Introduction to Point Processes
نویسنده
چکیده
Point process models are useful for describing phenomena occurring at random locations and/or times. Following a review of basic concepts, some important models are surveyed including Poisson processes, renewal processes, Hawkes processes, and Markovian point processes. Techniques for estimation, simulation and residual analysis for point processes are also briefly discussed. A point process is a random collection of points falling in some space. In most applications, each point represents the time and/or location of an event, such as a lightning strike or earthquake. When modeling purely temporal data, the space in which the points fall is simply a portion of the real line. Figure 1 shows an example of origin times of Southern California earthquakes of magnitude at least 3.0 occurring in 2008, obtained from the Southern California Earthquake Data Center. Point process data arise in a wide variety of scientific applications, including epidemiology, ecology, forestry, mining, hydrology, astronomy, ecology, and meteorology.
منابع مشابه
Drift Change Point Estimation in the rate and dependence Parameters of Autocorrelated Poisson Count Processes Using MLE Approach: An Application to IP Counts Data
Change point estimation in the area of statistical process control has received considerable attentions in the recent decades because it helps process engineer to identify and remove assignable causes as quickly as possible. On the other hand, improving in measurement systems and data storage, lead to taking observations very close to each other in time and as a result increasing autocorrelatio...
متن کاملIdentifying the change time of multivariate binomial processes for step changes and drifts
In this paper, a new control chart to monitor multi-binomial processes is first proposed based on a transformation method. Then, the maximum likelihood estimators of change points designed for both step changes and linear-trend disturbances are derived. At the end, the performances of the proposed change-point estimators are evaluated and are compared using some Monte Carlo simulation experimen...
متن کاملChange Point Estimation in High Yield Processes in the Presence of Serial Correlation
Change point estimation is as an effective method for identifying the time of a change in production and service processes. In most of the statistical quality control literature, it is usually assumed that the quality characteristic of interest is independently and identically distributed over time. It is obvious that this assumption could be easily violated in practice. In this paper, we use m...
متن کاملAnalyzing the Psycho-social Processes of Transgender Students in University of Tehran
Introduction: A person may have the characteristics of a gender from a biological point of view, but he does not consider himself to belong to that gender from the psychological point of view. This phenomenon is called transsexuality. These people experience a series of tensions and pressures in different dimensions on the path of dissatisfaction with their gender and its roles. The tertiary ed...
متن کاملAnalyzing the Psycho-social Processes of Transgender Students in University of Tehran
Introduction: A person may have the characteristics of a gender from a biological point of view, but he does not consider himself to belong to that gender from the psychological point of view. This phenomenon is called transsexuality. These people experience a series of tensions and pressures in different dimensions on the path of dissatisfaction with their gender and its roles. The tertiary ed...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2010