Abstract:
We develop and evaluate a semiparametric method to estimate the mean-value function of a nonhomogeneous Poisson process (NHPP) using one or more process realizations obse...Show MoreMetadata
Abstract:
We develop and evaluate a semiparametric method to estimate the mean-value function of a nonhomogeneous Poisson process (NHPP) using one or more process realizations observed over a fixed time interval. To approximate the mean-value function, the method exploits a specially formulated polynomial that is constrained in least-squares estimation to be nondecreasing so the corresponding rate function is nonnegative and smooth (continuously differentiable). An experimental performance evaluation for two typical test problems demonstrates the method’s ability to yield an accurate fit to an NHPP based on a single process realization. A third test problem shows how the method can estimate an NHPP based on multiple realizations of the process.
Published in: 2008 Winter Simulation Conference
Date of Conference: 07-10 December 2008
Date Added to IEEE Xplore: 30 December 2008
ISBN Information: