Estimating and simulating Poisson processes with trends or asymmetric cyclic effects

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dc.contributor.author Kuhl, Michael
dc.contributor.author Damerdji, Halim
dc.contributor.author Wilson, James
dc.date.accessioned 2009-07-24T14:19:39Z
dc.date.available 2009-07-24T14:19:39Z
dc.date.issued 1997-12
dc.identifier.citation In the Proceedings of the 1997 Winter Simulation Conference, Piscataway, New Jersey, pp. 287-295, December 1997 en_US
dc.identifier.uri http://hdl.handle.net/1850/10255
dc.description.abstract We present a heuristic that provides a nonparametric estimate of the mean-value function of a nonhomogeneous Poisson process having a long-term trend or some cyclic effect(s) that may lack sinusoidal symmetry over the corresponding cycle(s). This heuristic is a multiresolution-based method that allows one to estimate the overall long-term trend of the process at the lowest resolution and then add the details of the process associated with progressively smaller periodic components at progressively higher resolutions. In addition, we present an algorithm for generating realizations of nonhomogeneous Poisson processes with the estimated mean-value function in simulation experiments. en_US
dc.language.iso en_US en_US
dc.publisher Institute of Electrical and Electronics Engineers en_US
dc.title Estimating and simulating Poisson processes with trends or asymmetric cyclic effects en_US
dc.type Proceedings en_US

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