2009-12-01
Predicting a cyclic Poisson process
Publication
Publication
We construct and investigate a (1 – α)-upper prediction bound for a future observation of a cyclic Poisson process using past data. A normal based confidence interval for our upper prediction bound is established. A comparison of the new prediction bound with a simpler nonparametric prediction bound is also given.
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| CWI | |
| CWI. Probability, Networks and Algorithms [PNA] | |
| Organisation | Algebra and Statistics |
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Helmers, R., & Mangku, W. (2009). Predicting a cyclic Poisson process. CWI. Probability, Networks and Algorithms [PNA]. CWI. |
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