Abstract
This paper presents a spline-based input modelling method for inferring the intensity function of a non-homogeneous Poisson process (NHPP) given arrival-time observations. A simple method for generating arrivals from the resulting intensity function also presented. Splines are a natural choice for modelling intensity functions as they are smooth by construction, and highly flexible. Although flexibility is an advantage in terms of reducing the bias with respect to the true intensity function, it can lead to overfitting. Our method is therefore based on maximising the penalised NHPP log-likelihood, where the penalty is a measure of rapid changes in the spline-based representation. An empirical comparison of the spline-based method against two recently developed input modelling techniques is presented, along with an illustration of the method given arrivals from a real-world accident and emergency (AE) department.
Original language | English (US) |
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Title of host publication | 2019 Winter Simulation Conference, WSC 2019 |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 356-367 |
Number of pages | 12 |
ISBN (Electronic) | 9781728132839 |
DOIs | |
State | Published - Dec 2019 |
Event | 2019 Winter Simulation Conference, WSC 2019 - National Harbor, United States Duration: Dec 8 2019 → Dec 11 2019 |
Publication series
Name | Proceedings - Winter Simulation Conference |
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Volume | 2019-December |
ISSN (Print) | 0891-7736 |
Conference
Conference | 2019 Winter Simulation Conference, WSC 2019 |
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Country/Territory | United States |
City | National Harbor |
Period | 12/8/19 → 12/11/19 |
Funding
We gratefully acknowledge the support of the EPSRC funded EP/L015692/1 STOR-i Centre for Doctoral Training and the National Science Foundation under Grant Number CMMI-1537060.
ASJC Scopus subject areas
- Software
- Modeling and Simulation
- Computer Science Applications