András; Telek, Miklós: PhFit: A general phase-type fitting tool (2002)
  17. Horváth, András; Telek, Miklós: Markovian modeling of real data traffic: Heuristic phase type and MAP fitting of heavy tailed and fractal like samples (2002)