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Activity Number:
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343
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2007 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #308737 |
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Title:
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A Method for Estimating Intensity of a Poisson Process
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Author(s):
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Chih-Hsiang Ho*+ and Sandhya Gunti and Heng-Wei Cheng
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Companies:
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University of Nevada, Las Vegas and University of Nevada, Las Vegas and University of Nevada, Las Vegas
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Address:
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4505 S. Maryland Parkway, Las Vegas, NV, 89154-4020,
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Keywords:
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Intensity function ; Poisson process ; Time series
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Abstract:
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Motivated by its vast applications, we investigate ways to estimate the intensity of a Poisson process. In this presentation, we link the traditional homogeneous and nonhomogeneous Poisson processes (NHPP) to the classical time series via a sequence of the empirical recurrence rates (ERR), calculated at equally spaced intervals of time. We consider a computationally simple algorithm to calculate the total area and also the area for the last 10 recurrence rates under the ERR curve. We conclude that the mean function of an NHPP can be estimated from the ERR values. In addition, we argue by simulation, that the algorithm can be implemented to forecast NHPP observations with various forms of intensity function. An intensity correction factor is defined based on the temporal pattern of the targeted point process.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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