Description

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.

Date of creation, presentation, or exhibit

1997

Comments

In the Proceedings of the 1997 Winter Simulation Conference, Piscataway, New Jersey, pp. 287-295, December 1997 Note: imported from RIT’s Digital Media Library running on DSpace to RIT Scholar Works in February 2014.

Document Type

Conference Proceeding

Department, Program, or Center

Industrial and Systems Engineering (KGCOE)

Campus

RIT – Main Campus

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