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DOI10.1080/16843703.2017.1399511
Bayesian analysis of compound Poisson process with change-point
Wang, Pingping1; Tang, Yincai1; Xu, Ancha2
发表日期2019
ISSN1684-3703
EISSN1811-4857
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
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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