Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151579 | Statistics & Probability Letters | 2015 | 8 Pages |
Abstract
We propose tree and random forest methods for non-homogeneous Poisson processes. The splitting criterion is derived from a model with a piecewise constant rate function. A simulation study shows that the new method performs well.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Walid Mathlouthi, Marc Fredette, Denis Larocque,