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Abstract Details

Activity Number: 579
Type: Contributed
Date/Time: Wednesday, August 1, 2012 : 2:00 PM to 3:50 PM
Sponsor: Section on Bayesian Statistical Science
Abstract - #304091
Title: Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates Are Unknown
Author(s): Marlo Brown*+
Companies: Niagara University
Address: PO Box 2044, Niagara University, NY, 14109-2044, United States
Keywords: Bayesian stopping rules ; Change-point detection ; Dynamic programming ; Multiple categories ; Poisson Process

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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