Master of Science in Mathematical Science
First Committee Member
Chih-Hsiang Ho, Chair
Second Committee Member
Third Committee Member
Graduate Faculty Representative
Number of Pages
The task of determining whether a sudden change occurred in the generative parameters of a time series generates application in many areas. In this thesis, we aim at monitoring the change-point of a Poisson process by method, which is characterized by a forward-backward testing algorithm and several overall error control mechanisms. With the application of this proposed method, we declare that Mount Etna is not a simple Poissonian volcano, because two different regimes divided by the change point, January 30th 1974, are identified. The validation procedures, used in a complementary fashion, by the formal hypothesis tests and graphical method will be discussed. In conclusion, the proposed method is easy to implement, and its assessment studies could be conducted based on large scale simulation.
Change-point problems; Italy – Mount Etna; Poisson processes; Stochastic processes; Volcanoes
Longitudinal Data Analysis and Time Series | Statistical Models | Statistics and Probability
Chen, Qing, "Poisson Process Monitoring, Test and Comparison" (2010). UNLV Theses, Dissertations, Professional Papers, and Capstones. 1059.