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UNLV Theses, Dissertations, Professional Papers, and Capstones
Change-point problems; Italy – Mount Etna; Poisson processes; Stochastic processes; Volcanoes
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Poisson Process Monitoring, Test And Comparison, Qing Chen
Poisson Process Monitoring, Test And Comparison, Qing Chen
UNLV Theses, Dissertations, Professional Papers, and Capstones
The task of determining whether a sudden change occurred in the generative parameters of a time series generates application in many areas. In this thesis, we aim at monitoring the change-point of a Poisson process by method, which is characterized by a forward-backward testing algorithm and several overall error control mechanisms. With the application of this proposed method, we declare that Mount Etna is not a simple Poissonian volcano, because two different regimes divided by the change point, January 30th 1974, are identified. The validation procedures, used in a complementary fashion, by the formal hypothesis tests and graphical method will …