NPPMLE and NPPSIM: Software for estimating and simulating nonhomogeneous Poisson processes having cyclic behavior

Authors:
Mary A. Johnson;Sanghoon Lee;James R. Wilson
Affiliations:
Department of Mechanical and Industrial Engineering, University of Illinois, Urbana, IL, 61801, USA;Kyung Won University, Seongnam, South Korea;North Carolina State University, Raleigh, NC 27695, USA
Venue:
Operations Research Letters
Year:
1994

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Abstract

We describe portable software for estimating and simulating a nonhomogeneous Poisson process whose rate function is exponential and may include a polynomial or a sinusoidal component. Program NPPMLE computes maximum-likelihood estimates of the rate-function parameters from a series of event epochs. Given the rate-function parameters, program NPPSIM simulates the process via a thinning scheme.