Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals

DOI10.1080/03610910902936257MaRDI QIDQ3645002zbMATH OpenOpenAlexFDO

Authors Marlo Brown

Publication date 16 November 2009

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910902936257

zbMATH Keywords

change-point detectiondynamic programmingPoisson processesriskBayesian stopping rulesuneven time intervals

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of mathematical programming (90C90) Dynamic programming (90C39) Optimal stopping in statistics (62L15)

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• Detecting changes in a Poisson process monitored at random time intervals
• Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown
• Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown
• Detection of changes of multiple Poisson processes monitored at discrete time points where the arrival rates are unknown
• Monitoring a Poisson process subject to gradual changes in the arrival rates

Cites work

• A Bayes Approach to a Quality Control Model
• A dynamic sampling approach for detecting a change in distribution
• A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown
• CONTINUOUS INSPECTION SCHEMES
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
• On Optimum Methods in Quickest Detection Problems
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Optimal detection of a change in distribution
• Procedures for Reacting to a Change in Distribution

Cited in

(10)

• Monitoring a Poisson process in several categories subject to changes in the arrival rates
• Early detection of a change in Poisson rate after accounting for population size effects
• Detection of changes of multiple Poisson processes monitored at discrete time points where the arrival rates are unknown
• Detecting changes in a Poisson process monitored at random time intervals
• Filtering, Smoothing andM-ary Detection with Discrete Time Poisson Observations
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown
• Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown
• Monitoring a Poisson process subject to gradual changes in the arrival rates
• Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown

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