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DOI | 10.1080/16843703.2017.1399511 |
Bayesian analysis of compound Poisson process with change-point | |
Wang, Pingping1; Tang, Yincai1; Xu, Ancha2 | |
发表日期 | 2019 |
ISSN | 1684-3703 |
EISSN | 1811-4857 |
卷号 | 16期号:3页码:297-317 |
英文摘要 | The compound Poisson process is considered to model the frequency and the magnitude of the earthquake occurrences concurrently. Nevertheless, there are many debates on whether climate change influences the frequency of the natural disasters. In this study, we propose a compound Poisson process with change-point (CPPCP) model to fit the data with two-phase pattern. The hierarchical Bayesian method is employed via assigning a common distribution for the unit-specific parameters. For comparison purpose, we also develop the maximum-likelihood method. The simulation study illustrates the applicability of our proposed model and the validity of the hierarchical Bayesian method. In the analysis of the earthquake data, CPPCP model outperforms the quadratic linear regression model and the hierarchical Bayesian method is superior to the maximum-likelihood method in terms of the model fitting and prediction. |
WOS研究方向 | Engineering ; Operations Research & Management Science ; Mathematics |
来源期刊 | QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT
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文献类型 | 期刊论文 |
条目标识符 | http://gcip.llas.ac.cn/handle/2XKMVOVA/97651 |
作者单位 | 1.East China Normal Univ, Sch Stat, Shanghai, Peoples R China; 2.Wenzhou Univ, Coll Math & Informat Sci, Wenzhou, Zhejiang, Peoples R China |
推荐引用方式 GB/T 7714 | Wang, Pingping,Tang, Yincai,Xu, Ancha. Bayesian analysis of compound Poisson process with change-point[J],2019,16(3):297-317. |
APA | Wang, Pingping,Tang, Yincai,&Xu, Ancha.(2019).Bayesian analysis of compound Poisson process with change-point.QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT,16(3),297-317. |
MLA | Wang, Pingping,et al."Bayesian analysis of compound Poisson process with change-point".QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT 16.3(2019):297-317. |
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