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Abstract Details
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Activity Number:
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579
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Type:
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Contributed
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Date/Time:
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Wednesday, August 1, 2012 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Bayesian Statistical Science
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| Abstract - #304091 |
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Title:
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Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates Are Unknown
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Author(s):
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Marlo Brown*+
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Companies:
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Niagara University
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Address:
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PO Box 2044, Niagara University, NY, 14109-2044, United States
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Keywords:
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Bayesian stopping rules ;
Change-point detection ;
Dynamic programming ;
Multiple categories ;
Poisson Process
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Abstract:
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We observe a Poisson process in several categories where the arrival rates in each category change at some unknown integer. For some of these categories the arrival rates increase, whereas in other categories the arrival rates decrease. We assume that both the arrival rates for each category as well as the change-point are unknown. We develop procedures for detecting when a change has occurred in at least one of these categories. We provide some numerical results to illistrate the effectiveness of the detection procedure.
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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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