Estimating Spline-Based Nonhomogeneous Poisson Intensities Using Constrained Quadratic Programming
- Resource Type
- Conference
- Authors
- Chen, Siqi; Xi, Jing Yang Sunny; Chan, Wai Kin Victor
- Source
- 2023 Winter Simulation Conference (WSC) Simulation Conference (WSC), 2023 Winter. :339-350 Dec, 2023
- Subject
- Engineering Profession
General Topics for Engineers
Transportation
Computational modeling
Estimation
Transforms
Data models
Quadratic programming
Splines (mathematics)
Optimization
- Language
- ISSN
- 1558-4305
This paper estimates the intensity function of a nonhomogeneous Poisson process (NHPP) using a spline-based method with constrained quadratic programming (CQP). Based on the property of B-splines, we transform the estimation problem into an optimization problem and apply CQP to obtain the estimated intensity function with low computational expense. Numerical experiments are conducted to verify the performance of our method. In addition, the impacts of the number of intervals from event-count data and the number of knots in B-splines are also discussed to explore the properties of spline-based models.