Abstract

We formulate a nonparametric technique for estimating the (cumulative) mean-value function of a nonhomogeneous Poisson process having a long-term trend or some cyclic effect(s) that may lack familiar trigonometric characteristics such as symmetry over the corresponding cycle(s). This multiresolution procedure begins at the lowest level of resolution by estimating any long-term trend in the target counting process; then at progressively higher levels of resolution, the procedure yields estimates of the cyclic behavior associated with progressively smaller cycle lengths. We also formulate an efficient algorithm for generating realizations of such counting processes.

Publication Date

2001

Comments

Note: imported from RIT’s Digital Media Library running on DSpace to RIT Scholar Works in February 2014.

Document Type

Article

Department, Program, or Center

Industrial and Systems Engineering (KGCOE)

Campus

RIT – Main Campus

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