Login / Signup

Filtering and change point estimation for hidden Markov-modulated Poisson processes.

Robert J. ElliottTak Kuen Siu
Published in: Appl. Math. Lett. (2014)
Keyphrases
  • poisson process
  • poisson processes
  • markov modulated
  • change point
  • arrival rate
  • lead time
  • change point detection
  • gaussian process
  • machine learning
  • data mining
  • pairwise
  • decision making
  • non stationary
  • fluid model