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A Spline-based Method for Modelling and Generating a Nonhomogeneous Poisson Process

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

Forthcoming

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A Spline-based Method for Modelling and Generating a Nonhomogeneous Poisson Process. / Morgan, Lucy; Nelson, Barry; Titman, Andrew; Worthington, David.

Proceedings of the 2019 Winter Simulation Conference. IEEE Press, 2019. (Proceedings of the 2019 Winter Simulation Conference).

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

Harvard

Morgan, L, Nelson, B, Titman, A & Worthington, D 2019, A Spline-based Method for Modelling and Generating a Nonhomogeneous Poisson Process. in Proceedings of the 2019 Winter Simulation Conference. Proceedings of the 2019 Winter Simulation Conference, IEEE Press.

APA

Morgan, L., Nelson, B., Titman, A., & Worthington, D. (Accepted/In press). A Spline-based Method for Modelling and Generating a Nonhomogeneous Poisson Process. In Proceedings of the 2019 Winter Simulation Conference (Proceedings of the 2019 Winter Simulation Conference). IEEE Press.

Vancouver

Morgan L, Nelson B, Titman A, Worthington D. A Spline-based Method for Modelling and Generating a Nonhomogeneous Poisson Process. In Proceedings of the 2019 Winter Simulation Conference. IEEE Press. 2019. (Proceedings of the 2019 Winter Simulation Conference).

Author

Morgan, Lucy ; Nelson, Barry ; Titman, Andrew ; Worthington, David. / A Spline-based Method for Modelling and Generating a Nonhomogeneous Poisson Process. Proceedings of the 2019 Winter Simulation Conference. IEEE Press, 2019. (Proceedings of the 2019 Winter Simulation Conference).

Bibtex

@inproceedings{abbc80b8c0cd4545834647712c137e93,
title = "A Spline-based Method for Modelling and Generating a Nonhomogeneous Poisson Process",
abstract = "This paper presents a spline-based input modelling method for inferring the intensity function of a nonhomogeneous Poisson process (NHPP) given arrival-time observations. A simple method for generating arrivals from the resulting intensity function is also presented. Splines are a natural choice for modelling intensity functions as they are smooth by construction, and highly flexible. Although flexibility is an advantage in terms of reducing the bias with respect to the true intensity function, it can lead to overfitting. Our method is therefore based on maximising the penalised NHPP log-likelihood, where the penalty is a measure of rapid changes in the spline-based representation. An empirical comparison of the spline-based method against two recently developed input modelling techniques is presented, along with an illustration of the method given arrivals from a real-world accident and emergency (A&E) department.",
author = "Lucy Morgan and Barry Nelson and Andrew Titman and David Worthington",
year = "2019",
month = "6",
day = "3",
language = "English",
series = "Proceedings of the 2019 Winter Simulation Conference",
publisher = "IEEE Press",
booktitle = "Proceedings of the 2019 Winter Simulation Conference",

}

RIS

TY - GEN

T1 - A Spline-based Method for Modelling and Generating a Nonhomogeneous Poisson Process

AU - Morgan, Lucy

AU - Nelson, Barry

AU - Titman, Andrew

AU - Worthington, David

PY - 2019/6/3

Y1 - 2019/6/3

N2 - This paper presents a spline-based input modelling method for inferring the intensity function of a nonhomogeneous Poisson process (NHPP) given arrival-time observations. A simple method for generating arrivals from the resulting intensity function is also presented. Splines are a natural choice for modelling intensity functions as they are smooth by construction, and highly flexible. Although flexibility is an advantage in terms of reducing the bias with respect to the true intensity function, it can lead to overfitting. Our method is therefore based on maximising the penalised NHPP log-likelihood, where the penalty is a measure of rapid changes in the spline-based representation. An empirical comparison of the spline-based method against two recently developed input modelling techniques is presented, along with an illustration of the method given arrivals from a real-world accident and emergency (A&E) department.

AB - This paper presents a spline-based input modelling method for inferring the intensity function of a nonhomogeneous Poisson process (NHPP) given arrival-time observations. A simple method for generating arrivals from the resulting intensity function is also presented. Splines are a natural choice for modelling intensity functions as they are smooth by construction, and highly flexible. Although flexibility is an advantage in terms of reducing the bias with respect to the true intensity function, it can lead to overfitting. Our method is therefore based on maximising the penalised NHPP log-likelihood, where the penalty is a measure of rapid changes in the spline-based representation. An empirical comparison of the spline-based method against two recently developed input modelling techniques is presented, along with an illustration of the method given arrivals from a real-world accident and emergency (A&E) department.

M3 - Conference contribution/Paper

T3 - Proceedings of the 2019 Winter Simulation Conference

BT - Proceedings of the 2019 Winter Simulation Conference

PB - IEEE Press

ER -